Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Optimal control problem for the time-dependent Kirchhoff-Love plate in a domain with rough boundary

In this paper, we study the asymptotic behavior of an optimal control problem for the time-dependent Kirchhoff-Love plate whose middle surface has a very rough boundary. We identify the limit problem which is an optimal control problem for the limit equation with a different cost functional.

Tradeoff of average service cost and average delay for the state dependent M/M/1 queue

The optimal tradeoff between average service cost rate and average delay, is addressed for a M/M/1 queueing model with queue-length dependent service rates, chosen from a finite set. We provide an asymptotic characterization of the minimum average delay, when the average service cost rate is a small positive quantity V more than the minimum average service cost rate required for stability. We show that depending on the value of the arrival rate, the assumed service cost rate function, and the possible values of the service rates, the minimum average delay either a) increases only to a finite value, b) increases without bound as log(1/V), or c) increases without bound as 1/V, when V down arrow 0. We apply the analysis to a flow-level resource allocation model for a wireless downlink. We also investigate the asymptotic tradeoff for a sequence of policies which are obtained from an approximate fluid model for the M/M/1 queue.

Estimation of Probabilistic Bounds on Phase CPI and Relevance in WCET Analysis

Estimating program worst case execution time(WCET) accurately and efficiently is a challenging task. Several programs exhibit phase behavior wherein cycles per instruction (CPI) varies in phases during execution. Recent work has suggested the use of phases in such programs to estimate WCET with minimal instrumentation. However the suggested model uses a function of mean CPI that has no probabilistic guarantees. We propose to use Chebyshev's inequality that can be applied to any arbitrary distribution of CPI samples, to probabilistically bound CPI of a phase. Applying Chebyshev's inequality to phases that exhibit high CPI variation leads to pessimistic upper bounds. We propose a mechanism that refines such phases into sub-phases based on program counter(PC) signatures collected using profiling and also allows the user to control variance of CPI within a sub-phase. We describe a WCET analyzer built on these lines and evaluate it with standard WCET and embedded benchmark suites on two different architectures for three chosen probabilities, p={0.9, 0.95 and 0.99}. For p= 0.99, refinement based on PC signatures alone, reduces average pessimism of WCET estimate by 36%(77%) on Arch1 (Arch2). Compared to Chronos, an open source static WCET analyzer, the average improvement in estimates obtained by refinement is 5%(125%) on Arch1 (Arch2). On limiting variance of CPI within a sub-phase to {50%, 10%, 5% and 1%} of its original value, average accuracy of WCET estimate improves further to {9%, 11%, 12% and 13%} respectively, on Arch1. On Arch2, average accuracy of WCET improves to 159% when CPI variance is limited to 50% of its original value and improvement is marginal beyond that point.

Analysis of an queue operated under the FCFS policy with exact admission control

In this article, we present an exact theoretical analysis of an system, with arbitrary distribution of relative deadline for the end of service, operated under the first come first served scheduling policy with exact admission control. We provide an explicit solution to the functional equation that must be satisfied by the workload distribution, when the system reaches steady state. We use this solution to derive explicit expressions for the loss ratio and the sojourn time distribution. Finally, we compare this loss ratio with that of a similar system operating without admission control, in the cases of some common distributions of the relative deadline.

Analysis and design of split-capacitor resistive-inductive passive damping for LCL filters in grid-connected inverters

Grid-connected inverters require a third-order LCL filter to meet standards such as the IEEE Std. 519-1992 while being compact and cost-effective. LCL filter introduces resonance, which needs to be damped through active or passive methods. Passive damping schemes have less control complexity and are more reliable. This study explores the split-capacitor resistive-inductive (SC-RL) passive damping scheme. The SC-RL damped LCL filter is modelled using state space approach. Using this model, the power loss and damping are analysed. Based on the analysis, the SC-RL scheme is shown to have lower losses than other simpler passive damping methods. This makes the SC-RL scheme suitable for high power applications. A method for component selection that minimises the power loss in the damping resistors while keeping the system well damped is proposed. The design selection takes into account the influence of switching frequency, resonance frequency and the choice of inductance and capacitance values of the filter on the damping component selection. The use of normalised parameters makes it suitable for a wide range of design applications. Analytical results show the losses and quality factor to be in the range of 0.05-0.1% and 2.0-2.5, respectively, which are validated experimentally.

STOKES' SYSTEM IN A DOMAIN WITH OSCILLATING BOUNDARY: HOMOGENIZATION AND ERROR ANALYSIS OF AN INTERIOR OPTIMAL CONTROL PROBLEM

Homogenization and error analysis of an optimal interior control problem in the framework of Stokes' system, on a domain with rapidly oscillating boundary, are the subject matters of this article. We consider a three dimensional domain constituted of a parallelepiped with a large number of rectangular cylinders at the top of it. An interior control is applied in a proper subdomain of the parallelepiped, away from the oscillating volume. We consider two types of functionals, namely a functional involving the L-2-norm of the state variable and another one involving its H-1-norm. The asymptotic analysis of optimality systems for both cases, when the cross sectional area of the rectangular cylinders tends to zero, is done here. Our major contribution is to derive error estimates for the state, the co-state and the associated pressures, in appropriate functional spaces.

Speed control of brushed DC motor for low cost electric cars

As petrol prices are going up in developing countries in upcoming decades low cost electric cars will become more and more popular in developing world. One of the main deciding factors for success of electric cars specially in developing world in upcoming decades will be its cost. This paper shows a cost effective method to control the speed of low cost brushed D.C. motor by combining a IC 555 Timer with a High Boost Converter. The main purpose of using High Boost Converter since electric cars needs high voltage and current which a High Boost Converter can provide even with low battery supply.

A Low-Cost System for Measurement and Spectral Analysis of Motor Acoustic Noise

Workplace noise has become one of the major issues in industry not only because of workers’ health but also due to safety. Electric motors, particularly, inverter fed induction motors emit objectionably high levels of noise. This has led to the emergence of a research area, concerned with measurement and mitigation of the acoustic noise. This paper presents a lowcost option for measurement and spectral analysis of acoustic noise emitted by electric motors. The system consists of an electret microphone, amplifier and filter. It makes use of the windows sound card and associated software for data acquisition and analysis. The measurement system is calibrated using a professional sound level meter. Acoustic noise measurements are made on an induction motor drive using the proposed system as per relevant international standards. These measurements are seen to match closely with those of a professional meter.

Performance Analysis of a Cooperative MAC Protocol of Wireless Ad Hoc Networks

Different medium access control (MAC) layer protocols, for example, IEEE 802.11 series and others are used in wireless local area networks. They have limitation in handling bulk data transfer applications, like video-on-demand, videoconference, etc. To avoid this problem a cooperative MAC protocol environment has been introduced, which enables the MAC protocol of a node to use its nearby nodes MAC protocol as and when required. We have found on various occasions that specified cooperative MAC establishes cooperative transmissions to send the specified data to the destination. In this paper we propose cooperative MAC priority (CoopMACPri) protocol which exploits the advantages of priority value given by the upper layers for selection of different paths to nodes running heterogeneous applications in a wireless ad hoc network environment. The CoopMACPri protocol improves the system throughput and minimizes energy consumption. Using a Markov chain model, we developed a model to analyse the performance of CoopMACPri protocol; and also derived closed-form expression of saturated system throughput and energy consumption. Performance evaluations validate the accuracy of the theoretical analysis, and also show that the performance of CoopMACPri protocol varies with the number of nodes. We observed that the simulation results and analysis reflects the effectiveness of the proposed protocol as per the specifications.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

In-cylinder investigations and analysis of a SI gas engine fuelled with H-2 and CO rich syngas fuel: Sensitivity analysis of combustion descriptors for engine diagnostics and control

The sensitivity of combustion phasing and combustion descriptors to ignition timing, load and mixture quality on fuelling a multi-cylinder natural gas engine with bio-derived H-2 and CO rich syngas is addressed. While the descriptors for conventional fuels are well established and are in use for closed loop engine control, presence of H-2 in syngas potentially alters the mixture properties and hence combustion phasing, necessitating the current study. The ability of the descriptors to predict abnormal combustion, hitherto missing in the literature, is also addressed. Results from experiments using multi-cylinder engines and numerical studies using zero dimensional Wiebe function based simulation models are reported. For syngas with 20% H-2 and CO and 2% CH4 (producer gas), an ignition retard of 5 +/- 1 degrees was required compared to natural gas ignition timing to achieve peak load of 72.8 kWe. It is found that, for syngas, whose flammability limits are 0.42-1.93, the optimal engine operation was at an equivalence ratio of 1.12. The same methodology is extended to a two cylinder engine towards addressing the influence of syngas composition, especially H-2 fraction (varying from 13% to 37%), on the combustion phasing. The study confirms the utility of pressure trace derived combustion descriptors, except for the pressure trace first derivative, in describing the MBT operating condition of the engine when fuelled with an alternative fuel. Both experiments and analysis suggest most of the combustion descriptors to be independent of the engine load and mixture quality. A near linear relationship with ignition angle is observed. The general trend(s) of the combustion descriptors for syngas fuelled operation are similar to those of conventional fuels; the differences in sensitivity of the descriptors for syngas fuelled engine operation requires re-calibration of control logic for MBT conditions. Copyright (C) 2014, Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.

Optimal control analysis of the dynamic growth behavior of microorganisms

Understanding the growth behavior of microorganisms using modeling and optimization techniques is an active area of research in the fields of biochemical engineering and systems biology. In this paper, we propose a general modeling framework, based on Monad model, to model the growth of microorganisms. Utilizing the general framework, we formulate an optimal control problem with the objective of maximizing a long-term cellular goal and solve it analytically under various constraints for the growth of microorganisms in a two substrate batch environment. We investigate the relation between long term and short term cellular goals and show that the objective of maximizing cellular concentration at a fixed final time is equivalent to maximization of instantaneous growth rate. We then establish the mathematical connection between the generalized framework and optimal and cybernetic modeling frameworks and derive generalized governing dynamic equations for optimal and cybernetic models. We finally illustrate the influence of various constraints in the cybernetic modeling framework on the optimal growth behavior of microorganisms by solving several dynamic optimization problems using genetic algorithms. (C) 2014 Published by Elsevier Inc.