512 research outputs found
Optimization and Control Techniques and Applications
No full textThis book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field are collated here in two parts, dealing first with optimization and control theory and then with techniques and applications.
Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependent inclusion and linear programming complexity theory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems and look at multi-objective semi-infinite optimization problems and production planning problems.
In the second part, the authors address techniques and applications of optimization and control in a variety of disciplines, such as chaos synchronization, facial expression recognition and dynamic input-output economic models. Other applications considered here include image retrieval, natural earth satellites orbital transfers, snap-back repellers and modern logistic systems.
Readers will learn of advances in optimization, control and operations research, as well as potential new avenues of research and development. The book will appeal to scientific researchers, mathematicians and all specialists interested in the latest advances in optimization and control
A special issue Dedicated to Kok Lay Teo and Jie Sun
No full textDiscrete and Continuous Dynamical Systems Series B: Special IssueThis special issue of Discrete and Continuous Dynamical Systems Series B is dedicated to Professor Kok Lay Teo and Professor Jie Sun for their fundamental contributions to optimization and optimal control and their computational methods and applications. The 2010 International Conference on Optimization and Control (ICOCO2010) was held at Guizhou Park Hotel in Guiyang, China on July 18-23, 2010, in honour of Professors Teo and Sun on their 65th birthdays.Honglei Xu, Cheng-Chew Lim, Wei We
Smooth convex approximation to the maximum eigenvalue function
No full textIn this paper, we consider smooth convex approximations to the maximum eigenvalue function. To make it applicable to a wide class of applications, the study is conducted on the composite function of the maximum eigenvalue function and a linear operator mapping Rm to Sn, the space of n-by-n symmetric matrices. The composite function in turn is the natural objective function of minimizing the maximum eigenvalue function over an affine space in Sn. This leads to a sequence of smooth convex minimization problems governed by a smoothing parameter. As the parameter goes to zero, the original problem is recovered. We then develop a computable Hessian formula of the smooth convex functions, matrix representation of the Hessian, and study the regularity conditions which guarantee the nonsingularity of the Hessian matrices. The study on the well-posedness of the smooth convex function leads to a regularization method which is globally convergent
An optimal PID controller design for nonlinear constrained optimal control problems
No full textIn this paper, we consider a class of optimal PID control problems subject to continuous inequality constraints and terminal equality constraint. By applying the constraint transcription method and a local smoothing technique to these continuous inequality constraint functions, we construct the corresponding smooth approximate functions. We use the concept of the penalty function to append these smooth approximate functions to the cost function, forming a new cost function. Then, the constrained optimal PID control problem is approximated by a sequence of optimal parameter selection problems subject to only terminal equality constraint. Each of these optimal parameter selection problems can be viewed and hence solved as a nonlinear optimization problem. The gradient formulas of the new appended cost function and the terminal equality constraint function are derived, and a reliable computation algorithm is given. The method proposed is used to solve a ship steering control problem.Bin Li, Kok Lay Teo, Cheng-Chew Lim and Guang Ren Dua
On necessary and sufficient conditions for finite-time control of positive stochastic Poisson jump systems
No full textIn this paper, we consider the stochastically finite-time L_2 control problem for a class of positive stochastic Poisson jump systems (PSPJSs). By introducing a novel mode decoupling technique, some necessary and sufficient conditions are given to guarantee the stochastic finite-time boundedness of the input-free PSPJSs. Then, a proper mode-dependent finite-time state feedback controller is designed such that the positiveness, stochastic finite-time boundedness and the specified L_2 disturbance attenuation performance are attained simultaneously for the closed-loop SPJSs. Finally, two examples are given to show the feasibility and validity of the proposed methods.In this paper, we consider the stochastically finite-time L2 control problem for a class of positive stochastic Poisson jump systems (PSPJSs). By introducing a novel mode decoupling technique, some necessary and sufficient conditions are given to guarantee the stochastic finite-time boundedness of the input-free PSPJSs. Then, a proper mode-dependent finite-time state feedback controller is designed such that the positiveness, stochastic finite-time boundedness and the specified L2 disturbance attenuation performance are attained simultaneously for the closed-loop SPJSs. Finally, two examples are given to show the feasibility and validity of the proposed methods
A novel approach to fault detection for fuzzy stochastic systems with nonhomogeneous processes
No full textAbstract not availableYanyan Yin, Peng Shi, Fei Liu, Kok Lay Te
Observer-based H infinity control on nonhomogeneous Markov jump systems with nonlinear input
No full textLink to a related website: https://digital.library.adelaide.edu.au/dspace/bitstream/2440/85489/2/hdl_85489.pdf, Open Access via UnpaywallAbstract not availableYanyan Yin, Peng Shi, Fei Liu, and Kok Lay Te
Robust filtering for nonlinear nonhomogeneous markov jump systems by fuzzy approximation approach
No full textThis paper addresses the problem of robust fuzzy L₂ - L∞ filtering for a class of uncertain nonlinear discrete-time Markov jump systems (MJSs) with nonhomogeneous jump processes. The Takagi-Sugeno fuzzy model is employed to represent such nonlinear nonhomogeneous MJS with norm-bounded parameter uncertainties. In order to decrease conservation, a polytope Lyapunov function which evolves as a convex function is employed, and then, under the designed mode-dependent and variation-dependent fuzzy filter which includes the membership functions, a sufficient condition is presented to ensure that the filtering error dynamic system is stochastically stable and that it has a prescribed L₂ - L∞ performance index. Two simulated examples are given to demonstrate the effectiveness and advantages of the proposed techniques.Yanyan Yin, Peng Shi, Fei Liu, Kok Lay Teo and Cheng-Chew Li
Observer-based H infinity control on nonhomogeneous discrete-time Markov jump systems
No full textThis paper concerns the problem of observer-based H∞ controller design for a class of discrete-time Markov jump systems with nonhomogeneous jump parameters. A nonhomogeneous jump transition probability matrix is described by a polytope set, in which values of vertices are given. By Lyapunov function approach, under the designed observer-based controller, a sufficient condition is presented to ensure the resulting closed-loop system is stochastically stable and a prescribed H∞ performance is achieved. Finally, a simulation example is given to show the effectiveness of the developed techniques.Yanyan Yin, Peng Shi, Fei Liu, Kok Lay Te
Fractional Black-Scholes models: complete MLE with application to fractional option pricing
No full textGeometric fractional Brownian motion (GFBM) is an extended model of the traditional geometric Brownian motion that is widely used for Black-Scholes option pricing. By considering GFBM, we are now able to capture the memory dependency. This method will enable us to derive the estimators of the drift, _, volatility, _2, and also the index of self similarity, H, simultaneously. This will enable us to use the fractional Black-Scholes model with all the needed parameters. Simulation outcomes illustrate that our methodology is efficient and reliable. Empirical application to stock exchange index with option pricing under GFBM is also made.Masnita Misiran, Zudi Lu and Kok Lay Te
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