Results 41 to 50 of about 230,401 (283)
Linear Quadratic Stochastic Optimal Control Problems with Operator Coefficients: Open-Loop Solutions
, 2019 An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of square integrable ...
Wei, Qingmeng +2 more
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Parametric Regularization of a Linear-quadratic Problem on a Set of Piecewise Linear Controls
Известия Иркутского государственного университета: Серия "Математика", 2022 A linear-quadratic problem with arbitrary matrices in the functional and multidimensional control with convex constraint is considered. Acceptable controls are piecewise linear vector functions within an uneven grid of possible corner points.
V.A. Srochko, E.V. Aksenyushkina
doaj +1 more source
Optimal Control of TBCC Engines in Mode Transition
Energies, 2023 This paper mainly studies the optimal control problem of turbine-based combined cycle (TBCC) engines in the mode-transition stage. Based on the TBCC scheme proposed by Xiamen University, an aerothermodynamic model is established as a verification model ...
Zengming He, Junlong Zhang, Hongfei Sun
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Stochastic HJB Equations and Regular Singular Points [PDF]
, 2018 IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.
Krener, Arthur J.
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Milyutin's Theorem in Linear-Quadratic Optimal Control Problems
Differential Equations, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +4 more sources
Characterization of optimal feedback for stochastic linear quadratic control problems [PDF]
Probability, Uncertainty and Quantitative Risk, 2017 One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic control problems. To date, the same problem in the stochastic setting is only partially well-understood.
Lü, Qi, Wang, Tianxiao, Zhang, Xu
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Advanced Engineering Materials, EarlyView.A numerical model resulting from irreversible thermodynamics for describing transport processes is introduced, focusing on thermodynamic activity gradients as the actual driving force for diffusion. Implemented in CUDA C++ and using CalPhaD methods for determining the necessary activity data, the model accurately simulates interdiffusion in aluminum ...
Ulrich Holländer +3 more
wiley +1 more source
Optimal control of nonlinear systems with input constraints using linear time varying approximations
Nonlinear Analysis, 2016 We propose a new method to solve input constrained optimal control problems for autonomous nonlinear systems affine in control. We then extend the method to compute the bang-bang control solutions under the symmetric control constraints.
Mehmet Itik
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Surface Tension Measurement of Ti‐6Al‐4V by Falling Droplet Method in Oxygen‐Free Atmosphere
Advanced Engineering Materials, EarlyView.In this article, the temperature‐dependent surface tension of free falling, oscillating Ti‐6Al‐4V droplets is investigated in both argon and monosilane doped, oxygen‐free atmosphere. Droplet temperature and oscillation are captured with one single high‐speed camera, and the surface tension is calculated with Rayleigh's formula.
Johannes May +9 more
wiley +1 more source
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
, 2015 This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.
Li, Xun, Sun, Jingrui, Yong, Jiongmin
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