Problems of optimal transportation on the circle and their mechanical applications

We consider a mechanical problem concerning a 2D axisymmetric body moving forward on the plane and making slow turns of fixed magnitude about its axis of symmetry. The body moves through a medium of non-interacting particles at rest, and collisions of particles with the body's boundary are perfectly elastic (billiard-like). The body has a blunt nose: a line segment orthogonal to the symmetry axis. It is required to make small cavities with special shape on the nose so as to minimize its aerodynamic resistance. This problem of optimizing the shape of the cavities amounts to a special case of the optimal mass transfer problem on the circle with the transportation cost being the squared Euclidean distance. We find the exact solution for this problem when the amplitude of rotation is smaller than a fixed critical value, and give a numerical solution otherwise. As a by-product, we get explicit description of the solution for a class of optimal transfer problems on the circle.

Exact Solution of Bayes and Minimax Change-Detection Problems

The challenge of detecting a change in the distribution of data is a sequential decision problem that is relevant to many engineering solutions, including quality control and machine and process monitoring. This dissertation develops techniques for exact solution of change-detection problems with discrete time and discrete observations. Change-detection problems are classified as Bayes or minimax based on the availability of information on the change-time distribution. A Bayes optimal solution uses prior information about the distribution of the change time to minimize the expected cost, whereas a minimax optimal solution minimizes the cost under the worst-case change-time distribution. Both types of problems are addressed. The most important result of the dissertation is the development of a polynomial-time algorithm for the solution of important classes of Markov Bayes change-detection problems. Existing techniques for epsilon-exact solution of partially observable Markov decision processes have complexity exponential in the number of observation symbols. A new algorithm, called constellation induction, exploits the concavity and Lipschitz continuity of the value function, and has complexity polynomial in the number of observation symbols. It is shown that change-detection problems with a geometric change-time distribution and identically- and independently-distributed observations before and after the change are solvable in polynomial time. Also, change-detection problems on hidden Markov models with a fixed number of recurrent states are solvable in polynomial time. A detailed implementation and analysis of the constellation-induction algorithm are provided. Exact solution methods are also established for several types of minimax change-detection problems. Finite-horizon problems with arbitrary observation distributions are modeled as extensive-form games and solved using linear programs. Infinite-horizon problems with linear penalty for detection delay and identically- and independently-distributed observations can be solved in polynomial time via epsilon-optimal parameterization of a cumulative-sum procedure. Finally, the properties of policies for change-detection problems are described and analyzed. Simple classes of formal languages are shown to be sufficient for epsilon-exact solution of change-detection problems, and methods for finding minimally sized policy representations are described.

Optimal Controller Designs for Rotating Machines - Penalising the Rate of Change of Control Forcing

In the context of active control of rotating machines, standard optimal controller methods enable a trade-off to be made between (weighted) mean-square vibrations and (weighted) mean-square currents injected into magnetic bearings. One shortcoming of such controllers is that no concern is devoted to the voltages required. In practice, the voltage available imposes a strict limitation on the maximum possible rate of change of control force (force slew rate). This paper removes the aforementioned existing shortcomings of traditional optimal control.

Optimal sequence of landfills in solid waste management

Given that landfills are depletable and replaceable resources, the right approach, when dealing with landfill management, is that of designing an optimal sequence of landfills rather than designing every single landfill separately. In this paper we use Optimal Control models, with mixed elements of both continuous and discrete time problems, to determine an optimal sequence of landfills, as regarding their capacity and lifetime. The resulting optimization problems involve splitting a time horizon of planning into several subintervals, the length of which has to be decided. In each of the subintervals some costs, the amount of which depends on the value of the decision variables, have to be borne. The obtained results may be applied to other economic problems such as private and public investments, consumption decisions on durable goods, etc.

Trajectory planning of single and dual-arm robots for time-optimal handling of liquids and objects

This Thesis studies the optimal control problem of single-arm and dual-arm serial robots to achieve the time-optimal handling of liquids and objects. The first topic deals with the planning of time-optimal anti-sloshing trajectories of an industrial robot carrying a cylindrical container filled with a liquid, considering 1-dimensional and 2-dimensional planar motions. A technique for the estimation of the sloshing height is presented, together with its extension to 3-dimensional motions. An experimental validation campaign is provided and discussed to assess the thoroughness of such a technique. As far as anti-sloshing trajectories are concerned, 2-dimensional paths are considered and, for each one of them, three constrained optimizations with different values of the sloshing-height thresholds are solved. Experimental results are presented to compare optimized and non-optimized motions. The second part focuses on the time-optimal trajectory planning for dual-arm object handling, employing two collaborative robots (cobots) and adopting an admittance-control strategy. The chosen manipulation approach, known as cooperative grasping, is based on unilateral contact between the cobots and the object, and it may lead to slipping during motion if an internal prestress along the contact-normal direction is not prescribed. Thus, a virtual penetration is considered, aimed at generating the necessary internal prestress. The stability of cooperative grasping is ensured as long as the exerted forces on the object remain inside the static-friction cone. Constrained-optimization problems are solved for 3-dimensional paths: the virtual penetration is chosen among the control inputs of the problem and friction-cone conditions are treated as inequality constraints. Also in this case experiments are presented in order to prove evidence of the firm handling of the object, even for fast motions.

Design and implementation of an optimal motion cueing algorithm for the Stuttgart Driving Simulator

Driving simulators emulate a real vehicle drive in a virtual environment. One of the most challenging problems in this field is to create a simulated drive as real as possible to deceive the driver's senses and cause the believing to be in a real vehicle. This thesis first provides an overview of the Stuttgart driving simulator with a description of the overall system, followed by a theoretical presentation of the commonly used motion cueing algorithms. The second and predominant part of the work presents the implementation of the classical and optimal washout algorithms in a Simulink environment. The project aims to create a new optimal washout algorithm and compare the obtained results with the results of the classical washout. The classical washout algorithm, already implemented in the Stuttgart driving simulator, is the most used in the motion control of the simulator. This classical algorithm is based on a sequence of filters in which each parameter has a clear physical meaning and a unique assignment to a single degree of freedom. However, the effects on human perception are not exploited, and each parameter must be tuned online by an engineer in the control room, depending on the driver's feeling. To overcome this problem and also consider the driver's sensations, the optimal washout motion cueing algorithm was implemented. This optimal control-base algorithm treats motion cueing as a tracking problem, forcing the accelerations perceived in the simulator to track the accelerations that would have been perceived in a real vehicle, by minimizing the perception error within the constraints of the motion platform. The last chapter presents a comparison between the two algorithms, based on the driver's feelings after the test drive. Firstly it was implemented an off-line test with a step signal as an input acceleration to verify the behaviour of the simulator. Secondly, the algorithms were executed in the simulator during a test drive on several tracks.

Axis control optimization: autotuning techniques and frequency response analysis of industrial mechatronic systems

In the field of industrial automation, there is an increasing need to use optimal control systems that have low tracking errors and low power and energy consumption. The motors we are dealing with are mainly Permanent Magnet Synchronous Motors (PMSMs), controlled by 3 different types of controllers: a position controller, a speed controller, and a current controller. In this thesis, therefore, we are going to act on the gains of the first two controllers by going to find, through the TwinCAT 3 software, what might be the best set of parameters. To do this, starting with the default parameters recommended by TwinCAT, two main methods were used and then compared: the method of Ziegler and Nichols, which is a tabular method, and advanced tuning, an auto-tuning software method of TwinCAT. Therefore, in order to analyse which set of parameters was the best,several experiments were performed for each case, using the Motion Control Function Blocks. Moreover, some machines, such as large robotic arms, have vibration problems. To analyse them in detail, it was necessary to use the Bode Plot tool, which, through Bode plots, highlights in which frequencies there are resonance and anti-resonance peaks. This tool also makes it easier to figure out which and where to apply filters to improve control.

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.

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.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed 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.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Analysis of small signal stability margins using genetic optimization

Power system small signal stability analysis aims to explore different small signal stability conditions and controls, namely: (1) exploring the power system security domains and boundaries in the space of power system parameters of interest, including load flow feasibility, saddle node and Hopf bifurcation ones; (2) finding the maximum and minimum damping conditions; and (3) determining control actions to provide and increase small signal stability. These problems are presented in this paper as different modifications of a general optimization to a minimum/maximum, depending on the initial guesses of variables and numerical methods used. In the considered problems, all the extreme points are of interest. Additionally, there are difficulties with finding the derivatives of the objective functions with respect to parameters. Numerical computations of derivatives in traditional optimization procedures are time consuming. In this paper, we propose a new black-box genetic optimization technique for comprehensive small signal stability analysis, which can effectively cope with highly nonlinear objective functions with multiple minima and maxima, and derivatives that can not be expressed analytically. The optimization result can then be used to provide such important information such as system optimal control decision making, assessment of the maximum network's transmission capacity, etc. (C) 1998 Elsevier Science S.A. All rights reserved.