Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems PDF Download

Author: M. K. Ghosh
Publisher:
ISBN:
Category :
Languages : en
Pages : 24

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Author: Rajeev Alur
Publisher: Springer Science & Business Media
ISBN: 9783540611554
Category : Computers
Languages : en
Pages : 636

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Book Description
This reference book documents the scientific outcome of the DIMACS/SYCON Workshop on Verification and Control of Hybrid Systems, held at Rutgers University in New Brunswick, NJ, in October 1995. A hybrid system consists of digital devices that interact with analog environments. Computer science contributes expertise on the analog aspects of this emerging field of interdisciplinary research and design. The 48 revised full papers included were strictly refereed; they present the state of the art in this dynamic field with contributions by leading experts. Also available are the predecessor volumes published in the same series as LNCS 999 and LNCS 736.

Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 42

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Book Description
We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault tolerant control systems, flexible manufacturing systems, etc. Under fairly general conditions, we establish the existence of a stable, nonrandomized Markov policy which almost surely minimizes the pathwise long-run average cost. We then study the corresponding Hamilton-Jacobi-Bellman (HJB) equation and establish the existence of a unique solution in a certain class. Using this, we characterize the optimal policy as a minimizing selector of the Hamiltonian associated with the HJB equations. As an example we apply the results to a failure prone manufacturing system and obtain closed form solutions for the optimal policy.

Author: Jay E. Aronson
Publisher: IAP
ISBN: 1607529254
Category : Business & Economics
Languages : en
Pages : 393

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Book Description
Drawn from a conference honoring Gerald L. Thompson, the pioneer of operations research, this volume brings together some of the latest writings of major figures in the field. The volume is divided into four parts: the first part reviews the career and significance of Thompson, the second concentrates on linear and nonlinear optimization, the third looks at network and integer programming, and the fourth provides examples of applications-oriented research in manufacturing. This volume will be an invaluable resource for all scholars and researchers involved in theory and methodology in operations research and management science.

Author: Ari Arapostathis
Publisher: Cambridge University Press
ISBN: 1107079284
Category : Mathematics
Languages : en
Pages : 341

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Book Description
This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic aspects of the problem, notably the asymptotics of empirical measures on one hand, and the analytic aspects leading to a characterization of optimality via the associated Hamilton–Jacobi–Bellman equation on the other, is clearly revealed. The more abstract controlled martingale problem is also presented, in addition to many other related issues and models. Assuming only graduate-level probability and analysis, the authors develop the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.

Author: Mao Xuerong
Publisher: World Scientific
ISBN: 1911299271
Category :
Languages : en
Pages : 428

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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry./a

Author: John Cagnol
Publisher: Springer
ISBN: 0387234675
Category : Technology & Engineering
Languages : en
Pages : 316

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Book Description
System Modeling and Optimization is an indispensable reference for anyone interested in the recent advances in these two disciplines. The book collects, for the first time, selected articles from the 21st and most recent IFIP TC 7 conference in Sophia Antipolis, France. Applied mathematicians and computer scientists can attest to the ever-growing influence of these two subjects. The practical applications of system modeling and optimization can be seen in a number of fields: environmental science, transport and telecommunications, image analysis, free boundary problems, bioscience, and non-cylindrical evolution control, to name just a few. New developments in each of these fields have contributed to a more complex understanding of both system modeling and optimization. Editors John Cagnol and Jean-Paul Zolésio, chairs of the conference, have assembled System Modeling and Optimization to present the most up-to-date developments to professionals and academics alike.

Author: George Yin
Publisher: American Mathematical Soc.
ISBN: 9780821897027
Category : Business & Economics
Languages : en
Pages : 420

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Book Description
In this volume, leading experts in mathematical manufacturing research and related fields review and update recent advances of mathematics in stochastic manufacturing systems and attempt to bridge the gap between theory and applications. The topics covered include scheduling and production planning, modeling of manufacturing systems, hierarchical control for large and complex systems, Markov chains, queueing networks, numerical methods for system approximations, singular perturbed systems, risk-sensitive control, stochastic optimization methods, discrete event systems, and statistical quality control.

Author: Sebastian Engell
Publisher: Elsevier
ISBN: 9780080440941
Category : Science
Languages : en
Pages : 406

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Book Description
Before the Riders came to their remote valley the Yendri led a tranquil pastoral life. When the Riders conquered and enslaved them, only a few escaped to the forests. Rebellion wasn't the Yendri way; they hid, or passively resisted, taking consolation in the prophecies of their spiritual leader. Only one possessed the necessary rage to fight back: Gard the foundling, half-demon, who began a one-man guerrilla war against the Riders. His struggle ended in the loss of the family he loved, and condemnation from his own people. Exiled, he was taken as a slave by powerful mages ruling an underground kingdom. Bitterer and wiser, he found more subtle ways to earn his freedom. This is the story of his rise to power, his vengeance, his unlikely redemption and his maturation into a loving father--as well as a lord and commander of demon armies. Kage Baker, author of the popular and witty fantasy, The Anvil of the World, returns to that magical world for another story of love, adventure, and a fair bit of ironic humor. At the publisher's request, this title is being sold without Digital Rights Management software (DRM) applied.

Author: Christos G. Cassandras
Publisher: CRC Press
ISBN: 1420008544
Category : Technology & Engineering
Languages : en
Pages : 300

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Book Description
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.