Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces

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.

Maximum Power Point Tracking in Variable Speed Wind Turbine Based on Permanent Magnet Synchronous Generator Using Maximum Torque Sliding Mode Control Strategy

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).

Variable Parameter Nonlinear Control for Maximum Power Point Tracking Considering Mitigation of Drive-train Load

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 U+0028 MPPT U+0029 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 U+0028 Fatigue, Aerodynamics, Structures, and Turbulence U+0029 code and experiments on the wind turbine simulator U+0028 WTS U+0029 based test bench are presented to verify the efficiency improvement of the proposed control strategy with less cost of drive-train load. © 2017 Chinese Association of Automation.

A RISK-SENSITIVE STOCHASTIC MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL OF JUMP DIFFUSIONS AND ITS APPLICATIONS

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.

Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lvy processes

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.

A fuzzy control and neural network based rotor speed controller for maximum power point tracking in permanent magnet synchronous wind power generation system

When the wind speed changes significantly in a permanent magnet synchronous wind power generation system,the maximum power point cannot be easily determined in a timely manner.This study proposes a maximum power reference signal search method based on fuzzy control,which is an improvement to the climbing search method.A neural network-based parameter regulator is proposed to address external wind speed fluctuations,where the parameters of a proportional-integral controller is adjusted to accurately monitor the maximum power point under different wind speed conditions.Finally,the effectiveness of this method is verified via Simulink simulation.

MAXIMUM PRINCIPLE FOR STOCHASTIC OPTIMAL CONTROL PROBLEM WITH DISTRIBUTED DELAYS

This paper is concerned with a Pontryagin's maximum principle for the stochastic optimal control problem with distributed delays given by integrals of not necessarily linear functions of state or control variables.By virtue of the duality method and the generalized anticipated backward stochastic differential equations,we establish a necessary maximum principle and a sufficient verification theorem.In particular,we deal with the controlled stochastic system where the distributed delays enter both the state and the control.To explain the theoretical results,we apply them to a dynamic advertising problem.

The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System

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.

A MAXIMUM PRINCIPLE APPROACH TO STOCHASTIC H_2/H_∞ CONTROL WITH RANDOM JUMPS

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.

Optimization of Adaptive Fuzzy Controller for Maximum Power Point Tracking Using Whale Algorithm

The advantage of fuzzy controllers in working with inaccurate and nonlinear inputs is that there is no need for an accurate mathematical model and fast convergence and minimal fluctuations in the maximum power point detector.The capability of online fuzzy tracking systems is maximum power,resistance to radiation and temperature changes,and no need for external sensors to measure radiation intensity and temperature.However,the most important issue is the constant changes in the amount of sunlight that cause the maximum power point to be constantly changing.The controller used in the maximum power point tracking(MPPT)circuit must be able to adapt to the new radiation conditions.Therefore,in this paper,to more accurately track the maximumpower point of the solar system and receive more electrical power at its output,an adaptive fuzzy control was proposed,the parameters of which are optimized by the whale algorithm.The studies have repeated under different irradiation conditions and the proposed controller performance has been compared with perturb and observe algorithm(P&O)method,which is a practical and high-performance method.To evaluate the performance of the proposed algorithm,the particle swarm algorithm optimized the adaptive fuzzy controller.The simulation results show that the adaptive fuzzy control system performs better than the P&O tracking system.Higher accuracy and consequently more production power at the output of the solar panel is one of the salient features of the proposed control method,which distinguishes it from other methods.On the other hand,the adaptive fuzzy controller optimized by the whale algorithm has been able to perform relatively better than the controller designed by the particle swarm algorithm,which confirms the higher accuracy of the proposed algorithm.

Maximum Power Point Tracking Using Fuzzy Logic Controller under Partial Conditions

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.

Real-Time Co-optimization of Gear Shifting and Engine Torque for Predictive Cruise Control of Heavy-Duty Trucks

Fuel consumption is one of the main concerns for heavy-duty trucks.Predictive cruise control(PCC)provides an intriguing opportunity to reduce fuel consumption by using the upcoming road information.In this study,a real-time implementable PCC,which simultaneously optimizes engine torque and gear shifting,is proposed for heavy-duty trucks.To minimize fuel consumption,the problem of the PCC is formulated as a nonlinear model predictive control(MPC),in which the upcoming road elevation information is used.Finding the solution of the nonlinear MPC is time consuming;thus,a real-time implementable solver is developed based on Pontryagin’s maximum principle and indirect shooting method.Dynamic programming(DP)algorithm,as a global optimization algorithm,is used as a performance benchmark for the proposed solver.Simulation,hardware-in-the-loop and real-truck experiments are conducted to verify the performance of the proposed controller.The results demonstrate that the MPC-based solution performs nearly as well as the DP-based solution,with less than 1%deviation for testing roads.Moreover,the proposed co-optimization controller is implementable in a real-truck,and the proposed MPC-based PCC algorithm achieves a fuel-saving rate of 7.9%without compromising the truck’s travel time.

Optimal Control for Age Distribution and Weighted Size Competitive Species in a Polluted Environment

In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to obtain the existence and uniqueness exhibited by a non-negative solution of above mentioned model.A maximum principle helps to carefully verify the existence of the optimal control policy,and tangent-normal cone techniques help to obtain the optimal condition specific to control issue.

A Fuzzy Logic Controller for Maximum Power Point Tracking with 8-Bit Microcontroller

This paper presents the implementation of maximum power point tracking （MPPT） with fuzzy logic controller. For cost consideration, an inexpensive 8-bit microcontroller, PIC 16F877A, is selected and programmed with C language and integer variables For evaluation, the implemented fuzzy logic controller （FLC） is compared with the MPPT controller of using perturbation and observation （P＆O）. Both types of MPPT controllers are tested on the same voltage source with a series-connected resistor. Experimental results show that the implemented FLC with appropriate design meets the control requirements of MPPT. The FLC based on linguistic fuzzy rules has more flexibility and intelligence than conventional P＆O controller, but the FLC spends more RAM and ROM spaces than the P＆O tracker does.

Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice

在这份报纸，我们主要学习一种公事包选择问题在某些金融市场激发的一种风险敏感的最佳的控制问题。用古典凸的变化技术，我们为这种问题获得最大的原则。最大的原则的形式类似于它的风险中立的对应物。但是伴随方程和变化不平等重重地取决于风险敏感的参数。这是从风险中立的案例的主要差别之一。我们使用这结果解决一种最佳的公事包选择问题。鸣钟者获得的最佳的公事包策略当投资者仅仅投资家契约和股票时，动态编程原则是我们的结果的一种特殊情况。计算结果和图明确地说明在最大的期望的实用程序和模型的参数之间的关系。

Stability of singular networked control systems with control constraint

Based on bounded network-induced time-delay, the networked control system is modeled as a linear time-variant singular system. Using the Lyapunov theory and the linear matrix inequality approach, the criteria for delay-independent stability and delay-dependent stability of singular networked control systems are derived and transformed to a feasibility problem of linear matrix inequality formulation, which can be solved by the Matlab LMI toolbox, and the feasible solutions provide the maximum allowable delay bound that makes the system stable. A numerical example is provided, which shows that the analysis method is valid and the stability criteria are feasible.

Controlling chaos in RCL-shunted Josephson junction by delayed linear feedback

The resistively-capacitively-inductively-shunted （RCL-shunted） Josephson junction （RCLSJJ） shows chaotic behaviour under some parameter conditions. Here a scheme for controlling chaos in the RCLSJJ is presented based on the linear feedback theory. Numerical simulations show that this scheme can be effectively used to control chaotic states in this junction into stable periodic states. Moreover, the different stable period states with different period numbers can be obtained by appropriately adjusting the feedback intensity and delay time without any pre-knowledge of this system required.

Stochastic stabilization analysis of networked control systems

Considering the stochastic delay problems existing in networked control systems, a new control mode is proposed for networked control systems whose delay is longer than a sampling period. Under the control mode, the mathematical model of such a system is established. A stochastic stabilization condition for the system is given. The maximum delay can be derived from the stabilization condition.

Neuro-Optimal Guidance Control for Lunar Soft Landing

Returning to moon has become a top topic recently. Many studies have shown that soft landing is a challenging problem in lunar exploration. The lunar soft landing in this paper begins from a 100 km circular lunar parking orbit. Once the landing area has been selected and it is time to deorbit for landing, a ΔV burn of 19.4 m/s is performed to establish a 100×15 km elliptical orbit. At perilune, the landing jets are ignited, and a propulsive landing is performed. A guidance and control scheme for lunar soft landing is proposed in the paper, which combines optimal theory with nonlinear neuro-control. Basically, an optimal nonlinear control law based on artificial neural network is presented, on the basis of the optimum trajectory from perilune to lunar surface in terms of Pontryagin's maximum principle according to the terminal boundary conditions and performance index. Therefore some optimal control laws can be carried out in the soft landing system due to the nonlinear mapping function of the neural network. The feasibility and validity of the control laws are verified in a simulation experiment.