Article
Control of Linear Plants with State Dependent Coefficients
The theoretical fundamentals for solving the linear quadratic problems may be some times used to design the optimal control actions for the nonlinear systems. The method relying on the Riccati equation with state-dependent coefficients is promising and rapidly developing tools for design of the nonlinear controllers. The set of possible suboptimal solutions is generated by ambiguous representation of the nonlinear system as a linearly structured system with state-depended coefficients and the lack of sufficiently universal algorithms to solve the Riccati equation also having state-depended coefficients. The paper proposed a method to design a guaranteed control for the uncertain nonlinear plant with state-depended parameters. An example of design the controller for an uncertain nonlinear system was presented.
A Relaxation Based Approach to Optimal Control of Hybrid and Switched Systems proposes a unified approach to effective and numerically tractable relaxation schemes for optimal control problems of hybrid and switched systems. The book gives an overview of the existing (conventional and newly developed) relaxation techniques associated with the conventional systems described by ordinary differential equations. Next, it constructs a self-contained relaxation theory for optimal control processes governed by various types (sub-classes) of general hybrid and switched systems. It contains all mathematical tools necessary for an adequate understanding and using of the sophisticated relaxation techniques.
In addition, readers will find many practically oriented optimal control problems related to the new class of dynamic systems. All in all, the book follows engineering and numerical concepts. However, it can also be considered as a mathematical compendium that contains the necessary formal results and important algorithms related to the modern relaxation theory.
The chapter studies a dynamic risk model defined on infinite time interval, where both insurance and per-claim reinsurance policies are chosen by the insurer in order to minimize a functional of the form of variation coefficient under constraints imposed with probability one on insured's and reinsurer's risks. We show that the optimum is achieved at constant policies, the optimal reinsurance is a partial stop loss reinsurance and the optimal insurance is a combination of stop loss and deductible policies. The results are illustrated by a numerical example involving uniformly distributed claim sizes.
Mathematical models of nonlinear systems of a certain class allow them represented as linear systems with nonlinear state feedback. In other words, let make the appropriate coordinate transformation of the original dynamic model. Such a transformation, using Lyapunov functions, a number of studies used to determine the parameters of regulators to ensure the asymptotic stability properties of the nonlinear system, ie guaranteeing bounded trajectories emanating from the initial states of the system. For linear systems, there is a powerful and convenient mathematical apparatus allows the synthesis of optimal controls, but this unit is not applicable or partially applicable for nonlinear systems. Unlike prior work in this paper for nonlinear systems linearizable feedback as in the synthesis of optimal control problems with quadratic performance applied the method based on the use of the Riccati equation with parameters depending on the state.
An optimal control problem is formulated for a class of nonlinear systems for which there exists a coordinate representation (diffeomorphism) transforming the original system into a system with a linear main part and a nonlinear feedback. In this case the coordinate transformation significantly changes the form of original quadratic functional. The penalty matrices become dependent on the system state. The linearity of the structure of the transformed system and the quadratic functional make it possible to pass over from the Hamilton–Jacoby–Bellman equation to the Riccati type equation with state-dependent parameters upon the control synthesis. Note that it is impossible to solve the obtained form of Riccati equation analytically in the general case. It is necessary to approximate the solution; this approximation is realized by numerical methods using symbolic computer packages or interpolation methods. In the latter case, it is possible to obtain the suboptimal control. The presented example illustrates the application of the proposed control method for the feedback linearizable nonlinear system.
Book include abstracts of reports presented at the IX International Conference on Optimization Methods and Applications "Optimization and applications" (OPTIMA-2018) held in Petrovac, Montenegro, October 1 - October 5, 2018.
Proceedings include extended abstracts of reports presented at the III International Conference on Optimization Methods and Applications “Optimization and application” (OPTIMA-2012) held in Costa da Caparica, Portugal, September 23—30, 2012.
The estimation of reachability sets for systems of high dimensions is a challenging issue due to its high computational complexity. For linear systems, an efficient way of calculating such estimates is to find their set-valued approximations provided by ellipsoidal calculus. The present paper deals with various aspects of such approach as applied to systems of high dimensions with unknown but bounded input disturbances. We present an innovative technique based on parallel computation that involves on-line mixing of ellipsoidal tubes found in parallel. This improves robustness of the ellipsoidal estimates. Finally discussed is an implementation of the algorithm intended for supercomputer clusters.
The manual is intended for students of Department of computer engineering MIEM HSE. In the textbook based on the courses "Economics of firm" and "the development strategy of the organization." Discusses the key conceptual and methodological issues of the theory and practice of Economics and development planning of the organization. The use of textbooks will enable students: to analyze key performance indicators, and use the tools of strategic analysis with reference to concrete situations in contemporary Russian and international business. Special attention is paid to the methods and systems of information support of the life support functions of business organizations and management methodology of innovation and investment. An Appendix contains source data for analysis of competition in a particular industry.
The paper provides a number of proposed draft operational guidelines for technology measurement and includes a number of tentative technology definitions to be used for statistical purposes, principles for identification and classification of potentially growing technology areas, suggestions on the survey strategies and indicators. These are the key components of an internationally harmonized framework for collecting and interpreting technology data that would need to be further developed through a broader consultation process. A summary of definitions of technology already available in OECD manuals and the stocktaking results are provided in the Annex section.
Over the last two decades national policy makers drew special attention to the implementation of policy tools which foster international cooperation in the fields of science, technology, and innovation. In this paper, we look at cases of Russian-German collaboration to examine the initiatives of the Russian government aimed at stimulating the innovation activity of domestic corporations and small and medium enterprises. The data derived from the interviews with companies’ leaders show positive effects of bilateral innovative projects on the overall business performance alongside with major barriers hindering international cooperation. To overcome these barriers we provide specific suggestions relevant to the recently developed Russian Innovation Strategy 2020.