Open-loop optimal control of discrete systems

2011 ◽  
pp. 142-161
Keyword(s):  
Optimal Control ◽  
Discrete Systems ◽  
Open Loop

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.

Open-loop optimal control of a class of continuous-time stochastic systems—A simulation study†

1974 ◽  
Vol 19 (6) ◽  
pp. 1165-1175 ◽  
Author(s):  
EDGAR C. TACKER ◽  
THOMAS D. LINTON ◽  
CHARLES W. SANDERS
Keyword(s):  
Optimal Control ◽  
Simulation Study ◽  
Continuous Time ◽  
Stochastic Systems ◽  
Open Loop

Unified approach for open-loop optimal control

2007 ◽  
Vol 28 (2) ◽  
pp. 59-75 ◽  
Author(s):  
Y. Imura ◽  
D. S. Naidu
Keyword(s):  
Optimal Control ◽  
Open Loop ◽  
Unified Approach

Adjoint-Based Optimization Procedure for Active Vibration Control of Nonlinear Mechanical Systems

2017 ◽  
Vol 139 (8) ◽  
Author(s):  
Carmine M. Pappalardo ◽  
Domenico Guida
Keyword(s):  
Optimal Control ◽  
Control Theory ◽  
Control Problem ◽  
Numerical Solution ◽  
Optimal Control Theory ◽  
Numerical Procedure ◽  
Nonlinear Optimal Control ◽  
Open Loop ◽  
Adjoint Equations ◽  
Loop Control

In this paper, a new computational algorithm for the numerical solution of the adjoint equations for the nonlinear optimal control problem is introduced. To this end, the main features of the optimal control theory are briefly reviewed and effectively employed to derive the adjoint equations for the active control of a mechanical system forced by external excitations. A general nonlinear formulation of the cost functional is assumed, and a feedforward (open-loop) control scheme is considered in the analytical structure of the control architecture. By doing so, the adjoint equations resulting from the optimal control theory enter into the formulation of a nonlinear differential-algebraic two-point boundary value problem, which mathematically describes the solution of the motion control problem under consideration. For the numerical solution of the problem at hand, an adjoint-based control optimization computational procedure is developed in this work to effectively and efficiently compute a nonlinear optimal control policy. A numerical example is provided in the paper to show the principal analytical aspects of the adjoint method. In particular, the feasibility and the effectiveness of the proposed adjoint-based numerical procedure are demonstrated for the reduction of the mechanical vibrations of a nonlinear two degrees-of-freedom dynamical system.

Passive optimal feedback control of an articulated flexible arm

2020 ◽  
pp. 107754632095676
Author(s):  
Raja Tebbikh ◽  
Hicham Tebbikh ◽  
Sihem Kechida
Keyword(s):  
Optimal Control ◽  
Feedback Control ◽  
Closed Loop ◽  
Open Loop ◽  
Optimal Feedback Control ◽  
Convolution Operators ◽  
High Frequencies ◽  
Zero Initial Condition ◽  
Flexible Arm ◽  
Euler Bernoulli Beam

This article deals with stabilization and optimal control of an articulated flexible arm by a passive approach. This approach is based on the boundary control of the Euler–Bernoulli beam by means of wave-absorbing feedback. Due to the specific propagative properties of the beam, such controls involve long-memory, non-rational convolution operators. Diffusive realizations of these operators are introduced and used for elaborating an original and efficient wave-absorbing feedback control. The globally passive nature of the closed-loop system gives it the unconditional robustness property, even with the parameters uncertainties of the system. This is not the case in active control, where the system is unstable, because the energy of high frequencies is practically uncontrollable. Our contribution comes in the achievement of optimal control by the diffusion equation. The proposed approach is original in considering a non-zero initial condition of the diffusion as an optimization variable. The optimal arm evolution, in a closed loop, is fixed in an open loop by optimizing a criterion whose variable is the initial diffusion condition. The obtained simulation results clearly illustrate the effectiveness and robustness of the optimal diffusive control.

scholarly journals Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application

2019 ◽  
Vol 2019 ◽  
pp. 1-17 ◽  
Author(s):  
Kai Du ◽  
Zhen Wu
Keyword(s):  
Optimal Control ◽  
Differential System ◽  
Optimization Problems ◽  
Stackelberg Game ◽  
Mean Field ◽  
Open Loop ◽  
Stackelberg Equilibrium ◽  
Linear Quadratic ◽  
Stackelberg Differential Game ◽  
Lq Optimal Control

This paper is concerned with a new kind of Stackelberg differential game of mean-field backward stochastic differential equations (MF-BSDEs). By means of four Riccati equations (REs), the follower first solves a backward mean-field stochastic LQ optimal control problem and gets the corresponding open-loop optimal control with the feedback representation. Then the leader turns to solve an optimization problem for a 1×2 mean-field forward-backward stochastic differential system. In virtue of some high-dimensional and complicated REs, we obtain the open-loop Stackelberg equilibrium, and it admits a state feedback representation. Finally, as applications, a class of stochastic pension fund optimization problems which can be viewed as a special case of our formulation is studied and the open-loop Stackelberg strategy is obtained.

Optimal Control Theory Applied to a Pump With Single-Stage Electrohydraulic Servovalve

1988 ◽  
Vol 110 (2) ◽  
pp. 120-125 ◽  
Author(s):  
A. Akers ◽  
S. J. Lin
Keyword(s):  
Optimal Control ◽  
Control Theory ◽  
Optimal Control Theory ◽  
System Modeling ◽  
Control Valve ◽  
Open Loop ◽  
Single Stage ◽  
Response Curves ◽  
Electrohydraulic Valve ◽  
Comparison Of The Results

Optimal control theory is applied to the design of a pressure regulator for an axial piston pump and single-stage electrohydraulic valve combination. The control valve has been modeled and an optimal control law has been formulated. The time response curves due to a step input inflow rate and in current input to the servovalve have been obtained for the open loop and for the optimal control system. Comparison of the results has been made with previous work in which the supply valve to the swashplate actuators was not modeled. It is shown that controlled system modeling of the servovalve significantly improves system performance in terms of response frequency and pressure peaks.

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