Hybrid stochastic optimization method for optimal control problems of chemical processes

2017 ◽  
Vol 126 ◽  
pp. 297-310 ◽  
Author(s):  
Xiang Wu ◽  
Bangjun Lei ◽  
Kanjian Zhang ◽  
Ming Cheng
Keyword(s):  
Optimal Control ◽  
Stochastic Optimization ◽  
Optimal Control Problems ◽  
Optimization Method ◽  
Chemical Processes ◽  
Control Problems

scholarly journals A Multistrategy-Based Multiobjective Differential Evolution for Optimal Control in Chemical Processes

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-22 ◽  
Author(s):  
Bin Xu ◽  
Xu Chen ◽  
Xiuhui Huang ◽  
Lili Tao
Keyword(s):  
Optimal Control ◽  
Differential Evolution ◽  
Optimal Control Problems ◽  
Chemical Processes ◽  
Selection Strategy ◽  
Control Problems ◽  
Conflicting Objectives ◽  
Efficiency And Effectiveness ◽  
Single Strategy ◽  
Multiobjective Optimal Control

Optimal control problems with multiple conflicting objectives in chemical processes are quite challenging. To solve such problems, we put forward a multistrategy-based multiobjective differential evolution, in which (1) a hybrid selection strategy is incorporated from the motivation of no single strategy outperforming all other ones in every stage; (2) a multipopulation strategy is applied to represent the main population and current optimum, and a cyclic crowding estimation is developed to maintain these optimum; and (3) a multimutation strategy is constructed to improve both exploration and exploitation ability. The effectiveness and efficiency of the proposed algorithm are validated by comparisons with some representative multiobjective evolutionary algorithms over 12 test instances. Moreover, the proposed algorithm is applied to solve 3 multiobjective optimal control problems in chemical processes. The obtained results indicate the efficiency and effectiveness of the proposed algorithm for solving multiobjective optimal control problems.

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.

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