The robust reliable H∞ control problem for discrete-time Markovian jump systems with actuator failures is studied. A more practical model of actuator failures than outage is considered. Based on the state feedback me...The robust reliable H∞ control problem for discrete-time Markovian jump systems with actuator failures is studied. A more practical model of actuator failures than outage is considered. Based on the state feedback method, the resulting closed-loop systems are reliable in that they remain robust stochastically stable and satisfy a certain level of H∞ disturbance attenuation not only when all actuators are operational, but also in case of some actuator failures, The solvability condition of controllers can be equivalent to a feasibility problem of coupled linear matrix inequalities （LMIs）. A numerical example is also given to illustrate the design procedures and their effectiveness.展开更多
This article explores controllable Borel spaces, stationary, homogeneous Markov processes, discrete time with infinite horizon, with bounded cost functions and using the expected total discounted cost criterion. The p...This article explores controllable Borel spaces, stationary, homogeneous Markov processes, discrete time with infinite horizon, with bounded cost functions and using the expected total discounted cost criterion. The problem of the estimation of stability for this type of process is set. The central objective is to obtain a bounded stability index expressed in terms of the Lévy-Prokhorov metric;likewise, sufficient conditions are provided for the existence of such inequalities.展开更多
In this work, for a control consumption-investment process with the discounted reward optimization criteria, a numerical estimate of the stability index is made. Using explicit formulas for the optimal stationary poli...In this work, for a control consumption-investment process with the discounted reward optimization criteria, a numerical estimate of the stability index is made. Using explicit formulas for the optimal stationary policies and for the value functions, the stability index is explicitly calculated and through statistical techniques its asymptotic behavior is investigated (using numerical experiments) when the discount coefficient approaches 1. The results obtained define the conditions under which an approximate optimal stationary policy can be used to control the original process.展开更多
A real-time pricing system of electricity is a system that charges different electricity prices for different hours of the day and for different days, and is effective for reducing the peak and flattening the load cur...A real-time pricing system of electricity is a system that charges different electricity prices for different hours of the day and for different days, and is effective for reducing the peak and flattening the load curve. In this paper, using a Markov decision process (MDP), we propose a modeling method and an optimal control method for real-time pricing systems. First, the outline of real-time pricing systems is explained. Next, a model of a set of customers is derived as a multi-agent MDP. Furthermore, the optimal control problem is formulated, and is reduced to a quadratic programming problem. Finally, a numerical simulation is presented.展开更多
This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be sol...This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.展开更多
This paper investigates the feedback control of hidden Markov process（HMP） in the face of loss of some observation processes.The control action facilitates or impedes some particular transitions from an inferred cur...This paper investigates the feedback control of hidden Markov process（HMP） in the face of loss of some observation processes.The control action facilitates or impedes some particular transitions from an inferred current state in the attempt to maximize the probability that the HMP is driven to a desirable absorbing state.This control problem is motivated by the need for judicious resource allocation to win an air operation involving two opposing forces.The effectiveness of a receding horizon control scheme based on the inferred discrete state is examined.Tolerance to loss of sensors that help determine the state of the air operation is achieved through a decentralized scheme that estimates a continuous state from measurements of linear models with additive noise.The discrete state of the HMP is identified using three well-known detection schemes.The sub-optimal control policy based on the detected state is implemented on-line in a closed-loop,where the air operation is simulated as a stochastic process with SimEvents,and the measurement process is simulated for a range of single sensor loss rates.展开更多
The construction process control of large-scale projects is one of the difficulties and keys in the owner’s project management. Based on generalization process index, this paper proposes an approach to construction p...The construction process control of large-scale projects is one of the difficulties and keys in the owner’s project management. Based on generalization process index, this paper proposes an approach to construction project process control. The paper elaborates on the concept and calculation of generalization process index, which, on analysis, possesses Markov property. Monthly generalization process index is regarded as a state of Markov chain, and the transition between different states is realized by computer simulation. According to the Markov process forecasting model and by means of MATLAB program, the project process forecast is realized, and the completion probability in contract period is obtained. From practical instances, it is concluded that this approach has good applicability and operability and that the obtained results can reflect the degree of project risks.展开更多
基金the National Natural Science Foundation of China (60574001)Program for New Century Excellent Talents in University (05-0485)Program for Innovative Research Team of Jiangnan University
文摘The robust reliable H∞ control problem for discrete-time Markovian jump systems with actuator failures is studied. A more practical model of actuator failures than outage is considered. Based on the state feedback method, the resulting closed-loop systems are reliable in that they remain robust stochastically stable and satisfy a certain level of H∞ disturbance attenuation not only when all actuators are operational, but also in case of some actuator failures, The solvability condition of controllers can be equivalent to a feasibility problem of coupled linear matrix inequalities （LMIs）. A numerical example is also given to illustrate the design procedures and their effectiveness.
文摘This article explores controllable Borel spaces, stationary, homogeneous Markov processes, discrete time with infinite horizon, with bounded cost functions and using the expected total discounted cost criterion. The problem of the estimation of stability for this type of process is set. The central objective is to obtain a bounded stability index expressed in terms of the Lévy-Prokhorov metric;likewise, sufficient conditions are provided for the existence of such inequalities.
文摘In this work, for a control consumption-investment process with the discounted reward optimization criteria, a numerical estimate of the stability index is made. Using explicit formulas for the optimal stationary policies and for the value functions, the stability index is explicitly calculated and through statistical techniques its asymptotic behavior is investigated (using numerical experiments) when the discount coefficient approaches 1. The results obtained define the conditions under which an approximate optimal stationary policy can be used to control the original process.
文摘A real-time pricing system of electricity is a system that charges different electricity prices for different hours of the day and for different days, and is effective for reducing the peak and flattening the load curve. In this paper, using a Markov decision process (MDP), we propose a modeling method and an optimal control method for real-time pricing systems. First, the outline of real-time pricing systems is explained. Next, a model of a set of customers is derived as a multi-agent MDP. Furthermore, the optimal control problem is formulated, and is reduced to a quadratic programming problem. Finally, a numerical simulation is presented.
文摘This paper studies the robust stochastic stabilization and robust H∞ control for linear time-delay systems with both Markovian jump parameters and unknown norm-bounded parameter uncertainties. This problem can be solved on the basis of stochastic Lyapunov approach and linear matrix inequality (LMI) technique. Sufficient conditions for the existence of stochastic stabilization and robust H∞ state feedback controller are presented in terms of a set of solutions of coupled LMIs. Finally, a numerical example is included to demonstrate the practicability of the proposed methods.
基金supported by National Natural Science Foundation of China(61403254,61374039,61203143)Shanghai Pujiang Program(13PJ1406300)+2 种基金Natural Science Foundation of Shanghai City(13ZR1428500)Innovation Program of Shanghai Municipal Education Commission(14YZ083)Hujiang Foundation of China(C14002,B1402/D1402)
文摘This paper investigates the feedback control of hidden Markov process（HMP） in the face of loss of some observation processes.The control action facilitates or impedes some particular transitions from an inferred current state in the attempt to maximize the probability that the HMP is driven to a desirable absorbing state.This control problem is motivated by the need for judicious resource allocation to win an air operation involving two opposing forces.The effectiveness of a receding horizon control scheme based on the inferred discrete state is examined.Tolerance to loss of sensors that help determine the state of the air operation is achieved through a decentralized scheme that estimates a continuous state from measurements of linear models with additive noise.The discrete state of the HMP is identified using three well-known detection schemes.The sub-optimal control policy based on the detected state is implemented on-line in a closed-loop,where the air operation is simulated as a stochastic process with SimEvents,and the measurement process is simulated for a range of single sensor loss rates.
文摘The construction process control of large-scale projects is one of the difficulties and keys in the owner’s project management. Based on generalization process index, this paper proposes an approach to construction project process control. The paper elaborates on the concept and calculation of generalization process index, which, on analysis, possesses Markov property. Monthly generalization process index is regarded as a state of Markov chain, and the transition between different states is realized by computer simulation. According to the Markov process forecasting model and by means of MATLAB program, the project process forecast is realized, and the completion probability in contract period is obtained. From practical instances, it is concluded that this approach has good applicability and operability and that the obtained results can reflect the degree of project risks.
