919 resultados para Optimal Stochastic Control


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In this paper, a comprehensive planning methodology is proposed that can minimize the line loss, maximize the reliability and improve the voltage profile in a distribution network. The injected active and reactive power of Distributed Generators (DG) and the installed capacitor sizes at different buses and for different load levels are optimally controlled. The tap setting of HV/MV transformer along with the line and transformer upgrading is also included in the objective function. A hybrid optimization method, called Hybrid Discrete Particle Swarm Optimization (HDPSO), is introduced to solve this nonlinear and discrete optimization problem. The proposed HDPSO approach is a developed version of DPSO in which the diversity of the optimizing variables is increased using the genetic algorithm operators to avoid trapping in local minima. The objective function is composed of the investment cost of DGs, capacitors, distribution lines and HV/MV transformer, the line loss, and the reliability. All of these elements are converted into genuine dollars. Given this, a single-objective optimization method is sufficient. The bus voltage and the line current as constraints are satisfied during the optimization procedure. The IEEE 18-bus test system is modified and employed to evaluate the proposed algorithm. The results illustrate the unavoidable need for optimal control on the DG active and reactive power and capacitors in distribution networks.

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In dynamic and uncertain environments, where the needs of security and information availability are difficult to balance, an access control approach based on a static policy will be suboptimal regardless of how comprehensive it is. Risk-based approaches to access control attempt to address this problem by allocating a limited budget to users, through which they pay for the exceptions deemed necessary. So far the primary focus has been on how to incorporate the notion of budget into access control rather than what or if there is an optimal amount of budget to allocate to users. In this paper we discuss the problems that arise from a sub-optimal allocation of budget and introduce a generalised characterisation of an optimal budget allocation function that maximises organisations expected benefit in the presence of self-interested employees and costly audit.

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The paper investigates a detailed Active Shock Control Bump Design Optimisation on a Natural Laminar Flow (NLF) aerofoil; RAE 5243 to reduce cruise drag at transonic flow conditions using Evolutionary Algorithms (EAs) coupled to a robust design approach. For the uncertainty design parameters, the positions of boundary layer transition (xtr) and the coefficient of lift (Cl) are considered (250 stochastic samples in total). In this paper, two robust design methods are considered; the first approach uses a standard robust design method, which evaluates one design model at 250 stochastic conditions for uncertainty. The second approach is the combination of a standard robust design method and the concept of hierarchical (multi-population) sampling (250, 50, 15) for uncertainty. Numerical results show that the evolutionary optimization method coupled to uncertainty design techniques produces useful and reliable Pareto optimal SCB shapes which have low sensitivity and high aerodynamic performance while having significant total drag reduction. In addition,it also shows the benefit of using hierarchical robust method for detailed uncertainty design optimization.

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Mounting scientific evidence suggests newly imposed disturbance and/or alterations to existing disturbances facilitate invasion. Several empirical studies have explored the role of disturbance in invasion, but little work has been done to fit current understanding into a format useful for practical control efforts. We are working towards addressing this shortcoming by developing a metapopulation model couched in a decision theory framework. This approach has allowed us to investigate how incorporating the negative effects of disturbance on native vegetation into decision-making can change optimal control measures. In this paper, we present some preliminary results.

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The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

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In the decision-making of multi-area ATC (Available Transfer Capacity) in electricity market environment, the existing resources of transmission network should be optimally dispatched and coordinately employed on the premise that the secure system operation is maintained and risk associated is controllable. The non-sequential Monte Carlo simulation is used to determine the ATC probability density distribution of specified areas under the influence of several uncertainty factors, based on which, a coordinated probabilistic optimal decision-making model with the maximal risk benefit as its objective is developed for multi-area ATC. The NSGA-II is applied to calculate the ATC of each area, which considers the risk cost caused by relevant uncertainty factors and the synchronous coordination among areas. The essential characteristics of the developed model and the employed algorithm are illustrated by the example of IEEE 118-bus test system. Simulative result shows that, the risk of multi-area ATC decision-making is influenced by the uncertainties in power system operation and the relative importance degrees of different areas.

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A new optimal control model of the interactions between a growing tumour and the host immune system along with an immunotherapy treatment strategy is presented. The model is based on an ordinary differential equation model of interactions between the growing tu- mour and the natural killer, cytotoxic T lymphocyte and dendritic cells of the host immune system, extended through the addition of a control function representing the application of a dendritic cell treat- ment to the system. The numerical solution of this model, obtained from a multi species Runge–Kutta forward-backward sweep scheme, is described. We investigate the effects of varying the maximum al- lowed amount of dendritic cell vaccine administered to the system and find that control of the tumour cell population is best effected via a high initial vaccine level, followed by reduced treatment and finally cessation of treatment. We also found that increasing the strength of the dendritic cell vaccine causes an increase in the number of natural killer cells and lymphocytes, which in turn reduces the growth of the tumour.

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Motion planning for planetary rovers must consider control uncertainty in order to maintain the safety of the platform during navigation. Modelling such control uncertainty is difficult due to the complex interaction between the platform and its environment. In this paper, we propose a motion planning approach whereby the outcome of control actions is learned from experience and represented statistically using a Gaussian process regression model. This mobility prediction model is trained using sample executions of motion primitives on representative terrain, and predicts the future outcome of control actions on similar terrain. Using Gaussian process regression allows us to exploit its inherent measure of prediction uncertainty in planning. We integrate mobility prediction into a Markov decision process framework and use dynamic programming to construct a control policy for navigation to a goal region in a terrain map built using an on-board depth sensor. We consider both rigid terrain, consisting of uneven ground, small rocks, and non-traversable rocks, and also deformable terrain. We introduce two methods for training the mobility prediction model from either proprioceptive or exteroceptive observations, and report results from nearly 300 experimental trials using a planetary rover platform in a Mars-analogue environment. Our results validate the approach and demonstrate the value of planning under uncertainty for safe and reliable navigation.

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The notion of being sure that you have completely eradicated an invasive species is fanciful because of imperfect detection and persistent seed banks. Eradication is commonly declared either on an ad hoc basis, on notions of seed bank longevity, or on setting arbitrary thresholds of 1% or 5% confidence that the species is not present. Rather than declaring eradication at some arbitrary level of confidence, we take an economic approach in which we stop looking when the expected costs outweigh the expected benefits. We develop theory that determines the number of years of absent surveys required to minimize the net expected cost. Given detection of a species is imperfect, the optimal stopping time is a trade-off between the cost of continued surveying and the cost of escape and damage if eradication is declared too soon. A simple rule of thumb compares well to the exact optimal solution using stochastic dynamic programming. Application of the approach to the eradication programme of Helenium amarum reveals that the actual stopping time was a precautionary one given the ranges for each parameter. © 2006 Blackwell Publishing Ltd/CNRS.

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We present an algorithm for multiarmed bandits that achieves almost optimal performance in both stochastic and adversarial regimes without prior knowledge about the nature of the environment. Our algorithm is based on augmentation of the EXP3 algorithm with a new control lever in the form of exploration parameters that are tailored individually for each arm. The algorithm simultaneously applies the “old” control lever, the learning rate, to control the regret in the adversarial regime and the new control lever to detect and exploit gaps between the arm losses. This secures problem-dependent “logarithmic” regret when gaps are present without compromising on the worst-case performance guarantee in the adversarial regime. We show that the algorithm can exploit both the usual expected gaps between the arm losses in the stochastic regime and deterministic gaps between the arm losses in the adversarial regime. The algorithm retains “logarithmic” regret guarantee in the stochastic regime even when some observations are contaminated by an adversary, as long as on average the contamination does not reduce the gap by more than a half. Our results for the stochastic regime are supported by experimental validation.

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A new two-stage state feedback control design approach has been developed to monitor the voltage supplied to magnetorheological (MR) dampers for semi-active vibration control of the benchmark highway bridge. The first stage contains a primary controller, which provides the force required to obtain a desired closed-loop response of the system. In the second stage, an optimal dynamic inversion (ODI) approach has been developed to obtain the amount of voltage to be supplied to each of the MR dampers such that it provides the required force prescribed by the primary controller. ODI is formulated by optimization with dynamic inversion, such that an optimal voltage is supplied to each damper in a set. The proposed control design has been simulated for both phase-I and phase-II study of the recently developed benchmark highway bridge problem. The efficiency of the proposed controller is analyzed in terms of the performance indices defined in the benchmark problem definition. Simulation results demonstrate that the proposed approach generally reduces peak response quantities over those obtained from the sample semi-active controller, although some response quantities have been seen to be increasing. Overall, the proposed control approach is quite competitive as compared with the sample semi-active control approach.

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This paper presents an analysis of an optimal linear filter in the presence of constraints on the moan squared values of the estimates from the viewpoint of singular optimal control. The singular arc has been shown to satisfy the generalized Legcndrc-Clebseh condition and Jacobson's condition. Both the cases of white measurement noise and coloured measurement noise are considered. The constrained estimate is shown to be a linear transformation of the unconstrained Kalman estimate.

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This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.