Dynamic Programming (DP) algorithm is used to find the optimal trajectories under Beijing cycle for the power management of synergic electric system (SES) which is composed of battery and super capacitor. Feasible rul...Dynamic Programming (DP) algorithm is used to find the optimal trajectories under Beijing cycle for the power management of synergic electric system (SES) which is composed of battery and super capacitor. Feasible rules are derived from analyzing the optimal trajectories, and it has the highest contribution to Hybrid Electric Vehicle (HEV). The methods of how to get the best performance is also educed. Using the new Rule-based power management strat-egy adopted from the optimal results, it is easy to demonstrate the effectiveness of the new strategy in further improvement of the fuel economy by the synergic hybrid system.展开更多
This paper investigates an optimal investment strategy on consumption and portfolio problem, in which the investor must withdraw funds continuously at a given rate. By analyzing the evolving process of wealth, we give...This paper investigates an optimal investment strategy on consumption and portfolio problem, in which the investor must withdraw funds continuously at a given rate. By analyzing the evolving process of wealth, we give the definition of safe-region for investment. Moreover, in order to obtain the target wealth as quickly as possible, using Bellman dynamic programming principle, we get the optimal investment strategy and corresponding necessary expected time. At last we give some numerical computations for a set of different parameters.展开更多
The optimization of the control strategy of a plug-in hybrid electric bus(PHEB) for the repeatedly driven bus route is a key technique to improve the fuel economy. The widely used rule-based(RB) control strategy is la...The optimization of the control strategy of a plug-in hybrid electric bus(PHEB) for the repeatedly driven bus route is a key technique to improve the fuel economy. The widely used rule-based(RB) control strategy is lacking in the global optimization property, while the global optimization algorithms have an unacceptable computation complexity for real-time application. Therefore, a novel hybrid dynamic programming-rule based(DPRB) algorithm is brought forward to solve the global energy optimization problem in a real-time controller of PHEB. Firstly, a control grid is built up for a given typical city bus route, according to the station locations and discrete levels of battery state of charge(SOC). Moreover, the decision variables for the energy optimization at each point of the control grid might be deduced from an off-line dynamic programming(DP) with the historical running information of the driving cycle. Meanwhile, the genetic algorithm(GA) is adopted to replace the quantization process of DP permissible control set to reduce the computation burden. Secondly, with the optimized decision variables as control parameters according to the position and battery SOC of a PHEB, a RB control is used as an implementable controller for the energy management. Simulation results demonstrate that the proposed DPRB might distribute electric energy more reasonably throughout the bus route, compared with the optimized RB. The proposed hybrid algorithm might give a practicable solution, which is a tradeoff between the applicability of RB and the global optimization property of DP.展开更多
为实现沿海区域的海上风电场、海上采气平台和陆上热电联供燃气电厂等多种能源生产子单元的协同化运行,考虑可再生能源出力和氢负荷的随机波动,提出沿海区域综合能源生产单元(coastal integrated energy production units,CIEPU)随机优...为实现沿海区域的海上风电场、海上采气平台和陆上热电联供燃气电厂等多种能源生产子单元的协同化运行,考虑可再生能源出力和氢负荷的随机波动,提出沿海区域综合能源生产单元(coastal integrated energy production units,CIEPU)随机优化调度模型。采用参数化代价函数近似(parametric cost function approximation,PCFA)的动态规划算法求解随机优化调度模型。通过一种基于梯度下降的求解方法--Adadelta法,获得策略函数的一阶信息,并计算梯度平方的指数衰减平均值,以更新策略函数的迭代步长;对随机优化调度模型进行策略参数逼近,从而得到近似最优的策略参数,并逐一时段求解出CIEPU的最优调度计划。最后,以某个CIEPU为例,分析计算结果表明,所提出方法获得的优化调度方案可以提高CIEPU运行的经济性并降低碳排放量,验证了所提方法的准确性和高效性。展开更多
In this paper we consider a parallel algorithm that detects the maximizer of unimodal function f(x) computable at every point on unbounded interval (0, ∞). The algorithm consists of two modes: scanning and detecting....In this paper we consider a parallel algorithm that detects the maximizer of unimodal function f(x) computable at every point on unbounded interval (0, ∞). The algorithm consists of two modes: scanning and detecting. Search diagrams are introduced as a way to describe parallel searching algorithms on unbounded intervals. Dynamic programming equations, combined with a series of liner programming problems, describe relations between results for every pair of successive evaluations of function f in parallel. Properties of optimal search strategies are derived from these equations. The worst-case complexity analysis shows that, if the maximizer is located on a priori unknown interval (n-1], then it can be detected after cp(n)=「2log「p/2」+1(n+1)」-1 parallel evaluations of f(x), where p is the number of processors.展开更多
文摘Dynamic Programming (DP) algorithm is used to find the optimal trajectories under Beijing cycle for the power management of synergic electric system (SES) which is composed of battery and super capacitor. Feasible rules are derived from analyzing the optimal trajectories, and it has the highest contribution to Hybrid Electric Vehicle (HEV). The methods of how to get the best performance is also educed. Using the new Rule-based power management strat-egy adopted from the optimal results, it is easy to demonstrate the effectiveness of the new strategy in further improvement of the fuel economy by the synergic hybrid system.
文摘This paper investigates an optimal investment strategy on consumption and portfolio problem, in which the investor must withdraw funds continuously at a given rate. By analyzing the evolving process of wealth, we give the definition of safe-region for investment. Moreover, in order to obtain the target wealth as quickly as possible, using Bellman dynamic programming principle, we get the optimal investment strategy and corresponding necessary expected time. At last we give some numerical computations for a set of different parameters.
基金supported by the National Natural Science Foundation of China(Grant No.51275557,5142505)the National Science-Technology Support Plan Projects of China(Grant No.2013BAG14B01)
文摘The optimization of the control strategy of a plug-in hybrid electric bus(PHEB) for the repeatedly driven bus route is a key technique to improve the fuel economy. The widely used rule-based(RB) control strategy is lacking in the global optimization property, while the global optimization algorithms have an unacceptable computation complexity for real-time application. Therefore, a novel hybrid dynamic programming-rule based(DPRB) algorithm is brought forward to solve the global energy optimization problem in a real-time controller of PHEB. Firstly, a control grid is built up for a given typical city bus route, according to the station locations and discrete levels of battery state of charge(SOC). Moreover, the decision variables for the energy optimization at each point of the control grid might be deduced from an off-line dynamic programming(DP) with the historical running information of the driving cycle. Meanwhile, the genetic algorithm(GA) is adopted to replace the quantization process of DP permissible control set to reduce the computation burden. Secondly, with the optimized decision variables as control parameters according to the position and battery SOC of a PHEB, a RB control is used as an implementable controller for the energy management. Simulation results demonstrate that the proposed DPRB might distribute electric energy more reasonably throughout the bus route, compared with the optimized RB. The proposed hybrid algorithm might give a practicable solution, which is a tradeoff between the applicability of RB and the global optimization property of DP.
文摘为实现沿海区域的海上风电场、海上采气平台和陆上热电联供燃气电厂等多种能源生产子单元的协同化运行,考虑可再生能源出力和氢负荷的随机波动,提出沿海区域综合能源生产单元(coastal integrated energy production units,CIEPU)随机优化调度模型。采用参数化代价函数近似(parametric cost function approximation,PCFA)的动态规划算法求解随机优化调度模型。通过一种基于梯度下降的求解方法--Adadelta法,获得策略函数的一阶信息,并计算梯度平方的指数衰减平均值,以更新策略函数的迭代步长;对随机优化调度模型进行策略参数逼近,从而得到近似最优的策略参数,并逐一时段求解出CIEPU的最优调度计划。最后,以某个CIEPU为例,分析计算结果表明,所提出方法获得的优化调度方案可以提高CIEPU运行的经济性并降低碳排放量,验证了所提方法的准确性和高效性。
文摘In this paper we consider a parallel algorithm that detects the maximizer of unimodal function f(x) computable at every point on unbounded interval (0, ∞). The algorithm consists of two modes: scanning and detecting. Search diagrams are introduced as a way to describe parallel searching algorithms on unbounded intervals. Dynamic programming equations, combined with a series of liner programming problems, describe relations between results for every pair of successive evaluations of function f in parallel. Properties of optimal search strategies are derived from these equations. The worst-case complexity analysis shows that, if the maximizer is located on a priori unknown interval (n-1], then it can be detected after cp(n)=「2log「p/2」+1(n+1)」-1 parallel evaluations of f(x), where p is the number of processors.
