Optimal bounded control with linear stochastic equations and quadratic cost

1967 ◽  
pp. 176-186
Author(s):  
Eustratios Kounias
Keyword(s):  
Stochastic Equations ◽  
Bounded Control ◽  
Quadratic Cost

scholarly journals Optimal bounded control with linear stochastic equations and quadratic cost

1966 ◽  
Vol 16 (3) ◽  
pp. 510-537 ◽  
Author(s):  
Eustratios Kounias
Keyword(s):  
Stochastic Equations ◽  
Bounded Control ◽  
Quadratic Cost

scholarly journals Optimal Control and Positional Controllability in a One-Sector Economy

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 11
Author(s):  
Nikolai Grigorenko ◽  
Lilia Luk’yanova
Keyword(s):  
Optimal Control ◽  
Production Capacity ◽  
Quality Criterion ◽  
Zero Order ◽  
Suboptimal Control ◽  
Time Interval ◽  
Bounded Control ◽  
Optimal Value ◽  
Current Production ◽  
The Given

A model of production funds acquisition, which includes two differential links of the zero order and two series-connected inertial links, is considered in a one-sector economy. Zero-order differential links correspond to the equations of the Ramsey model. These equations contain scalar bounded control, which determines the distribution of the available funds into two parts: investment and consumption. Two series-connected inertial links describe the dynamics of the changes in the volume of the actual production at the current production capacity. For the considered control system, the problem is posed to maximize the average consumption value over a given time interval. The properties of optimal control are analytically established using the Pontryagin maximum principle. The cases are highlighted when such control is a bang-bang, as well as the cases when, along with bang-bang (non-singular) portions, control can contain a singular arc. At the same time, concatenation of singular and non-singular portions is carried out using chattering. A bang-bang suboptimal control is presented, which is close to the optimal one according to the given quality criterion. A positional terminal control is proposed for the first approximation when a suboptimal control with a given deviation of the objective function from the optimal value is numerically found. The obtained results are confirmed by the corresponding numerical calculations.

scholarly journals Reference tracking stochastic model predictive control over unreliable channels and bounded control actions

Automatica ◽  
2021 ◽  
Vol 127 ◽  
pp. 109512
Author(s):  
Prabhat K. Mishra ◽  
Sanket S. Diwale ◽  
Colin N. Jones ◽  
Debasish Chatterjee
Keyword(s):  
Model Predictive Control ◽  
Stochastic Model ◽  
Predictive Control ◽  
Bounded Control ◽  
Reference Tracking ◽  
Control Actions ◽  
Stochastic Model Predictive Control

Application of functional integrals to stochastic equations

2017 ◽  
Vol 9 (3) ◽  
pp. 339-348 ◽  
Author(s):  
E. A. Ayryan ◽  
A. D. Egorov ◽  
D. S. Kulyabov ◽  
V. B. Malyutin ◽  
L. A. Sevastyanov
Keyword(s):  
Stochastic Equations ◽  
Functional Integrals

Quadratic cost flow and the conjugate gradient method

2005 ◽  
Vol 164 (1) ◽  
pp. 104-114 ◽  
Author(s):  
Jie Sun ◽  
Xiaoqi Yang ◽  
Xiongda Chen
Keyword(s):  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Quadratic Cost ◽  
Cost Flow

Stochastic equations for the Maxwell field

1980 ◽  
Vol 27 (2) ◽  
pp. 41-45 ◽  
Author(s):  
F. Guerra ◽  
M. I. Loffredo
Keyword(s):  
Stochastic Equations ◽  
Maxwell Field

Feedback controls for stochastic equations with monotone coefficients

1993 ◽  
Vol 67 (4) ◽  
pp. 3177-3181
Author(s):  
M. A. Karabash
Keyword(s):  
Stochastic Equations ◽  
Feedback Controls ◽  
Monotone Coefficients

Bounded control of robotic manipulators via fuzzy logic systems

2017 ◽  
Author(s):  
Linghuan Kong ◽  
Wei He ◽  
Yiting Dong ◽  
Chenguang Yang ◽  
Guang Li
Keyword(s):  
Fuzzy Logic ◽  
Robotic Manipulators ◽  
Bounded Control ◽  
Fuzzy Logic Systems ◽  
Logic Systems
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