In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwi...In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation.展开更多
The IMC(Internal Model Control) controller based on robust tuning can improve the robustness and dynamic performance of the system.In this paper,the robustness degree of the control system is investigated based on Max...The IMC(Internal Model Control) controller based on robust tuning can improve the robustness and dynamic performance of the system.In this paper,the robustness degree of the control system is investigated based on Maximum Sensitivity(Ms) in depth.And the analytical relationship is obtained between the robustness specification and controller parameters,which gives a clear design criterion to robust IMC controller.Moreover,a novel and simple IMC-PID(Proportional-Integral-Derivative) tuning method is proposed by converting the IMC controller to PID form in terms of the time domain rather than the frequency domain adopted in some conventional IMC-based methods.Hence,the presented IMC-PID gives a good performance with a specific robustness degree.The new IMC-PID method is compared with other classical IMC-PID rules,showing the flexibility and feasibility for a wide range of plants.展开更多
A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where ...A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where the diffusion and jump term may both depend on the control. The form of the maximum principle is similar to its risk-neutral counterpart. But the adjoint equations and the maximum condition heavily depend on the risk-sensitive parameter. As applications, a linear-quadratic risk-sensitive control problem is solved by using the maximum principle derived and explicit optimal control is obtained.展开更多
The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but t...The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but the control domain is not necessarily convex.展开更多
In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be descr...In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes (AFBSDEDLs), we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs' preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.展开更多
This study proposes a fuzzy system for tracking the maximum power point of a PV system for solar panel. The solar panel and maximum power point tracker have been modeled using MATLAB/Simulink. A simulation model consi...This study proposes a fuzzy system for tracking the maximum power point of a PV system for solar panel. The solar panel and maximum power point tracker have been modeled using MATLAB/Simulink. A simulation model consists of PV panel, boost converter, and maximum power point tack MPPT algorithm is developed. Three different conditions are simulated: 1) Uniform irradiation;2) Sudden changing;3) Partial shading. Results showed that fuzzy controller successfully find MPP for all different weather conditions studied. FLC has excellent ability to track MPP in less than 0.01 second when PV is subjected to sudden changes and partial shading in irradiation.展开更多
Since mechanical loads exert a significant influence on the life span of wind turbines, the reduction of transient load on drive-train shaft has received more attention when implementing a maximum power point tracking...Since mechanical loads exert a significant influence on the life span of wind turbines, the reduction of transient load on drive-train shaft has received more attention when implementing a maximum power point tracking(MPPT) controller.Moreover, a trade-off between the efficiency of wind energy extraction and the load level of drive-train shaft becomes a key issue. However, for the existing control strategies based on nonlinear model of wind turbines, the MPPT efficiencies are improved at the cost of the intensive fluctuation of generator torque and significant increase of transient load on drive train shaft. Hence, in this paper, a nonlinear controller with variable parameter is proposed for improving MPPT efficiency and mitigating transient load on drive-train simultaneously. Then,simulations on FAST(Fatigue, Aerodynamics, Structures, and Turbulence) code and experiments on the wind turbine simulator(WTS) based test bench are presented to verify the efficiency improvement of the proposed control strategy with less cost of drive-train load.展开更多
In studying the diffusion-controlled adsorption kinetics of aqueous surfactant solutions at the air/solution surface by means of the maximal bubble pressure method, Fick's diffusion equation for a sphere should be...In studying the diffusion-controlled adsorption kinetics of aqueous surfactant solutions at the air/solution surface by means of the maximal bubble pressure method, Fick's diffusion equation for a sphere should be used. In this paper the equation was solved by means of Laplace transformation under different initial and boundary conditions. The dynamic surface adsorption F(t) for a surfactant solution, which was used to describe the diffusion-controlled adsorption kinetics at the solution surface, was derived. Different from the planar surf aceadsorption, the dynamic surface adsorption Г(t) for the short time consists of two terms: one is the same as Ward-Tordai equation and the other reflects the geometric effect caused by the spherical bubble surface. This effect should not be neglected for the very small radius of the capillary. The equilibrium surface tension γeq and the dynamic surface tension γ(t) of aqueous C10E6 [CH3(CH2)9(OCH2CH2)6OH] solution at temperature 25℃ were measured by means of Wilhelmy plate method and maximal bubble pressure method respectively. As t→0, the theoretical analysis is in good agreement with experimental results and the dependence of γ(t) on (√t+r0/√πD)^2 is linear.展开更多
The present study was carried out in order to track the maximum power point in a variable speed turbine by minimizing electromechanical torque changes using a sliding mode control strategy. In this strategy, first, th...The present study was carried out in order to track the maximum power point in a variable speed turbine by minimizing electromechanical torque changes using a sliding mode control strategy. In this strategy, first, the rotor speed is set at an optimal point for different wind speeds. As a result of which, the tip speed ratio reaches an optimal point, mechanical power coefficient is maximized, and wind turbine produces its maximum power and mechanical torque. Then, the maximum mechanical torque is tracked using electromechanical torque. In this technique, tracking error integral of maximum mechanical torque, the error, and the derivative of error are used as state variables. During changes in wind speed, sliding mode control is designed to absorb the maximum energy from the wind and minimize the response time of maximum power point tracking(MPPT). In this method, the actual control input signal is formed from a second order integral operation of the original sliding mode control input signal. The result of the second order integral in this model includes control signal integrity, full chattering attenuation, and prevention from large fluctuations in the power generator output. The simulation results, calculated by using MATLAB/m-file software, have shown the effectiveness of the proposed control strategy for wind energy systems based on the permanent magnet synchronous generator(PMSG).展开更多
A necessary maximum principle is given for nonzero-sum stochastic Oltterential games with random jumps. The result is applied to solve the H2/H∞ control problem of stochastic systems with random jumps. A necessary an...A necessary maximum principle is given for nonzero-sum stochastic Oltterential games with random jumps. The result is applied to solve the H2/H∞ control problem of stochastic systems with random jumps. A necessary and sufficient condition for the existence of a unique solution to the H2/H∞ control problem is derived. The resulting solution is given by the solution of an uncontrolled forward backward stochastic differential equation with random jumps.展开更多
实际工程中,光伏阵列在随机变化的环境中会出现局部遮光的情况,从而导致光伏阵列的功率-电压特性曲线会呈现多峰值状态,传统的最大功率点跟踪(maximum power point tracking, MPPT)算法易陷入局部最优解,追踪速度和精准度无法得到满足...实际工程中,光伏阵列在随机变化的环境中会出现局部遮光的情况,从而导致光伏阵列的功率-电压特性曲线会呈现多峰值状态,传统的最大功率点跟踪(maximum power point tracking, MPPT)算法易陷入局部最优解,追踪速度和精准度无法得到满足。针对这一问题,提出一种基于布谷鸟搜索算法(cuckoo search algorithm, CS)和电导增量法(conductivity increment method, CI)结合的光伏MPPT算法,在算法前期利用布谷鸟搜索算法将大步长和小步长交替使用使得全局搜索能力增强,找到全局最大功率点所处区域附近;在后期,采用步长小、控制精度高的CI进行局部寻优,快速准确地锁定到最大功率点。在MATLAB/Simulink中搭建仿真模型,并与原始布谷鸟搜索算法和粒子群优化(particle swam optimization, PSO)算法进行比较。仿真结果表明,将CS与CI结合的算法使得收敛速度更快,精度更高,稳定状态时功率曲线的波动更小。展开更多
文摘In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation.
基金Supported by the National Natural Science Foundation of China(61273132)Doctoral Fund of Ministry of Education of China(20110010110010)
文摘The IMC(Internal Model Control) controller based on robust tuning can improve the robustness and dynamic performance of the system.In this paper,the robustness degree of the control system is investigated based on Maximum Sensitivity(Ms) in depth.And the analytical relationship is obtained between the robustness specification and controller parameters,which gives a clear design criterion to robust IMC controller.Moreover,a novel and simple IMC-PID(Proportional-Integral-Derivative) tuning method is proposed by converting the IMC controller to PID form in terms of the time domain rather than the frequency domain adopted in some conventional IMC-based methods.Hence,the presented IMC-PID gives a good performance with a specific robustness degree.The new IMC-PID method is compared with other classical IMC-PID rules,showing the flexibility and feasibility for a wide range of plants.
基金supported by the National Basic Research Program of China (973 Program, 2007CB814904)the National Natural Science Foundations of China (10921101)+2 种基金Shandong Province (2008BS01024, ZR2010AQ004)the Science Funds for Distinguished Young Scholars of Shandong Province (JQ200801)Shandong University (2009JQ004),the Independent Innovation Foundations of Shandong University (IIFSDU,2009TS036, 2010TS060)
文摘A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where the diffusion and jump term may both depend on the control. The form of the maximum principle is similar to its risk-neutral counterpart. But the adjoint equations and the maximum condition heavily depend on the risk-sensitive parameter. As applications, a linear-quadratic risk-sensitive control problem is solved by using the maximum principle derived and explicit optimal control is obtained.
基金Supported by National Natural Science Foundation of P.R.China (10371067) the Youth Teacher Foundation of Fok Ying Tung Education Foundation (91064)New Century Excellent Young Teachers Foundation of P. R. China (NCEF-04-0633)
文摘The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but the control domain is not necessarily convex.
基金Supported by the National Natural Science Foundation(11221061 and 61174092)111 project(B12023),the National Science Fund for Distinguished Young Scholars of China(11125102)Youth Foundation of QiLu Normal Institute(2012L1010)
文摘In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes (AFBSDEDLs), we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs' preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.
文摘This study proposes a fuzzy system for tracking the maximum power point of a PV system for solar panel. The solar panel and maximum power point tracker have been modeled using MATLAB/Simulink. A simulation model consists of PV panel, boost converter, and maximum power point tack MPPT algorithm is developed. Three different conditions are simulated: 1) Uniform irradiation;2) Sudden changing;3) Partial shading. Results showed that fuzzy controller successfully find MPP for all different weather conditions studied. FLC has excellent ability to track MPP in less than 0.01 second when PV is subjected to sudden changes and partial shading in irradiation.
基金Supported by National Natural Science Foundation of China (10671112), National Basic Research Program of China (973 Program) (2007CB814904), the Natural Science Foundation of Shandong Province (Z2006A01), and the Chinese New Century Young Teachers Program The authors would like to thank the referees for a careful reading of this paper and helpful suggestions which made the revised version more readable.
基金supported by the National Natural Science Foundation of China(61203129,61174038,61473151,51507080)the Fundamental Research Funds for the Central Universities(30915011104,30920130121010,30920140112005)
文摘Since mechanical loads exert a significant influence on the life span of wind turbines, the reduction of transient load on drive-train shaft has received more attention when implementing a maximum power point tracking(MPPT) controller.Moreover, a trade-off between the efficiency of wind energy extraction and the load level of drive-train shaft becomes a key issue. However, for the existing control strategies based on nonlinear model of wind turbines, the MPPT efficiencies are improved at the cost of the intensive fluctuation of generator torque and significant increase of transient load on drive train shaft. Hence, in this paper, a nonlinear controller with variable parameter is proposed for improving MPPT efficiency and mitigating transient load on drive-train simultaneously. Then,simulations on FAST(Fatigue, Aerodynamics, Structures, and Turbulence) code and experiments on the wind turbine simulator(WTS) based test bench are presented to verify the efficiency improvement of the proposed control strategy with less cost of drive-train load.
基金Supported by the Scientific Research Foundation of the State Education Ministry for the Returned Overseas Chinese Scholars (D4200111).
文摘In studying the diffusion-controlled adsorption kinetics of aqueous surfactant solutions at the air/solution surface by means of the maximal bubble pressure method, Fick's diffusion equation for a sphere should be used. In this paper the equation was solved by means of Laplace transformation under different initial and boundary conditions. The dynamic surface adsorption F(t) for a surfactant solution, which was used to describe the diffusion-controlled adsorption kinetics at the solution surface, was derived. Different from the planar surf aceadsorption, the dynamic surface adsorption Г(t) for the short time consists of two terms: one is the same as Ward-Tordai equation and the other reflects the geometric effect caused by the spherical bubble surface. This effect should not be neglected for the very small radius of the capillary. The equilibrium surface tension γeq and the dynamic surface tension γ(t) of aqueous C10E6 [CH3(CH2)9(OCH2CH2)6OH] solution at temperature 25℃ were measured by means of Wilhelmy plate method and maximal bubble pressure method respectively. As t→0, the theoretical analysis is in good agreement with experimental results and the dependence of γ(t) on (√t+r0/√πD)^2 is linear.
文摘The present study was carried out in order to track the maximum power point in a variable speed turbine by minimizing electromechanical torque changes using a sliding mode control strategy. In this strategy, first, the rotor speed is set at an optimal point for different wind speeds. As a result of which, the tip speed ratio reaches an optimal point, mechanical power coefficient is maximized, and wind turbine produces its maximum power and mechanical torque. Then, the maximum mechanical torque is tracked using electromechanical torque. In this technique, tracking error integral of maximum mechanical torque, the error, and the derivative of error are used as state variables. During changes in wind speed, sliding mode control is designed to absorb the maximum energy from the wind and minimize the response time of maximum power point tracking(MPPT). In this method, the actual control input signal is formed from a second order integral operation of the original sliding mode control input signal. The result of the second order integral in this model includes control signal integrity, full chattering attenuation, and prevention from large fluctuations in the power generator output. The simulation results, calculated by using MATLAB/m-file software, have shown the effectiveness of the proposed control strategy for wind energy systems based on the permanent magnet synchronous generator(PMSG).
基金supported by the Doctoral foundation of University of Jinan(XBS1213)the National Natural Science Foundation of China(11101242)
文摘A necessary maximum principle is given for nonzero-sum stochastic Oltterential games with random jumps. The result is applied to solve the H2/H∞ control problem of stochastic systems with random jumps. A necessary and sufficient condition for the existence of a unique solution to the H2/H∞ control problem is derived. The resulting solution is given by the solution of an uncontrolled forward backward stochastic differential equation with random jumps.