Fuel optimum stochastic attitude control

Numerical solution of stochastic Hamilton-Jacobi equation for fuel optimal spacecraft attitude control syste

Max-plus algebra in the history of discrete event systems

This paper is a survey of the history of max-plus algebra and its role in the field of discrete event systems during the last three decades. It is based on the perspective of the authors but it covers a large variety of topics, where max-plus algebra plays a key role

Distributive Power Control Algorithm for Multicarrier Interference Network over Time-Varying Fading Channels - Tracking Performance Analysis and Optimization

Distributed power control over interference limited network has received an increasing intensity of interest over the past few years. Distributed solutions (like the iterative water-filling, gradient projection, etc.) have been intensively investigated under \emph{quasi-static} channels. However, as such distributed solutions involve iterative updating and explicit message passing, it is unrealistic to assume that the wireless channel remains unchanged during the iterations. Unfortunately, the behavior of those distributed solutions under \emph{time-varying} channels is in general unknown. In this paper, we shall investigate the distributed scaled gradient projection algorithm (DSGPA) in a $K$ pairs multicarrier interference network under a finite-state Markov channel (FSMC) model. We shall analyze the \emph{convergence property} as well as \emph{tracking performance} of the proposed DSGPA. Our analysis shows that the proposed DSGPA converges to a limit region rather than a single point under the FSMC model. We also show that the order of growth of the tracking errors is given by \mathcal{O}\(1 \big/ \bar{N}\), where $\bar{N}$ is the \emph{average sojourn time} of the FSMC. Based on the analysis, we shall derive the \emph{tracking error optimal scaling matrices} via Markov decision process modeling. We shall show that the tracking error optimal scaling matrices can be implemented distributively at each transmitter. The numerical results show the superior performance of the proposed DSGPA over three baseline schemes, such as the gradient projection algorithm with a constant stepsize.Comment: To Appear on the IEEE Transaction on Signal Processin

Regression Monte Carlo for Microgrid Management

We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high renewable production to times of high demand. We introduce a methodology to solve microgrid management problem using different variants of Regression Monte Carlo algorithms and use numerical simulations to infer results about the optimal design of the grid.Comment: CEMRACS 2017 Summer project - proceedings

Switching and diffusion models for gene regulation networks

We analyze a hierarchy of three regimes for modeling gene regulation. The most complete model is a continuous time, discrete state space, Markov jump process. An intermediate 'switch plus diffusion' model takes the form of a stochastic differential equation driven by an independent continuous time Markov switch. In the third 'switch plus ODE' model the switch remains but the diffusion is removed. The latter two models allow for multi-scale simulation where, for the sake of computational efficiency, system components are treated differently according to their abundance. The 'switch plus ODE' regime was proposed by Paszek (Modeling stochasticity in gene regulation: characterization in the terms of the underlying distribution function, Bulletin of Mathematical Biology, 2007), who analyzed the steady state behavior, showing that the mean was preserved but the variance only approximated that of the full model. Here, we show that the tools of stochastic calculus can be used to analyze first and second moments for all time. A technical issue to be addressed is that the state space for the discrete-valued switch is infinite. We show that the new 'switch plus diffusion' regime preserves the biologically relevant measures of mean and variance, whereas the 'switch plus ODE' model uniformly underestimates the variance in the protein level. We also show that, for biologically relevant parameters, the transient behaviour can differ significantly from the steady state, justifying our time-dependent analysis. Extra computational results are also given for a protein dimerization model that is beyond the scope of the current analysis