A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

New simple and efficient heuristics for the uncapacitated single allocation hub location problem

Hub-and-spoke networks are widely studied in the area of location theory. They arise in several contexts, including passenger airlines, postal and parcel delivery, and computer and telecommunication networks. Hub location problems usually involve three simultaneous decisions to be made: the optimal number of hub nodes, their locations and the allocation of the non-hub nodes to the hubs. In the uncapacitated single allocation hub location problem (USAHLP) hub nodes have no capacity constraints and non-hub nodes must be assigned to only one hub. In this paper, we propose three variants of a simple and efficient multi-start tabu search heuristic as well as a two-stage integrated tabu search heuristic to solve this problem. With multi-start heuristics, several different initial solutions are constructed and then improved by tabu search, while in the two-stage integrated heuristic tabu search is applied to improve both the locational and allocational part of the problem. Computational experiments using typical benchmark problems (Civil Aeronautics Board (CAB) and Australian Post (AP) data sets) as well as new and modified instances show that our approaches consistently return the optimal or best-known results in very short CPU times, thus allowing the possibility of efficiently solving larger instances of the USAHLP than those found in the literature. We also report the integer optimal solutions for all 80 CAB data set instances and the 12 AP instances up to 100 nodes, as well as for the corresponding new generated AP instances with reduced fixed costs. Published by Elsevier Ltd.

The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

West (side) and north (rear) elevations, public housing, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

View northeast over single story apartment, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

South (front) elevation, public housing, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

Detail of roofing and wall, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

View along western boundary; paperbark trees between private and public housing, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

East elevation, overlooking driveway, private housing, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

North (rear) elevation, public housing, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

North (rear) elevation and driveway, public housing, Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

Houses near Cotton Tree Housing Estate, Maroochydore

This pilot project at Cotton Tree, Maroochydore, on two adjacent, linear parcels of land has one of the properties privately owned while the other is owned by the public housing authority. Both owners commissioned Lindsay and Kerry Clare to design housing for their separate needs which enabled the two projects to be governed by a single planning and design strategy. This entailed the realignment of the dividing boundary to form two approximately square blocks which made possible the retention of an important stand of mature paperbark trees and gave each block a more useful street frontage. The scheme provides seven two-bedroom units and one single-bedroom unit as the private component, with six single-bedroom units, three two-bedroom units and two three-bedroom units forming the public housing. The dwellings are deployed as an interlaced mat of freestanding blocks, car courts, courtyard gardens, patios and decks. The key distinction between the public and private parts of the scheme is the pooling of the car parking spaces in the public housing to create a shared courtyard. The housing climbs to three storeys on its southern edge and falls to a single storey on the north-western corner. This enables all units and the principal private outdoor spaces to have a northern orientation. The interiors of both the public and private units are skilfully arranged to take full advantage of views, light and breeze.

H56 Standard House for PNG Housing Commission, Papua New Guinea

As seen from street.

Three-bedroom townhouses, Air Niugini Staff Housing, Papua New Guinea

Street elevation, carports below entry balconies.