• Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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• 2003.09a
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• pp.15-15
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• 2003

We provide some recent results of approximation algorithms for solving Markov Games and discuss their applications to problems that arise in Computer Science. We consider a receding horizon approach as an approximate solution to two-person zero-sum Markov games with an infinite horizon discounted cost criterion. We present error bounds from the optimal equilibrium value of the game when both players take “correlated” receding horizon policies that are based on exact or approximate solutions of receding finite horizon subgames. Motivated by the worst-case optimal control of queueing systems by Altman, we then analyze error bounds when the minimizer plays the (approximate) receding horizon control and the maximizer plays the worst case policy. We give two heuristic examples of the approximate receding horizon control. We extend “parallel rollout” and “hindsight optimization” into the Markov game setting within the framework of the approximate receding horizon approach and analyze their performances. From the parallel rollout approach, the minimizing player seeks to combine dynamically multiple heuristic policies in a set to improve the performances of all of the heuristic policies simultaneously under the guess that the maximizing player has chosen a fixed worst-case policy. Given $\varepsilon$>0, we give the value of the receding horizon which guarantees that the parallel rollout policy with the horizon played by the minimizer “dominates” any heuristic policy in the set by $\varepsilon$, From the hindsight optimization approach, the minimizing player makes a decision based on his expected optimal hindsight performance over a finite horizon. We finally discuss practical implementations of the receding horizon approaches via simulation and applications.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.7
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• pp.815-823
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• 1999

This study considers an implementation of artificial neural networks to the receding horizon optimal control and is applications to power systems. The Generalized Backpropagation-Through-Time (GBTT) algorithm is presented to deal with a quadratic cost function defined in a finite-time horizon. A decentralized approach is used to control the complex global system with simpler local controllers that need only local information. A Neural network based Receding horizon Optimal Control (NROC) 1aw is derived for the local nonlinear systems. The proposed NROC scheme is implemented with two artificial neural networks, Identification Neural Network (IDNN) and Optimal Control Neural Network (OCNN). The proposed NROC is applied to a power system to improve the damping of the low-frequency oscillation. The simulation results show that the NROC based power system stabilizer performs well with good damping for different loading conditions and fault types.

• Proceedings of the IEEK Conference
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• 2001.06a
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• pp.133-136
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• 2001

In this work, the problem of regulating and tracking available bit rate (ABR) traffic in ATM network. The issue of providing control signals to throttled sources at distant location from bottlenecked node is of particular interest. Network modeling and design of controller is outlined. To obtain optimal control, receding horizon control (RHC) theory is applied. Simulation results are presented in views of regulation and tracking problems with or without constraints.

• Proceedings of the KIEE Conference
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• 2003.11b
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• pp.115-118
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• 2003

In recent years, a receding horizon guidance law based on receding horizon control and optimal control is proposed. A receding horizon guidance law considering autopilot lag and constraints is proposed. The performance of receding horizon guidance law in the presence of target maneuvers is confirmed by simulation results. Through many simulation, a suitable selection of weighting matrix can minimize effect of disturbance, target acceleration. which is meaning of this paper.

• International Journal of Control, Automation, and Systems
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• v.1 no.2
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• pp.163-170
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• 2003

The optimal Bayesian filter for a single target is known to provide the best tracking performance in a cluttered environment. However, its main drawback is the increase in memory size and computation quantity over time. In this paper, the inevitable predicament of the optimal Bayesian filter is resolved in a suboptimal fashion through the use of a receding horizon strategy. As a result, the problems of memory and computational requirements are diminished. As a priori information, the horizon initial state is estimated from the validated measurements on the receding horizon. Consequently, the suboptimal algorithm proposed allows for real time implementation.

• 전기의세계
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• v.28 no.5
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• pp.44-48
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• 1979

For ordinary systems the receding horizon method has beer proved by the author as a very useful and easy tool to find stable feedback controls. In this paper an open-loop optimal control which minimizes the control energy with a suitable upper limit and terminal control and state constraints is derived and then transformed to the closed-loop control. The stable feedback control law is obtained from the closed-loop control. The stable feedback control law is obtained from the closed-loop control by the receding horizon concept. It is shown by the Lyapunov method that the control law derived from the receding, horizon concept is asymtotically stable under the complete controllability condition. The stable feedback control which is similar to but more general than the receding horizon control is presented in this paper To the author's knowledge the control laws in this paper are easiest to stabilize systems with delay in control.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.1896-1900
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• 2003

In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter. The stability of the RHFMC is investigated for stochastic systems.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.33B no.10
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• pp.1-11
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• 1996

In this paper, a robust receding horizon control algorithm, which can be employed for a wide class of nonlinear systems with control and state constraints, modeling errors, and disturbances, is considered. In a neighborhood of the origin, a linear feedback controlelr for the linearized system is applied. Outside this neighborhood, a receding horizon control is applied. Robust stability is proved considering the time taken to solve an optimal control problem so that the proposed algorithm can be applied as an on-line controller.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.3
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• pp.235-244
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• 2014

This article introduces recent trends in RHC (Receding Horizon Control), also known as MPC (Model Predictive Control), that has been well recognized in industry and academy as a systematic approach for optimal design and constraint management. Constrained and robust RHCs will be briefly reviewed with milestone results. Among the diverse developments and achievements of RHCs, implementation issues will be focused on, together with the latest applications. In particular, this article introduces results on how to solve a finite horizon open-loop optimal control problem in an efficient way, together with code generation for real-time execution and easy implementation. Instead of traditional applications such as refineries and petrochemical plants, this article highlights some selected emerging applications, such as energy management systems and mechatronics, that have resulted from state-of-the-art high performance computing power and advanced numerical schemes.

• International Journal of Control, Automation, and Systems
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• v.1 no.3
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• pp.282-288
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• 2003

It is known that HIV (Human Immunodeficiency Virus) infection, which causes AIDS after some latent period, is a dynamic process that can be modeled mathematically. Effects of available anti-viral drugs, which prevent HIV from infecting healthy cells, can also be included in the model. In this paper we illustrate control theory can be applied to a model of HIV infection. In particular, the drug dose is regarded as control input and the goal is to excite an immune response so that the symptom of infected patient should not be developed into AIDS. Finite horizon optimal control is employed to obtain the optimal schedule of drug dose since the model is highly nonlinear and we want maximum performance for enhancing the immune response. From the simulation studies, we found that gradual reduction of drug dose is important for the optimality. We also demonstrate the obtained open-loop optimal control is vulnerable to parameter variation of the model and measurement noise. To overcome this difficulty, we finally present nonlinear receding horizon control to incorporate feedback in the drug treatment.