919 resultados para Optimal Stochastic Control


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This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.

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This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

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This work considers nonsmooth optimal control problems and provides two new sufficient conditions of optimality. The first condition involves the Lagrange multipliers while the second does not. We show that under the first new condition all processes satisfying the Pontryagin Maximum Principle (called MP-processes) are optimal. Conversely, we prove that optimal control problems in which every MP-process is optimal necessarily obey our first optimality condition. The second condition is more natural, but it is only applicable to normal problems and the converse holds just for smooth problems. Nevertheless, it is proved that for the class of normal smooth optimal control problems the two conditions are equivalent. Some examples illustrating the features of these sufficient concepts are presented. © 2012 Springer Science+Business Media New York.

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In this work the chaotic behavior of a micro-mechanical resonator with electrostatic forces on both sides is suppressed. The aim is to control the system in an orbit of the analytical solution obtained by the Method of Multiple Scales. Two control strategies are used for controlling the trajectory of the system, namely: State Dependent Riccati Equation (SDRE) Control and Optimal Linear Feedback Control (OLFC). The controls proved effectiveness in controlling the trajectory of the system. Additionally, the robustness of each strategy is tested considering the presence of parametric errors and measurement noise in control. © 2012 American Institute of Physics.

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Our understanding of dental plaque biofilm has evolved since the nonspecific plaque hypothesis that considered plaque as a nonspecific mass of native microorganisms that, because of lack of oral hygiene, builds up in proportions great enough to overcome the host resistance threshold and affect the tooth structure and tooth supporting tissues. A great diversity of microorganisms-over 700 species-was detected in the oral cavity, and evidence shows that the investigation of specific microorganisms or associations of microorganisms as etiological agents for periodontal diseases and caries is not a simplistic approach. Although clinical evidence shows that oral mechanical hygiene is fundamental to prevent and control caries and periodontal disease, it is important to highlight that optimal control is not achieved by most individuals. Thus the complementary use of chemotherapeutic agents has been investigated as a way to overcome the deficiencies of mechanical oral hygiene habits, insofar as they reduce both plaque formation and gingival inflammation, and represent a valid strategy to change the biofilm and maintain dental and periodontal health. The role of the dental professional is to monitor patients and offer them the best recommendations to preserve oral health throughout their life. With this in mind, chemical control should be indicated as part of daily oral hygiene, together with mechanical procedures, for all individuals who present supragingival and/or subgingival biofilm, taking into account age, physical and/or psychological limitations, allergies, and other factors.

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The optimal reactive dispatch problem is a nonlinear programming problem containing continuous and discrete control variables. Owing to the difficulty caused by discrete variables, this problem is usually solved assuming all variables as continuous variables, therefore the original discrete variables are rounded off to the closest discrete value. This approach may provide solutions far from optimal or even unfeasible solutions. This paper presents an efficient handling of discrete variables by penalty function so that the problem becomes continuous and differentiable. Simulations with the IEEE test systems were performed showing the efficiency of the proposed approach. © 1969-2012 IEEE.

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The performance of the optimal linear feedback control and of the state-dependent Riccati equation control techniques applied to control and to suppress the chaotic motion in the atomic force microscope are analyzed. In addition, the sensitivity of each control technique regarding to parametric uncertainties are considered. Simulation results show the advantages and disadvantages of each technique. © 2013 Brazilian Society for Automatics - SBA.

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Consider a one-dimensional environment with N randomly distributed sites. An agent explores this random medium moving deterministically with a spatial memory μ. A crossover from local to global exploration occurs in one dimension at a well-defined memory value μ1=log2N. In its stochastic version, the dynamics is ruled by the memory and by temperature T, which affects the hopping displacement. This dynamics also shows a crossover in one dimension, obtained computationally, between exploration schemes, characterized yet by the trajectory size (Np) (aging effect). In this paper we provide an analytical approach considering the modified stochastic version where the parameter T plays the role of a maximum hopping distance. This modification allows us to obtain a general analytical expression for the crossover, as a function of the parameters μ, T, and Np. Differently from what has been proposed by previous studies, we find that the crossover occurs in any dimension d. These results have been validated by numerical experiments and may be of great value for fixing optimal parameters in search algorithms. © 2013 American Physical Society.

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O diagnóstico precoce e o tratamento adequado dos casos de malária é a principal estratégia para o controle da doença. Várias alternativas para o diagnóstico microscópico tradicional foram propostas nos últimos anos, os testes imunocromatográficos que capturam antígenos alvos dos parasitos da malária estão sendo propostos, como o teste OptiMAL-IT® que detecta a desidrogenase lática do Plasmodium sp.. O estudo teve como objetivo a avaliação do nível de concordância entre o teste imunocromatográfico (OptiMAL-IT®) e a gota espessa para o diagnóstico da malária no Município de Mazagão – Amapá. Foram analisados 413 indivíduos com sintomatologia de malária, que procuraram o serviço da Unidade Mista de Saúde de Mazagão, com idade entre 01-68 anos. Os resultados do teste OptiMAL-IT® foram comparados com os resultados obtidos (das amostras) através da gota espessa corada pelo Giemsa. Dos 413 pacientes suspeitos de apresentarem malária, 317(76.8%) eram positivos através da GE e 311 (75.3%) eram positivos pelo TDR. Das lâminas de GE positivas, foram encontrados 27.4% de P. falciparum e 72.6% de P. vivax. O teste OptiMAL-IT® detectou 27.7% de P. falciparum e 72.3% de P. vivax. A sensibilidade obtida com o TDR para o P. falciparum foi de 97.7% e para o P. vivax foi de 98.2%, a sensibilidade global do TDR foi de 98.1% e a especificidade global e para ambas as espécies foi de 100%. Foram encontrados valores preditivos positivos e negativos de 100% e 94.1%, respectivamente. O teste OptiMAL-IT®, teve uma alta concordância com a GE, foi específico e eficiente, podendo ser usado no diagnóstico de malária nas situações onde a microscopia não está disponível.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper, the optimal reactive power planning problem under risk is presented. The classical mixed-integer nonlinear model for reactive power planning is expanded into two stage stochastic model considering risk. This new model considers uncertainty on the demand load. The risk is quantified by a factor introduced into the objective function and is identified as the variance of the random variables. Finally numerical results illustrate the performance of the proposed model, that is applied to IEEE 30-bus test system to determine optimal amount and location for reactive power expansion.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)