AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.

Kernel machines for epilepsy diagnosis via EEG signal classification: A comparative study

Objective: We carry out a systematic assessment on a suite of kernel-based learning machines while coping with the task of epilepsy diagnosis through automatic electroencephalogram (EEG) signal classification. Methods and materials: The kernel machines investigated include the standard support vector machine (SVM), the least squares SVM, the Lagrangian SVM, the smooth SVM, the proximal SVM, and the relevance vector machine. An extensive series of experiments was conducted on publicly available data, whose clinical EEG recordings were obtained from five normal subjects and five epileptic patients. The performance levels delivered by the different kernel machines are contrasted in terms of the criteria of predictive accuracy, sensitivity to the kernel function/parameter value, and sensitivity to the type of features extracted from the signal. For this purpose, 26 values for the kernel parameter (radius) of two well-known kernel functions (namely. Gaussian and exponential radial basis functions) were considered as well as 21 types of features extracted from the EEG signal, including statistical values derived from the discrete wavelet transform, Lyapunov exponents, and combinations thereof. Results: We first quantitatively assess the impact of the choice of the wavelet basis on the quality of the features extracted. Four wavelet basis functions were considered in this study. Then, we provide the average accuracy (i.e., cross-validation error) values delivered by 252 kernel machine configurations; in particular, 40%/35% of the best-calibrated models of the standard and least squares SVMs reached 100% accuracy rate for the two kernel functions considered. Moreover, we show the sensitivity profiles exhibited by a large sample of the configurations whereby one can visually inspect their levels of sensitiveness to the type of feature and to the kernel function/parameter value. Conclusions: Overall, the results evidence that all kernel machines are competitive in terms of accuracy, with the standard and least squares SVMs prevailing more consistently. Moreover, the choice of the kernel function and parameter value as well as the choice of the feature extractor are critical decisions to be taken, albeit the choice of the wavelet family seems not to be so relevant. Also, the statistical values calculated over the Lyapunov exponents were good sources of signal representation, but not as informative as their wavelet counterparts. Finally, a typical sensitivity profile has emerged among all types of machines, involving some regions of stability separated by zones of sharp variation, with some kernel parameter values clearly associated with better accuracy rates (zones of optimality). (C) 2011 Elsevier B.V. All rights reserved.

Multicriteria analysis in decision making under information uncertainty

This paper presents results of research related to multicriteria decision making under information uncertainty. The Bell-man-Zadeh approach to decision making in a fuzzy environment is utilized for analyzing multicriteria optimization models (< X, M > models) under deterministic information. Its application conforms to the principle of guaranteed result and provides constructive lines in obtaining harmonious solutions on the basis of analyzing associated maxmin problems. This circumstance permits one to generalize the classic approach to considering the uncertainty of quantitative information (based on constructing and analyzing payoff matrices reflecting effects which can be obtained for different combinations of solution alternatives and the so-called states of nature) in monocriteria decision making to multicriteria problems. Considering that the uncertainty of information can produce considerable decision uncertainty regions, the resolving capacity of this generalization does not always permit one to obtain unique solutions. Taking this into account, a proposed general scheme of multicriteria decision making under information uncertainty also includes the construction and analysis of the so-called < X, R > models (which contain fuzzy preference relations as criteria of optimality) as a means for the subsequent contraction of the decision uncertainty regions. The paper results are of a universal character and are illustrated by a simple example. (c) 2007 Elsevier Inc. All rights reserved.

Multiobjective Particle Swarm Approach for the Design of a Brushless DC Wheel Motor

The roots of swarm intelligence are deeply embedded in the biological study of self-organized behaviors in social insects. Particle swarm optimization (PSO) is one of the modern metaheuristics of swarm intelligence, which can be effectively used to solve nonlinear and non-continuous optimization problems. The basic principle of PSO algorithm is formed on the assumption that potential solutions (particles) will be flown through hyperspace with acceleration towards more optimum solutions. Each particle adjusts its flying according to the flying experiences of both itself and its companions using equations of position and velocity. During the process, the coordinates in hyperspace associated with its previous best fitness solution and the overall best value attained so far by other particles within the group are kept track and recorded in the memory. In recent years, PSO approaches have been successfully implemented to different problem domains with multiple objectives. In this paper, a multiobjective PSO approach, based on concepts of Pareto optimality, dominance, archiving external with elite particles and truncated Cauchy distribution, is proposed and applied in the design with the constraints presence of a brushless DC (Direct Current) wheel motor. Promising results in terms of convergence and spacing performance metrics indicate that the proposed multiobjective PSO scheme is capable of producing good solutions.

Design of pressure vessels using shape optimization: An integrated approach

Previous papers related to the optimization of pressure vessels have considered the optimization of the nozzle independently from the dished end. This approach generates problems such as thickness variation from nozzle to dished end (coupling cylindrical region) and, as a consequence, it reduces the optimality of the final result which may also be influenced by the boundary conditions. Thus, this work discusses shape optimization of axisymmetric pressure vessels considering an integrated approach in which the entire pressure vessel model is used in conjunction with a multi-objective function that aims to minimize the von-Mises mechanical stress from nozzle to head. Representative examples are examined and solutions obtained for the entire vessel considering temperature and pressure loading. It is noteworthy that different shapes from the usual ones are obtained. Even though such different shapes may not be profitable considering present manufacturing processes, they may be competitive for future manufacturing technologies, and contribute to a better understanding of the actual influence of shape in the behavior of pressure vessels. (C) 2011 Elsevier Ltd. All rights reserved.

MPC for tracking zone regions

This paper deals with the problem of tracking target sets using a model predictive control (MPC) law. Some MPC applications require a control strategy in which some system outputs are controlled within specified ranges or zones (zone control), while some other variables - possibly including input variables - are steered to fixed target or set-point. In real applications, this problem is often overcome by including and excluding an appropriate penalization for the output errors in the control cost function. In this way, throughout the continuous operation of the process, the control system keeps switching from one controller to another, and even if a stabilizing control law is developed for each of the control configurations, switching among stable controllers not necessarily produces a stable closed loop system. From a theoretical point of view, the control objective of this kind of problem can be seen as a target set (in the output space) instead of a target point, since inside the zones there are no preferences between one point or another. In this work, a stable MPC formulation for constrained linear systems, with several practical properties is developed for this scenario. The concept of distance from a point to a set is exploited to propose an additional cost term, which ensures both, recursive feasibility and local optimality. The performance of the proposed strategy is illustrated by simulation of an ill-conditioned distillation column. (C) 2010 Elsevier Ltd. All rights reserved.

Enlarging the domain of attraction of stable MPC controllers, maintaining the output performance

This work presents an alternative way to formulate the stable Model Predictive Control (MPC) optimization problem that allows the enlargement of the domain of attraction, while preserving the controller performance. Based on the dual MPC that uses the null local controller, it proposed the inclusion of an appropriate set of slacked terminal constraints into the control problem. As a result, the domain of attraction is unlimited for the stable modes of the system, and the largest possible for the non-stable modes. Although this controller does not achieve local optimality, simulations show that the input and output performances may be comparable to the ones obtained with the dual MPC that uses the LQR as a local controller. (C) 2009 Elsevier Ltd. All rights reserved.

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.

THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

The pareto-stability concept is a natural solution concept for discrete matching markets with indifferences

In a decentralized setting the game-theoretical predictions are that only strong blockings are allowed to rupture the structure of a matching. This paper argues that, under indifferences, also weak blockings should be considered when these blockings come from the grand coalition. This solution concept requires stability plus Pareto optimality. A characterization of the set of Pareto-stable matchings for the roommate and the marriage models is provided in terms of individually rational matchings whose blocking pairs, if any, are formed with unmatched agents. These matchings always exist and give an economic intuition on how blocking can be done by non-trading agents, so that the transactions need not be undone as agents reach the set of stable matchings. Some properties of the Pareto-stable matchings shared by the Marriage and Roommate models are obtained.

On Reciprocal Illumination and Consilience in Biogeography

Biogeography deals with the combined analysis of the spatial and temporal components of the evolutionary process. To this purpose, biogeographical analysis should consider two extra steps: a reciprocal illumination step, and a consilience step. Even if the traditional challenges of biogeography were successfully handled, the obtained hypothesis is not necessarily meaningful in biogeographical terms--it needs continuous test in the light of external hypotheses. For this reason, a concept analogous to Hennig`s reciprocal illumination is valuable, as well as a sort of biogeographical consilience in Whewell`s sense. Firstly, through the search for different classes of evidence, information useful to improve the hypothesis can be accessed via reciprocal illumination. Following, a more general hypothesis would arise through a consilience process, when the hypothesis explains phenomena not contemplated during its construction, as the distribution of other taxa or the existence (or absence) of fossils. This procedure aims to evaluate the robustness of biogeographical hypotheses as scientific theories. Such theories are reliable descriptions of how life changes its form both in space and time, putting historical biogeography close to Croizat`s statement of evolution as a three dimensional phenomenon.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.