• Title/Summary/Keyword: Stochastic Optimum Control

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Real-Time Stochastic Optimum Control of Traffic Signals

  • Lee, Hee-Hyol
    • Journal of information and communication convergence engineering
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    • v.11 no.1
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    • pp.30-44
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    • 2013
  • Traffic congestion has become a serious problem with the recent exponential increase in the number of vehicles. In urban areas, almost all traffic congestion occurs at intersections. One of the ways to solve this problem is road expansion, but it is difficult to realize in urban areas because of the high cost and long construction period. In such cases, traffic signal control is a reasonable method for reducing traffic jams. In an actual situation, the traffic flow changes randomly and its randomness makes the control of traffic signals difficult. A prediction of traffic jams is, therefore, necessary and effective for reducing traffic jams. In addition, an autonomous distributed (stand-alone) point control of each traffic light individually is better than the wide and/or line control of traffic lights from the perspective of real-time control. This paper describes a stochastic optimum control of crossroads and multi-way traffic signals. First, a stochastic model of traffic flows and traffic jams is constructed by using a Bayesian network. Secondly, the probabilistic distributions of the traffic flows are estimated by using a cellular automaton, and then the probabilistic distributions of traffic jams are predicted. Thirdly, optimum traffic signals of crossroads and multi-way intersection are searched by using a modified particle swarm optimization algorithm to realize real-time traffic control. Finally, simulations are carried out to confirm the effectiveness of the real-time stochastic optimum control of traffic signals.

Stochastic optimum design criterion of added viscous dampers for buildings seismic protection

  • Marano, Giuseppe Carlo;Trentadue, Francesco;Greco, Rita
    • Structural Engineering and Mechanics
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    • v.25 no.1
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    • pp.21-37
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    • 2007
  • In this study a stochastic approach for linear viscous dampers design adopted for seismic protection of buildings is developed. Devices optimal placement into the main structure and their mechanical parameters are attained by means of a reliability-based optimum design criterion, in which an objective function (O.F.) is minimized, subject to a stochastic constraint. The seismic input is modelled by a non stationary modulated Kanai Tajimi filtered stochastic process. Building is represented by means of a plane shear type frame model. The selected criterion for the optimization searches the minimum of the O.F., here assumed to be the cost of the seismic protection, i.e., assumed proportional to the sum of added dampings of each device. The stochastic constraint limits a suitable approximated measure of the structure failure probability, here associated to the maximum interstorey drift crossing over a given threshold limit, related, according with modern Technical Codes, to the required damage control.

Seismic vibration control of bridges with excessive isolator displacement

  • Roy, Bijan K.;Chakraborty, Subrata;Mishra, Sudib K.
    • Earthquakes and Structures
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    • v.10 no.6
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    • pp.1451-1465
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    • 2016
  • The effectiveness of base isolation (BI) systems for mitigation of seismic vibration of bridges have been extensively studied in the past. It is well established in those studies that the performance of BI system is largely dependent on the characteristics of isolator yield strength. For optimum design of such systems, normally a standard nonlinear optimization problem is formulated to minimize the maximum response of the structure, referred as Stochastic Structural Optimization (SSO). The SSO of BI system is usually performed with reference to a problem of unconstrained optimization without imposing any restriction on the maximum isolator displacement. In this regard it is important to note that the isolator displacement should not be arbitrarily large to fulfil the serviceability requirements and to avoid the possibility of pounding to the adjacent units. The present study is intended to incorporate the effect of excessive isolator displacement in optimizing BI system to control seismic vibration effect of bridges. In doing so, the necessary stochastic response of the isolated bridge needs to be optimized is obtained in the framework of statistical linearization of the related nonlinear random vibration problem. A simply supported bridge is taken up to elucidate the effect of constraint condition on optimum design and overall performance of the isolated bridge compared to that of obtained by the conventional unconstrained optimization approach.

A Study on Modified PSO for the Optimization of Stochastic Simulations (PSO법을 응용한 확률적 시뮬레이션의 최적화 기법 연구)

  • Kim, Sunbum;Kim, Kunghoon;Lee, Donghoon
    • Journal of the Korea Society for Simulation
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    • v.22 no.4
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    • pp.21-28
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    • 2013
  • This paper describes the method to solve the optimization problems for stochastic simulation which is represented by military simulations. For this reason, the test fitness function reflecting the characteristics of military simulations, complex and stochastic results, is defined and PSO is used to solve the test fitness function. To control the known weak point of PSO for stochastic simulations, this paper proposes a technique which reevaluates the value of global optimum. By using the technique, the result shows notable improvements. From the simulation results, interactions among the calculation conditions which affect the accuracy and speed of optimization are analyzed. And the strategy for the optimization of stochastic simulations is proposed.

Searching a global optimum by stochastic perturbation in error back-propagation algorithm (오류 역전파 학습에서 확률적 가중치 교란에 의한 전역적 최적해의 탐색)

  • 김삼근;민창우;김명원
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.3
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    • pp.79-89
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    • 1998
  • The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

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Stochastic optimum design of linear tuned mass dampers for seismic protection of high towers

  • Marano, Giuseppe Carlo;Greco, Rita;Palombella, Giuseppe
    • Structural Engineering and Mechanics
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    • v.29 no.6
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    • pp.603-622
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    • 2008
  • This work deals with the design optimization of tuned mass damper (TMD) devices used for mitigating vibrations in high-rise towers subjected to seismic accelerations. A stochastic approach is developed and the excitation is represented by a stationary filtered stochastic process. The effectiveness of the vibration control strategy is evaluated by expressing the objective function as the reduction factor of the structural response in terms of displacement and absolute acceleration. The mechanical characteristics of the tuned mass damper represent the design variables. Analyses of sensitivities are carried out by varying the input and structural parameters in order to assess the efficiency of the TMD strategy. Variations between two different criteria are also evaluated.

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.46 no.1
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

An Optimal Threshold Control in an Open Network of Queues (개방대기 네트웍에서의 최적 Threshold 제어)

  • Kim, Sung-Chul
    • Journal of Korean Institute of Industrial Engineers
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    • v.17 no.2
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    • pp.107-113
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    • 1991
  • This article develops a control model for an open queueing network in terms of both the input and the output processes with stochastic intensities. The input and the output intensities are subject to some capacity limits and optimum control is characterized by a threshold type with a finite upper barrier. A discounted profit is used as a decision criteria, which is revenue minus operating and holding cost.

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A modified Genetic Algorithm using SVM for PID Gain Optimization

  • Cho, Byung-Sun;Han, So-Hee;Son, Sung-Han;Kim, Jin-Su;Park, Kang-Bak;Tsuji, Teruo
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.686-689
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    • 2004
  • Genetic algorithm is well known for stochastic searching method in imitating natural phenomena. In recent times, studies have been conducted in improving conventional evolutionary computation speed and promoting precision. This paper presents an approach to optimize PID controller gains with the application of modified Genetic Algorithm using Support Vector Machine (SVMGA). That is, we aim to explore optimum parameters of PID controller using SVMGA. Simulation results are given to compare to those of tuning methods, based on Simple Genetic Algorithm and Ziegler-Nicholas tuning method.

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Estimation and Prediction-Based Connection Admission Control in Broadband Satellite Systems

  • Jang, Yeong-Min
    • ETRI Journal
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    • v.22 no.4
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    • pp.40-50
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    • 2000
  • We apply a "sliding-window" Maximum Likelihood(ML) estimator to estimate traffic parameters On-Off source and develop a method for estimating stochastic predicted individual cell arrival rates. Based on these results, we propose a simple Connection Admission Control(CAC)scheme for delay sensitive services in broadband onboard packet switching satellite systems. The algorithms are motivated by the limited onboard satellite buffer, the large propagation delay, and low computational capabilities inherent in satellite communication systems. We develop an algorithm using the predicted individual cell loss ratio instead of using steady state cell loss ratios. We demonstrate the CAC benefits of this approach over using steady state cell loss ratios as well as predicted total cell loss ratios. We also derive the predictive saturation probability and the predictive cell loss ratio and use them to control the total number of connections. Predictive congestion control mechanisms allow a satellite network to operate in the optimum region of low delay and high throughput. This is different from the traditional reactive congestion control mechanism that allows the network to recover from the congested state. Numerical and simulation results obtained suggest that the proposed predictive scheme is a promising approach for real time CAC.

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