Optimal control of a 1D diffusion process with a team of mobile actuators under jointly optimal guidance

2020 ◽  
Author(s):  
Sheng Cheng ◽  
Derek A. Paley
Keyword(s):  
Optimal Control ◽  
Diffusion Process ◽  
Optimal Guidance

A diffusion process model for the optimal operation of a reservoir system

1975 ◽  
Vol 12 (4) ◽  
pp. 859-863 ◽  
Author(s):  
Stanley R. Pliska
Keyword(s):  
Optimal Control ◽  
Diffusion Process ◽  
Process Model ◽  
Discharge Rate ◽  
Water Discharge ◽  
Optimal Operation ◽  
Water Levels ◽  
Control Problems ◽  
Release Rates ◽  
Controlled Diffusion

The water level in a reservoir is modelled as a controlled diffusion process on a compact interval of the real line. The problem is to control the water discharge rate so as to minimise the expected costs, which depend upon the histories of the water levels and release rates. The form of the optimal control is studied for two general classes of reservoir control problems.

Optimal perturbation guidance with constraints on terminal flight-path angle and angle of attack

2019 ◽  
Vol 233 (12) ◽  
pp. 4436-4446
Author(s):  
Penglei Zhao ◽  
Wanchun Chen ◽  
Wenbin Yu
Keyword(s):  
Optimal Control ◽  
Singular Perturbation ◽  
Time Scale ◽  
Angle Of Attack ◽  
Flight Path ◽  
Superior Performance ◽  
Optimal Perturbation ◽  
Optimal Guidance ◽  
Flight Path Angle ◽  
Guidance Problem

This paper presents the design of a singular-perturbation-based optimal guidance with constraints on terminal flight-path angle and angle of attack. By modeling the flight-control system dynamics as a first-order system, the angle of attack is introduced into the performance index as a state variable. To solve the resulting high-order optimal guidance problem analytically, the posed optimal guidance problem is divided into two sub-problems by utilizing the singular perturbation method according to two time scales: range, altitude, and flight-path angle are the slow time-scale variables while the angle of attack is the fast time-scale variable. The outer solutions are the optimal control of the slow-scale subsystem. Thereafter, by applying the stretching transformation, the fast-scale subsystem establishes the relationships between the outer solutions and acceleration command. Then, the optimal command can be obtained by solving the fast-scale subsystem also using the optimal control theory. The proposed guidance can achieve a near-zero terminal acceleration as well as a small miss distance. The superior performance of the guidance is demonstrated by adequate trajectory simulations.

Time Optimal Control of a Linear Diffusion Process

1967 ◽  
Vol 5 (2) ◽  
pp. 295-308 ◽  
Author(s):  
R. M. Goldwyn ◽  
K. P. Sriram ◽  
M. Graham
Keyword(s):  
Optimal Control ◽  
Diffusion Process ◽  
Time Optimal Control ◽  
Linear Diffusion ◽  
Time Optimal

Optimal Control on the $L^\infty $ Norm of a Diffusion Process

1994 ◽  
Vol 32 (3) ◽  
pp. 612-634 ◽  
Author(s):  
Guy Barles ◽  
Christian Daher ◽  
Marc Romano
Keyword(s):  
Optimal Control ◽  
Diffusion Process

scholarly journals LQG Homing in a Finite Time Interval

2011 ◽  
Vol 2011 ◽  
pp. 1-3 ◽  
Author(s):  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Diffusion Process ◽  
First Passage Time ◽  
Passage Time ◽  
Time Interval ◽  
Finite Time Interval ◽  
First Passage ◽  
One Dimensional ◽  
Dimensional Diffusion ◽  
Fixed Constant

LetX(t)be a controlled one-dimensional diffusion process having constant infinitesimal variance. We consider the problem of optimally controllingX(t)until timeT(x)=min{T1(x),t1}, whereT1(x)is the first-passage time of the process to a given boundary andt1is a fixed constant. The optimal control is obtained explicitly in the particular case whenX(t)is a controlled Wiener process.

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