38,318 research outputs found
Value function for regional control problems via dynamic programming and Pontryagin maximum principle
In this paper we focus on regional deterministic optimal control problems,
i.e., problems where the dynamics and the cost functional may be different in
several regions of the state space and present discontinuities at their
interface. Under the assumption that optimal trajectories have a locally finite
number of switchings (no Zeno phenomenon), we use the duplication technique to
show that the value function of the regional optimal control problem is the
minimum over all possible structures of trajectories of value functions
associated with classical optimal control problems settled over fixed
structures, each of them being the restriction to some submanifold of the value
function of a classical optimal control problem in higher dimension.The lifting
duplication technique is thus seen as a kind of desingularization of the value
function of the regional optimal control problem. In turn, we extend to
regional optimal control problems the classical sensitivity relations and we
prove that the regularity of this value function is the same (i.e., is not more
degenerate) than the one of the higher-dimensional classical optimal control
problem that lifts the problem
A Survey on Continuous Time Computations
We provide an overview of theories of continuous time computation. These
theories allow us to understand both the hardness of questions related to
continuous time dynamical systems and the computational power of continuous
time analog models. We survey the existing models, summarizing results, and
point to relevant references in the literature
Improved dynamical particle swarm optimization method for structural dynamics
A methodology to the multiobjective structural design of buildings based on an improved particle swarm optimization algorithm is presented, which has proved to be very efficient and robust in nonlinear problems and when the optimization objectives are in conflict. In particular, the behaviour of the particle swarm optimization (PSO) classical algorithm is improved by dynamically adding autoadaptive mechanisms that enhance the exploration/exploitation trade-off and diversity of the proposed algorithm, avoiding getting trapped in local minima. A novel integrated optimization system was developed, called DI-PSO, to solve this problem which is able to control and even improve the structural behaviour under seismic excitations. In order to demonstrate the effectiveness of the proposed approach, the methodology is tested against some benchmark problems. Then a 3-story-building model is optimized under different objective cases, concluding that the improved multiobjective optimization methodology using DI-PSO is more efficient as compared with those designs obtained using single optimization.Peer ReviewedPostprint (published version
An hybrid system approach to nonlinear optimal control problems
We consider a nonlinear ordinary differential equation and want to control
its behavior so that it reaches a target by minimizing a cost function. Our
approach is to use hybrid systems to solve this problem: the complex dynamic is
replaced by piecewise affine approximations which allow an analytical
resolution. The sequence of affine models then forms a sequence of states of a
hybrid automaton. Given a sequence of states, we introduce an hybrid
approximation of the nonlinear controllable domain and propose a new algorithm
computing a controllable, piecewise convex approximation. The same way the
nonlinear optimal control problem is replaced by an hybrid piecewise affine
one. Stating a hybrid maximum principle suitable to our hybrid model, we deduce
the global structure of the hybrid optimal control steering the system to the
target
An Efficient Policy Iteration Algorithm for Dynamic Programming Equations
We present an accelerated algorithm for the solution of static
Hamilton-Jacobi-Bellman equations related to optimal control problems. Our
scheme is based on a classic policy iteration procedure, which is known to have
superlinear convergence in many relevant cases provided the initial guess is
sufficiently close to the solution. In many cases, this limitation degenerates
into a behavior similar to a value iteration method, with an increased
computation time. The new scheme circumvents this problem by combining the
advantages of both algorithms with an efficient coupling. The method starts
with a value iteration phase and then switches to a policy iteration procedure
when a certain error threshold is reached. A delicate point is to determine
this threshold in order to avoid cumbersome computation with the value
iteration and, at the same time, to be reasonably sure that the policy
iteration method will finally converge to the optimal solution. We analyze the
methods and efficient coupling in a number of examples in dimension two, three
and four illustrating its properties
- …