Sur un problem de contrˆole optimal stochastique pour certain aspect des ´equations differentielles stochastiques de type mean-field et applications

Cette thèse de doctorat s’inscrit dans le cadre de l’analyse stochastique dont le thème central est: les conditions necessaires et suffisantes sous forme du maximum stochastique de type champ moyen d’optimalite et de presque optimalite et ces applications. L’objectif de ce travail est d’etudier des problemes d’optimisation stochastique. Il s’agira ensuite de faire le point sur les conditions necessaires et suffisantes d’optimalite et de presque optimalite pour un system gouverne par des equations differentielles stochastiques de type champ moyen. Cette these s’articule autour de qua¬tre chapitres: Le chapitre 1 est essentiellement un rappel. La candidate présente quelques concepts et résultats qui lui permettent d’aborder son travail; tels que les processus stochastiques, l’esperance condition-nelle, les martingales, les formules d’Ito, les classes de contrôle stochastique,... etc. Dans le deuxieme chapitre, on a etablie et on a prouve les conditions necessaires et suffisantes de presque optimalite d’order 3b5{ 3bb} verifiees par un contrôle optimal stochastique, pour un system différentiel gouverne par des equations differentielles stochastiques EDSs. Le domaine de contrôle stochastique est suppose convexe. La methode utilisee est basee sur le lemme d’Ekeland. Les résultats obtenus dans le chapitre 2, sont tous nouveaux et font l’objet d’un premier article intitule : Boukaf Samira & Mokhtar Hafayed, & Ghebouli Messaoud: A study on optimal control problem with ex-error bound for stochastic systems with application to linear quadratic problem, International Journal of Dynamics and Control, Springer DOI: 10.1007/s40435-015-0178-x (2015). Dans le troisieme chapitre, on a demontré le principe du maximum stochastique de presque optimalite, oh le system est gouverne par des equations differentielles stochastiques progressive rétrogrades avec saut (FBSDEs). Ces resultats ont ete appliques pour résoudre un probleme d’optimisation en finance. Ces resultats generalisent le principe du maximum de Zhou (SIAM. Control. Optim. (36)-3, 929-947 (1998)). Les resultats obtenus dans le chapitre 3 sont tous nouveaux et font l’objet d’un deuxieme article intitule: Mokhtar Hafayed, & Abdelmadjid Abba & Samira Boukaf: On Zhou’s maximumprinciple for near- optimal control of mean-field forward-backward stochastic systems with jumps and its applications International Journal of Modelling, Identification and Control. 25 (1), 1-16, (2016). De plus, et dans le chapitre 4, on a prouve un principe du maximum stochastique de type de Pontryagin pour des systems gouvernes par FBSDEs avec saut. Ces resultats ont ete etabli avec M. Hafayed, et M. Tabet, sous le titre : Mokhtar Hafayed, & Moufida Tabet & Samira Boukaf: Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem, Communication in Mathematics and Statistics, Springer, Doi: 10.1007/s40304- 015-0054-1, Volume 3, Issue 2, pp 163-186 (2015). Dans le chapitre 5, on a aborde un problème de contrôle singulier, où le problème est d’établir des conditions necessaires et suffisantes d’optimalite pour un control singulier ou le system est gouverne par des equations differentielles stochastiques progressive retrograde de type McKean-Vlasov. Dans ces cas, le domaine de contrôle admissible est suppose convexe. Les résultats obtenus dans le chapitre 5 sont tous nouveaux et font l’objet d’un article intitule : Mokhtar Hafayed, & Samira Boukaf & Yan Shi, & Shahlar Meherrem.: A McKean-Vlasov optimal mixed regular-singular control problem, for nonlinear stochastic systems with Poisson jump pro-cesses, Neurocomputing. Doi 10.1016/j.neucom.2015.11.082, Volume 182,19, pages 133-144 (2016

A survey of agent-oriented methodologies

This article introduces the current agent-oriented methodologies. It discusses what approaches have been followed (mainly extending existing object oriented and knowledge engineering methodologies), the suitability of these approaches for agent modelling, and some conclusions drawn from the survey

Metal cutting modelling SPH approach

The purpose of this work is to evaluate the use of the smoothed particle hydrodynamics (SPH) method within the framework of high speed cutting modelling. First, a 2D SPH based model is carried out using the LS-DYNA® software. The developed SPH model proves its ability to account for continuous and shear localised chip formation and also correctly estimates the cutting forces, as illustrated in some orthogonal cutting examples. Then, the SPH model is used in order to improve the general understanding of machining with worn tools. At last, a hybrid milling model allowing the calculation of the 3D cutting forces is presented. The interest of the suggested approach is to be freed from classically needed machining tests: Those are replaced by 2D numerical tests using the SPH model. The developed approach proved its ability to model the 3D cutting forces in ball end milling

On the Selection of Tuning Methodology of FOPID Controllers for the Control of Higher Order Processes

In this paper, a comparative study is done on the time and frequency domain tuning strategies for fractional order (FO) PID controllers to handle higher order processes. A new fractional order template for reduced parameter modeling of stable minimum/non-minimum phase higher order processes is introduced and its advantage in frequency domain tuning of FOPID controllers is also presented. The time domain optimal tuning of FOPID controllers have also been carried out to handle these higher order processes by performing optimization with various integral performance indices. The paper highlights on the practical control system implementation issues like flexibility of online autotuning, reduced control signal and actuator size, capability of measurement noise filtration, load disturbance suppression, robustness against parameter uncertainties etc. in light of the above tuning methodologies.Comment: 27 pages, 10 figure

Collaborative signal and information processing for target detection with heterogeneous sensor networks

In this paper, an approach for target detection and acquisition with heterogeneous sensor networks through strategic resource allocation and coordination is presented. Based on sensor management and collaborative signal and information processing, low-capacity low-cost sensors are strategically deployed to guide and cue scarce high performance sensors in the network to improve the data quality, with which the mission is eventually completed more efficiently with lower cost. We focus on the problem of designing such a network system in which issues of resource selection and allocation, system behaviour and capacity, target behaviour and patterns, the environment, and multiple constraints such as the cost must be addressed simultaneously. Simulation results offer significant insight into sensor selection and network operation, and demonstrate the great benefits introduced by guided search in an application of hunting down and capturing hostile vehicles on the battlefield

Time-varying model identification for time-frequency feature extraction from EEG data

A novel modelling scheme that can be used to estimate and track time-varying properties of nonstationary signals is investigated. This scheme is based on a class of time-varying AutoRegressive with an eXogenous input (ARX) models where the associated time-varying parameters are represented by multi-wavelet basis functions. The orthogonal least square (OLS) algorithm is then applied to refine the model parameter estimates of the time-varying ARX model. The main features of the multi-wavelet approach is that it enables smooth trends to be tracked but also to capture sharp changes in the time-varying process parameters. Simulation studies and applications to real EEG data show that the proposed algorithm can provide important transient information on the inherent dynamics of nonstationary processes

Neural network approach for predicting drum pressure and level in coal-fired subcritical power plant

There is increasing need for tighter controls of coal-fired plants due to more stringent regulations and addition of more renewable sources in the electricity grid. Achieving this will require better process knowledge which can be facilitated through the use of plant models. Drum-boilers, a key component of coal-fired subcritical power plants, have complicated characteristics and require highly complex routines for the dynamic characteristics to be accurately modelled. Development of such routines is laborious and due to computational requirements they are often unfit for control purposes. On the other hand, simpler lumped and semi empirical models may not represent the process well. As a result, data-driven approach based on neural networks is chosen in this study. Models derived with this approach incorporate all the complex underlying physics and performs very well so long as it is used within the range of conditions on which it was developed. The model can be used for studying plant dynamics and design of controllers. Dynamic model of the drum-boiler was developed in this study using NARX neural networks. The model predictions showed good agreement with actual outputs of the drum-boiler (drum pressure and water level)

Energy exchange between nonlinear oscillators: An entropy foundation

In the field of vibrations of complex structures, energy methods like SEA and a series of mid-frequency methods, represent an important resource for computational analysis. All these methods are based in general on a linear formulation of the elastic problem. However, when nonlinearities are present, for example related to clearance or stiffening of joints, these methods, in principle, cannot be applied. This paper, on the basis of a theory presented recently by one of the authors, proposes a foundation of a new energy method able to deal with nonlinearities when studying the energy exchange between subsystems. The idea relies on the concept of a thermodynamic vibroacoustic temperature, that can be directly defined when introducing the entropy of a vibrating structure. The theory is introduced in general, and examples of calculation of the power flow between nonlinear resonators are presented introducing stiffening and clearences for systems with many degrees of freedom