Концепция гарантированного управления в задачах управления неопределенными объектами
Quite many engineering problems, problems from ecology, medicine, and social sciences are characterized by the presence of factors bringing uncertainty into the corresponding control systems. Additional difficulties for control action construction arise in the case when the objects are described by nonlinear highorder evolutionary equations. An important subset of these objects consists of the object with interval parametric uncertainty with a given control objective and with a given a given termination time of the transient process. For this objects, one of the possible ways of control action synthesis is the application of the guaranteed control concept. We propose the method of control synthesis for one class of nonlinear uncertain objects with using their robust models having linear structure and the parameters, depending on their state.
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.
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.
Nowadays, production control problems has been widely studied and a lot of valuable approaches have been implemented. Some work addresses the problem of tracking the uncertain demand in case of uncertain production speeds. The uncertainties are described by deterministic inequalities and the performance is analyzed in from of the worst-case scenario. First, simple mathematical models are introduced and the control problem is formulated. In continuous-time, the cumulative output of a manufacturing machine is the integral of the production speed over time. At the same time, the production speed is bounded from below and above, and hence the manufacturing process can be modeled as an integrator with saturated input. Since the cumulative demand (which is the reference signal to track) is a growing function of time, it is natural to consider control policies that involve integration of the mismatch between the current output and current demand. In the simplest consideration it results in models similar to a double integrator closed by saturated linear feedback with an extra input that models disturbances of a different nature. This model is analyzed and particular attention is devoted to the integrator windup phenomenon: lack of global stability of the system solutions that correspond to the same input signal.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.