Optimal Control of Deterministic and Stochastic Hybrid Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimal Control of Deterministic and Stochastic Hybrid Systems write by Ali Pakniyat. This book was released on 2017. Optimal Control of Deterministic and Stochastic Hybrid Systems available in PDF, EPUB and Kindle. "Deterministic and stochastic hybrid optimal control problems are studied for systems where autonomous and controlled state jumps are allowed at the switching instants and, in addition to running costs, switching between discrete states incurs costs. Features of special interest in this work are the possibility of state space dimension change, and existence of low dimensional switching manifolds. In other words, the hybrid state space is considered as the direct product of a set of discrete state components with finite cardinality and a set of Euclidean spaces whose dimensions depend upon the discrete state components; and Euclidean spaces contain switching manifolds which correspond to autonomous switchings and jumps, and which are allowed to be codimension k submanifolds of the corresponding Euclidean state spaces, where k is greater than or equals to one. Statements of the Hybrid Minimum Principle (HMP) and Hybrid Dynamic Programming (HDP) are presented and it is shown that under certain assumptions the adjoint process in the HMP and the gradient of the value function in HDP are identical to each other almost everywhere along optimal trajectories. Furthermore, results for stochastic hybrid optimal control problems are established which generalize those of the deterministic case. A key feature of the stochastic hybrid systems framework under consideration is the presence of the hard constraints imposed by switching manifolds on diffusion-driven state trajectories; these constraints influence the boundary conditions in the Stochastic Hybrid Minimum Principle (SHMP). In addition to analytic examples, an electric vehicle equipped with a dual-stage planetary transmission is modelled in this framework, where, due to the special structure of the transmission, the mechanical degree of freedom changes during the transition period. Hybrid control problems for energy and time optimality of an electric vehicle acceleration task are studied which reveal unanticipated aspects of optimal energy saving strategies for the transmission control. " --
Theory of Hybrid Systems: Deterministic and Stochastic
Theory of Hybrid Systems: Deterministic and Stochastic - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Theory of Hybrid Systems: Deterministic and Stochastic write by Mohamad S. Alwan. This book was released on 2018-10-04. Theory of Hybrid Systems: Deterministic and Stochastic available in PDF, EPUB and Kindle. This book is the first to present the application of the hybrid system theory to systems with EPCA (equations with piecewise continuous arguments). The hybrid system paradigm is a valuable modeling tool for describing a wide range of real-world applications. Moreover, although new technology has produced, and continues to produce highly hierarchical sophisticated machinery that cannot be analyzed as a whole system, hybrid system representation can be used to reduce the structural complexity of these systems. That is to say, hybrid systems have become a modeling priority, which in turn has led to the creation of a promising research field with several application areas. As such, the book explores recent developments in the area of deterministic and stochastic hybrid systems using the Lyapunov and Razumikhin–Lyapunov methods to investigate the systems’ properties. It also describes properties such as stability, stabilization, reliable control, H-infinity optimal control, input-to-state stability (ISS)/stabilization, state estimation, and large-scale singularly perturbed systems.
Stochastic Hybrid Systems
Stochastic Hybrid Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Hybrid Systems write by Christos G. Cassandras. This book was released on 2018-10-03. Stochastic Hybrid Systems available in PDF, EPUB and Kindle. Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.
Deterministic and Stochastic Optimal Control
Deterministic and Stochastic Optimal Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Deterministic and Stochastic Optimal Control write by Wendell H. Fleming. This book was released on 2012-12-06. Deterministic and Stochastic Optimal Control available in PDF, EPUB and Kindle. This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
Linear Stochastic Control Systems
Linear Stochastic Control Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Linear Stochastic Control Systems write by Goong Chen. This book was released on 1995-07-12. Linear Stochastic Control Systems available in PDF, EPUB and Kindle. Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.
