Stochastic Optimal Control
Mostrando 1-12 de 18 artigos, teses e dissertações.
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1. Analysis of a tuned liquid column damper in non-linear structures subjected to seismic excitations
Abstract The behavior of the tuned liquid column damper (TLCD) is analyzed in the control of non-linear structures subjected to random seismic excitations. The structure is modeled as a system of one degree of freedom with incursion in the non-linear range. The Bouc-Wen hysteretic model is used to model the non-linear behavior of the structure. A stationary
Lat. Am. j. solids struct.. Publicado em: 19/07/2018
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2. A COMPARATIVE STUDY OF STOCHASTIC QUADRATIC PROGRAMMING AND OPTIMAL CONTROL MODEL IN PRODUCTION-INVENTORY SYSTEM WITH STOCHASTIC DEMAND
ABSTRACT This study compares the optimal control model and stochastic quadratic programming (SQP) model of a production-inventory system. A single product, without shortage in the case of a periodic-review policy with stochastic demand and deterioration rate as a function of time, is discussed. The items are subjected to deterioration via storage and the inv
Pesqui. Oper.. Publicado em: 2017-01
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3. Genetic programming: crossover operators, building blocks and semantic emergence / Programação genética: operadores de crossover, blocos construtivos e emergência semântica
Evolutionary algorithms are heuristic methods used to find solutions to optimization problems. These methods use stochastic search mechanisms inspired by Natural Selection Theory. Genetic Algorithms and Genetic Programming are two of the most popular evolutionary algorithms. These techniques make intensive use of crossover operators, a mechanism responsible
Publicado em: 2010
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4. Multi-period mean-variance optimal control of Markov jumps linear systems with multiplicative noise. / Controle ótimo multi-período de média-variância para sistemas lineares sujeitos a saltos Markovianos e ruídos multiplicativos.
This thesis focuses on the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the nal value of the expectation and variance of the output. In the first problem it is desired to minimize the nal variance of the output subject to a restrictio
Publicado em: 2009
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5. Estabilidade e controle com criterio de custo medio a longo prazo em sistemas lineares estocasticos / Stability and control of linear stochastic systems with long-run average cost criterion
This monograph presents results on stability and control of stochastic systems represented by linear operators with respect to the state which are non-linear with respect to the control. The control seeks to optimize a long run average cost (LRAC). The control structure does not depend on the past history of the process and it can be used, in particular, to
Publicado em: 2009
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6. Fuzzy inference systems approach for long term hydrothermal scheduling / Sistema de inferencia nebulosa ao planejamento da operação hidrotermica de medio prazo
The long term hydrothermal scheduling lies in the optimization of the water resource usage through the maximization of the hydroelectric production and the minimization of the thermal plants operation. Its goal is to assure an economic and reliable load supply throughout the study stages. This problem can be characterized by exhibiting a complex nature, sinc
Publicado em: 2009
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7. Power allocation in wireless communication systems : stochastic via CVaR and robust approaches / Alocação de potencia em sistemas de comunicações sem fio : abordagens estocastica via o CVaR e robusta
This thesis deals with the power allocation problem under the stochastic and robust approaches, where the channel gains describe the wireless communication system state and are partially known by the controller. The stochastic approach considers the channel gains as random variables which represent the fast fading of the radio signal. Under these settings, t
Publicado em: 2007
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8. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. / Controle ótimo de sistemas com saltos Markovianos e ruído multiplicativo com custos linear e quadrático indefinido.
Esta tese trata do problema de controle ótimo estocástico de sistemas com saltos Markovianos e ruído multiplicativo a tempo discreto, com horizontes de tempo finito e infinito. A função custo é composta de termos quadráticos e lineares nas variáveis de estado e de controle, com matrizes peso indefinidas. Como resultado principal do problema com horiz
Publicado em: 2007
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9. Discrete-time, continuous state-space ctochastic optimal control applied to derivatives. / Controle ótimo estocástico a tempo discreto e espaço de estado contínuo aplicado a derivativos.
Nesta tese abordamos o problema do hedging de mínima variância de derivativos em mercados incompletos usando a teoria de controle ótimo estocástico com critério quadrático de otimização. Desenvolvemos um modelo geral de apreçamento e hedging de derivativos em mercados incompletos, a tempo discreto, que é capaz de acomodar qualquer tipo de payoff co
Publicado em: 2006
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10. Identificação e controle estocasticos descentralizados de sistemas interconectados multivariaveis no espaço de estado
In this thesis a decentralized methodology for linear state space identification of discrete time, serially interconnected multivariable stochastic systems is proposed. The global system identificationis achieved by means of the individual identification of its subsystems through some state space methods for identification of multivariable systems and time s
Publicado em: 2005
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11. Stochastic optimal control of jumping Markov parameter processes with applications to finance.
This thesis is concerned with the study of the classical intertemporal continuous time optimal portfolio problem in the switching diffusion market and the problem of optimal control of the switching reserves of an insurance company. The switching diffusion market is a jumping Markov parameter diffusion market which has two independent sources of uncertaintie
Publicado em: 2002
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12. Aerodynamic modeling and stochastic adaptive control of high perfomance aircraft using artificial neural network and parameter identification / Modelagem aerodinâmica e controle estocástico adaptativo de aeronaves de alto desempenho por redes neurais artificiais e estimação de parâmetros
Nesta dissertação desenvolveu-se um procedimento para ser aplicado na solução de problemas de modelagem e controle estocástico adaptativo para aeronaves de alto desempenho. Neste procedimento, uma rede neural artificial (RNA)do tipo ""Functional Link Network"" (FLN)e um algoritmo de estimação de parâmetros do tipo ""Stochastic Filter Error Method"" s
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 200111