Optimal Control Of Deterministic And Stochastic Hybrid Systems

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Optimal Control of Deterministic and Stochastic Hybrid Systems

Author : Ali Pakniyat
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (979 download)

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Book Synopsis Optimal Control of Deterministic and Stochastic Hybrid Systems by : Ali Pakniyat

Download or read book Optimal Control of Deterministic and Stochastic Hybrid Systems written by Ali Pakniyat and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "Deterministic and stochastic hybrid optimal control problems are studied for systems where autonomous and controlled state jumps are allowed at the switching instants and, in addition to running costs, switching between discrete states incurs costs. Features of special interest in this work are the possibility of state space dimension change, and existence of low dimensional switching manifolds. In other words, the hybrid state space is considered as the direct product of a set of discrete state components with finite cardinality and a set of Euclidean spaces whose dimensions depend upon the discrete state components; and Euclidean spaces contain switching manifolds which correspond to autonomous switchings and jumps, and which are allowed to be codimension k submanifolds of the corresponding Euclidean state spaces, where k is greater than or equals to one. Statements of the Hybrid Minimum Principle (HMP) and Hybrid Dynamic Programming (HDP) are presented and it is shown that under certain assumptions the adjoint process in the HMP and the gradient of the value function in HDP are identical to each other almost everywhere along optimal trajectories. Furthermore, results for stochastic hybrid optimal control problems are established which generalize those of the deterministic case. A key feature of the stochastic hybrid systems framework under consideration is the presence of the hard constraints imposed by switching manifolds on diffusion-driven state trajectories; these constraints influence the boundary conditions in the Stochastic Hybrid Minimum Principle (SHMP). In addition to analytic examples, an electric vehicle equipped with a dual-stage planetary transmission is modelled in this framework, where, due to the special structure of the transmission, the mechanical degree of freedom changes during the transition period. Hybrid control problems for energy and time optimality of an electric vehicle acceleration task are studied which reveal unanticipated aspects of optimal energy saving strategies for the transmission control. " --

Theory of Hybrid Systems: Deterministic and Stochastic

Author : Mohamad S. Alwan
Publisher : Springer
ISBN 13 : 9811080461
Total Pages : 252 pages
Book Rating : 4.8/5 (11 download)

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Book Synopsis Theory of Hybrid Systems: Deterministic and Stochastic by : Mohamad S. Alwan

Download or read book Theory of Hybrid Systems: Deterministic and Stochastic written by Mohamad S. Alwan and published by Springer. This book was released on 2018-10-04 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first to present the application of the hybrid system theory to systems with EPCA (equations with piecewise continuous arguments). The hybrid system paradigm is a valuable modeling tool for describing a wide range of real-world applications. Moreover, although new technology has produced, and continues to produce highly hierarchical sophisticated machinery that cannot be analyzed as a whole system, hybrid system representation can be used to reduce the structural complexity of these systems. That is to say, hybrid systems have become a modeling priority, which in turn has led to the creation of a promising research field with several application areas. As such, the book explores recent developments in the area of deterministic and stochastic hybrid systems using the Lyapunov and Razumikhin–Lyapunov methods to investigate the systems’ properties. It also describes properties such as stability, stabilization, reliable control, H-infinity optimal control, input-to-state stability (ISS)/stabilization, state estimation, and large-scale singularly perturbed systems.

Stochastic Hybrid Systems

Author : Christos G. Cassandras
Publisher : CRC Press
ISBN 13 : 1420008544
Total Pages : 300 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Stochastic Hybrid Systems by : Christos G. Cassandras

Download or read book Stochastic Hybrid Systems written by Christos G. Cassandras and published by CRC Press. This book was released on 2018-10-03 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Deterministic and Stochastic Optimal Control

Author : Wendell H. Fleming
Publisher : Springer Science & Business Media
ISBN 13 : 1461263808
Total Pages : 231 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Deterministic and Stochastic Optimal Control by : Wendell H. Fleming

Download or read book Deterministic and Stochastic Optimal Control written by Wendell H. Fleming and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.

Linear Stochastic Control Systems

Author : Goong Chen
Publisher : CRC Press
ISBN 13 : 9780849380754
Total Pages : 404 pages
Book Rating : 4.3/5 (87 download)

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Book Synopsis Linear Stochastic Control Systems by : Goong Chen

Download or read book Linear Stochastic Control Systems written by Goong Chen and published by CRC Press. This book was released on 1995-07-12 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.

Infinite Horizon Optimal Control

Author : Dean A. Carlson
Publisher : Springer Science & Business Media
ISBN 13 : 3642767559
Total Pages : 345 pages
Book Rating : 4.6/5 (427 download)

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Book Synopsis Infinite Horizon Optimal Control by : Dean A. Carlson

Download or read book Infinite Horizon Optimal Control written by Dean A. Carlson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general.

Optimal Design of Control Systems

Author : Gennadii E. Kolosov
Publisher : CRC Press
ISBN 13 : 1000146758
Total Pages : 424 pages
Book Rating : 4.0/5 (1 download)

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Book Synopsis Optimal Design of Control Systems by : Gennadii E. Kolosov

Download or read book Optimal Design of Control Systems written by Gennadii E. Kolosov and published by CRC Press. This book was released on 2020-08-27 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."

Stochastic Reachability Analysis of Hybrid Systems

Author : Luminita Manuela Bujorianu
Publisher : Springer Science & Business Media
ISBN 13 : 1447127951
Total Pages : 251 pages
Book Rating : 4.4/5 (471 download)

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Book Synopsis Stochastic Reachability Analysis of Hybrid Systems by : Luminita Manuela Bujorianu

Download or read book Stochastic Reachability Analysis of Hybrid Systems written by Luminita Manuela Bujorianu and published by Springer Science & Business Media. This book was released on 2012-04-23 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then treats issues representing the different faces of SRA: • stochastic reachability based on Markov process theory; • martingale methods; • stochastic reachability as an optimal stopping problem; and • dynamic programming. The book is rounded off by an appendix providing mathematical underpinning on subjects such as ordinary differential equations, probabilistic measure theory and stochastic modeling, which will help the non-expert-mathematician to appreciate the text. Stochastic Reachability Analysis of Hybrid Systems characterizes a highly interdisciplinary area of research and is consequently of significant interest to academic researchers and graduate students from a variety of backgrounds in control engineering, applied mathematics and computer science. The Communications and Control Engineering series reports major technological advances which have potential for great impact in the fields of communication and control. It reflects research in industrial and academic institutions around the world so that the readership can exploit new possibilities as they become available.

Optimal Design of Control Systems

Author : Gennadii E. Kolosov
Publisher : CRC Press
ISBN 13 : 9780824775377
Total Pages : 424 pages
Book Rating : 4.7/5 (753 download)

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Book Synopsis Optimal Design of Control Systems by : Gennadii E. Kolosov

Download or read book Optimal Design of Control Systems written by Gennadii E. Kolosov and published by CRC Press. This book was released on 1999-06-01 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."

Risk-Sensitive Optimal Control

Author : Peter Whittle
Publisher :
ISBN 13 :
Total Pages : 266 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Risk-Sensitive Optimal Control by : Peter Whittle

Download or read book Risk-Sensitive Optimal Control written by Peter Whittle and published by . This book was released on 1990-05-11 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two major themes of this book are risk-sensitive control and path-integral or Hamiltonian formulation. It covers risk-sensitive certainty-equivalence principles, the consequent extension of the conventional LQG treatment and the path-integral formulation.

Deterministic and Stochastic Optimal Control and Inverse Problems

Author : Baasansuren Jadamba
Publisher : CRC Press
ISBN 13 : 1000511723
Total Pages : 394 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Deterministic and Stochastic Optimal Control and Inverse Problems by : Baasansuren Jadamba

Download or read book Deterministic and Stochastic Optimal Control and Inverse Problems written by Baasansuren Jadamba and published by CRC Press. This book was released on 2021-12-15 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

Handbook of Hybrid Systems Control

Author : Jan Lunze
Publisher : Cambridge University Press
ISBN 13 : 0521765056
Total Pages : 583 pages
Book Rating : 4.5/5 (217 download)

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Book Synopsis Handbook of Hybrid Systems Control by : Jan Lunze

Download or read book Handbook of Hybrid Systems Control written by Jan Lunze and published by Cambridge University Press. This book was released on 2009-10-15 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sets out core theory and reviews new methods and applications to show how hybrid systems can be modelled and understood.

Hybrid Systems: Computation and Control

Author : Rajeev Alur
Publisher : Springer
ISBN 13 : 3540247432
Total Pages : 686 pages
Book Rating : 4.5/5 (42 download)

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Book Synopsis Hybrid Systems: Computation and Control by : Rajeev Alur

Download or read book Hybrid Systems: Computation and Control written by Rajeev Alur and published by Springer. This book was released on 2004-02-24 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the 7th Workshop on Hybrid Systems: Computation and Control (HSCC 2004) held in Philadelphia, USA, from March 25 to 27, 2004. The annual workshop on hybrid systems attracts researchers from academia and industry interested in modeling, analysis, and implemen- tion of dynamic and reactive systems involving both discrete and continuous behaviors. The previous workshops in the HSCC series were held in Berkeley, USA(1998),Nijmegen,TheNetherlands(1999),Pittsburgh,USA(2000),Rome, Italy (2001), Palo Alto, USA (2002), and Prague, Czech Republic (2003). This year’s HSCC was organized in cooperation with ACM SIGBED (Special Interest Group on Embedded Systems) and was technically co-sponsored by the IEEE Control Systems Society. The program consisted of 4 invited talks and 43 regular papers selected from 117 regular submissions. The program covered topics such as tools for analysis and veri?cation, control and optimization, modeling, and engineering applica- ons, as in past years, and emerging directions in programming language support and implementation. The program also contained one special session focusing on the interplay between biomolecular networks, systems biology, formal methods, andthecontrolofhybridsystems.

An Introduction to Optimal Control Theory

Author : Onésimo Hernández-Lerma
Publisher : Springer Nature
ISBN 13 : 3031211391
Total Pages : 279 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis An Introduction to Optimal Control Theory by : Onésimo Hernández-Lerma

Download or read book An Introduction to Optimal Control Theory written by Onésimo Hernández-Lerma and published by Springer Nature. This book was released on 2023-02-21 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others. The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost. After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations. The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, ...) and stochastic processes.

Hybrid Systems : Computation and Control

Author :
Publisher :
ISBN 13 :
Total Pages : 716 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Hybrid Systems : Computation and Control by :

Download or read book Hybrid Systems : Computation and Control written by and published by . This book was released on 2005 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation

Author : Leonhard Asselborn
Publisher : kassel university press GmbH
ISBN 13 : 3737605807
Total Pages : 172 pages
Book Rating : 4.7/5 (376 download)

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Book Synopsis Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation by : Leonhard Asselborn

Download or read book Control of Stochastic Hybrid Systems based on Probabilistic Reachable Set Computation written by Leonhard Asselborn and published by kassel university press GmbH. This book was released on 2018-09-17 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis proposes an algorithmic controller synthesis based on the computation of probabilistic reachable sets for stochastic hybrid systems. Hybrid systems consist in general of a composition of discrete and continuous valued dynamics, and are able to capture a wide range of physical phenomena. The stochasticity is considered in form of normally distributed initial continuous states and normally distributed disturbances, resulting in stochastic hybrid systems. The reachable sets describe all states, which are reachable by a system for a given initialization of the system state, inputs, disturbances, and time horizon. For stochastic hybrid systems, these sets are probabilistic, since the system state and disturbance are random variables. This thesis introduces probabilistic reachable sets with a predefined confidence, which are used in an optimization based procedure for the determination of stabilizing control inputs. Besides the stabilizing property, the controlled dynamics also observes input constraints, as well as, so-called chance constraints for the continuous state. The main contribution of this thesis is the formulation of an algorithmic control procedure for each considerd type of stochastic hybrid systems, where different discrete dynamics are considered. First, a control procedure for a deterministic system with bounded disturbances is introduced, and thereafter a probabilistic distribution of the system state and the disturbance is assumed. The formulation of probabilistic reachable sets with a predefined confidence is subsequently used in a control procedure for a stochastic hybrid system, in which the switch of the continuous dynamics is externally induced. Finally, the control procedure based on reachable set computation is extended to a type of stochastic hybrid systems with autonomously switching of the continuous dynamics.

Hybrid Systems: Computation and Control

Author : Manfred Morari
Publisher : Springer Science & Business Media
ISBN 13 : 3540251081
Total Pages : 695 pages
Book Rating : 4.5/5 (42 download)

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Book Synopsis Hybrid Systems: Computation and Control by : Manfred Morari

Download or read book Hybrid Systems: Computation and Control written by Manfred Morari and published by Springer Science & Business Media. This book was released on 2005-03-04 with total page 695 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 8th International Workshop on Hybrid Systems: Computation and Control, HSCC 2005, held in Zurich, Switzerland in March 2005. The 40 revised full papers presented together with 2 invited papers and the abstract of an invited talk were carefully reviewed and selected from 91 submissions. The papers focus on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors. Among the topics addressed are tools for analysis and verification, control and optimization, modeling, engineering applications, and emerging directions in programming language support and implementation.