• Title/Summary/Keyword: Optimal control problems

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IDENTIFICATION PROBLEMS OF DAMPED SINE-GORDON EQUATIONS WITH CONSTANT PARAMETERS

  • Ha, Jun-Hong;Nagiri, Shin-ichi
    • Journal of the Korean Mathematical Society
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    • v.39 no.4
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    • pp.509-524
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    • 2002
  • We Study the Problems Of identification for the damped sine-Gordon equations with constant parameters. That is, we establish the existence and necessary conditions for the optimal constant parameters based on the fundamental optimal control theory and the transposition method studied in Lions and Magenes [5].

A Study on the Analysis and Optimal Control of Nonlinear Systems via Walsh Function (월쉬함수에 의한 비선형계의 해석 및 최적제어에 관한 연구)

  • Kim, Jin-Tae;Kim, Tae-Hun;Lee, Myeong-Gyu;An, Du-Su
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.7
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    • pp.354-362
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    • 2000
  • This paper presents the new adaptive optimal scheme for the nonlinear systems, which is based on the Picard's iterative approximation and fast Walsh transform. It is well known that the Walsh function approach method is very difficult to apply for the analysis and optimal control of nonlinear systems. However, these problems can be easily solved by the improvement of the previous adaptive optimal scheme. The proposed method is easily applicable to the analysis and optimal control of nonlinear systems.

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OPTIMUM DESIGN OF AN AUTOMOTIVE CATALYTIC CONVERTER FOR MINIMIZATION OF COLD-START EMISSIONS USING A MICRO GENETIC ALGORITHM

  • Kim, Y.D.;Kim, W.S.
    • International Journal of Automotive Technology
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    • v.8 no.5
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    • pp.563-573
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    • 2007
  • Optimal design of an automotive catalytic converter for minimization of cold-start emissions is numerically performed using a micro genetic algorithm for two optimization problems: optimal geometry design of the monolith for various operating conditions and optimal axial catalyst distribution. The optimal design process considered in this study consists of three modules: analysis, optimization, and control. The analysis module is used to evaluate the objective functions with a one-dimensional single channel model and the Romberg integration method. It obtains new design variables from the control module, produces the CO cumulative emissions and the integral value of a catalyst distribution function over the monolith volume, and provides objective function values to the control module. The optimal design variables for minimizing the objective functions are determined by the optimization module using a micro genetic algorithm. The control module manages the optimal design process that mainly takes place in both the analysis and optimization modules.

DEVELOPMENT OF A TABU SEARCH HEURISTIC FOR SOLVING MULTI-OBJECTIVE COMBINATORIAL PROBLEMS WITH APPLICATIONS TO CONSTRUCTING DISCRETE OPTIMAL DESIGNS

  • JOO SUNG JUNG;BONG JIN YUM
    • Management Science and Financial Engineering
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    • v.3 no.1
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    • pp.75-88
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    • 1997
  • Tabu search (TS) has been successfully applied for solving many complex combinatorial optimization problems in the areas of operations research and production control. However, TS is for single-objective problems in its present form. In this article, a TS-based heuristic is developed to determine Pareto-efficient solutions to a multi-objective combinatorial optimization problem. The developed algorithm is then applied to the discrete optimal design problem in statistics to demonstrate its usefulness.

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Advanced Kalman filter - a survey (칼만필터의 최근 동향 및 발전)

  • 이장규;이연석
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.464-469
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    • 1987
  • The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

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ERROR ESTIMATES OF RT1 MIXED METHODS FOR DISTRIBUTED OPTIMAL CONTROL PROBLEMS

  • Hou, Tianliang
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.139-156
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    • 2014
  • In this paper, we investigate the error estimates of a quadratic elliptic control problem with pointwise control constraints. The state and the co-state variables are approximated by the order k = 1 Raviart-Thomas mixed finite element and the control variable is discretized by piecewise linear but discontinuous functions. Approximations of order $h^{\frac{3}{2}}$ in the $L^2$-norm and order h in the $L^{\infty}$-norm for the control variable are proved.

Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization

  • Park, Jooyoung;Lim, Jungdong;Lee, Wonbu;Ji, Seunghyun;Sung, Keehoon;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.14 no.2
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    • pp.73-83
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    • 2014
  • Many recent theoretical developments in the field of machine learning and control have rapidly expanded its relevance to a wide variety of applications. In particular, a variety of portfolio optimization problems have recently been considered as a promising application domain for machine learning and control methods. In highly uncertain and stochastic environments, portfolio optimization can be formulated as optimal decision-making problems, and for these types of problems, approaches based on probabilistic machine learning and control methods are particularly pertinent. In this paper, we consider probabilistic machine learning and control based solutions to a couple of portfolio optimization problems. Simulation results show that these solutions work well when applied to real financial market data.

Optimal control of continuous system using genetic algorithms (유전 알고리듬을 이용한 연속 공정의 최적 제어)

  • Lee, Moo-Ho;Han, Chonghun;Chang, Kun-Soo
    • Journal of Institute of Control, Robotics and Systems
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    • v.3 no.1
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    • pp.46-51
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    • 1997
  • The optimal control of a continuous process has been performed using genetic algorithms(GAs). GAs are robust and easily applicable for complex and highly nonlinear problems. We introduce the heuristics 'dynamic range' which reduces the search space dramaticaly keeping the robust search of GAs. GAs with dynamic range show the better performance than SQP(Successive Quadratic Programing) method which converges to a local minimum. The proposed methology has been applied to the optimal control of the continuous MMA-VA copolymerization reactor for the production of the desired molecular wieght and the composition of VA in dead copolymer.

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Optimal Control of Distributed Parameter Systems Via Fast WALSH Transform (고속 WALSH 변환에 의한 분포정수계의 최적제어)

  • Kim, Tai-Hoon;Kim, Jin-Tae;Lee, Seung;Ahn, Doo-Soo
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.50 no.10
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    • pp.464-472
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    • 2001
  • This study uses distributed parameter systems as the spatial discretization technique, modelling in lumped parameter systems, and applies fast WALSH transform and the Picard's iteration method to high order partial differential equations and matrix partial differential equations. This thesis presents a new algorithm which usefully exercises the optimal control in the distributed parameter systems. In exercising optimal control of distributed parameter systems, excellent consequences are found without using the existing decentralized control or hierarchical control method. This study will help apply to linear time-varying systems and non-linear systems. Further research on algorithm will be required to solve the problems of convergence in case of numerous applicable intervals.

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