The objective of this work is the analytical synthesis problem for marine vehicles autopilots design. Despite numerous known methods for a solution, the mentioned problem is very complicated due to the presence of an ...The objective of this work is the analytical synthesis problem for marine vehicles autopilots design. Despite numerous known methods for a solution, the mentioned problem is very complicated due to the presence of an extensive population of certain dynamical conditions, requirements and restrictions, which must be satisfied by the appropriate choice of a steering control law. The aim of this paper is to simplify the procedure of the synthesis, providing accurate steering with desirable dynamics of the control system. The approach proposed here is based on the usage of a special unified multipurpose control law structure that allows decoupling a synthesis into simpler particular optimization problems. In particular, this structure includes a dynamical corrector to support the desirable features for the vehicle＇s motion under the action of sea wave disturbances. As a result, a specialized new method for the corrector design is proposed to provide an accurate steering or a trade-off between accurate steering and economical steering of the ship. This method guaranties a certain flexibility of the control law with respect to an actual environment of the sailing;its corresponding turning can be realized in real time onboard.展开更多
This paper is concerned with a fully coupled forward-backward stochastic optimal control problem where the controlled system is driven by Levy process, while the forward state is constrained in a convex set at the ter...This paper is concerned with a fully coupled forward-backward stochastic optimal control problem where the controlled system is driven by Levy process, while the forward state is constrained in a convex set at the terminal time. The authors use an equivalent backward formulation to deal with the terminal state constraint, and then obtain a stochastic maximum principle by Ekeland＇s variational principle. Finally, the result is applied to the utility optimization problem in a financial market.展开更多
基金Partially supported by Russian Foundation for Basic Research(Research project No.14-07-00083a)
文摘The objective of this work is the analytical synthesis problem for marine vehicles autopilots design. Despite numerous known methods for a solution, the mentioned problem is very complicated due to the presence of an extensive population of certain dynamical conditions, requirements and restrictions, which must be satisfied by the appropriate choice of a steering control law. The aim of this paper is to simplify the procedure of the synthesis, providing accurate steering with desirable dynamics of the control system. The approach proposed here is based on the usage of a special unified multipurpose control law structure that allows decoupling a synthesis into simpler particular optimization problems. In particular, this structure includes a dynamical corrector to support the desirable features for the vehicle＇s motion under the action of sea wave disturbances. As a result, a specialized new method for the corrector design is proposed to provide an accurate steering or a trade-off between accurate steering and economical steering of the ship. This method guaranties a certain flexibility of the control law with respect to an actual environment of the sailing;its corresponding turning can be realized in real time onboard.
基金supported by the National Science Fundation of China under Grant No.11271007the National Social Science Fund Project of China under Grant No.17BGL058Humanity and Social Science Research Foundation of Ministry of Education of China under Grant No.15YJA790051
文摘This paper is concerned with a fully coupled forward-backward stochastic optimal control problem where the controlled system is driven by Levy process, while the forward state is constrained in a convex set at the terminal time. The authors use an equivalent backward formulation to deal with the terminal state constraint, and then obtain a stochastic maximum principle by Ekeland＇s variational principle. Finally, the result is applied to the utility optimization problem in a financial market.
