Trading performance for state constraint feasibility in stochastic constrained control: A randomized approach
نویسندگان
چکیده
منابع مشابه
State-Constrained Stochastic Optimal Control Problems via Reachability Approach
This paper deals with a class of stochastic optimal control problems (SOCP) in presence of state-constraints. It is well-known that for such problems the value function is, in general, discontinuous and its characterization by a Hamilton-Jacobi equation requires additional assumptions involving an interplay between the boundary of the set of constraints and the dynamics of the controlled system...
متن کاملThe Exact Solution of Min-Time Optimal Control Problem in Constrained LTI Systems: A State Transition Matrix Approach
In this paper, the min-time optimal control problem is mainly investigated in the linear time invariant (LTI) continuous-time control system with a constrained input. A high order dynamical LTI system is firstly considered for this purpose. Then the Pontryagin principle and some necessary optimality conditions have been simultaneously used to solve the optimal control problem. These optimality ...
متن کاملDesign of control systems for performance : a constraint mapping approach
Simple s-plane maps are used to graphically reveal interactions of performance requirements and constraints thus providing a control system designer insight into performance trade-offs. Two well-known but powerful ideas underlie this approach: (a) the characteristic equation of an n^-order system can be fully described by the specification of n variables and (b) any dynamic performance requirem...
متن کاملState constrained reachability for stochastic hybrid systems
The stochastic hybrid systems constitute well established classes of realistic models of hybrid discrete/continuous dynamics subject to random perturbations, autonomous uncontrollable transitions, nondeterminism or uncertainty. Stochastic reachability analysis is a key factor in the verification and deployment of stochastic hybrid systems. The encouraging recent progress prompts us to refine th...
متن کاملA Constraint Integer Programming Approach for Resource-Constrained Project Scheduling
We propose a hybrid approach for solving the resource-constrained project scheduling problem which is an extremely hard to solve combinatorial optimization problem of practical relevance. Jobs have to be scheduled on (renewable) resources subject to precedence constraints such that the resource capacities are never exceeded and the latest completion time of all jobs is minimized. The problem ha...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Franklin Institute
سال: 2017
ISSN: 0016-0032
DOI: 10.1016/j.jfranklin.2016.10.019