An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within the class of generalized controls leading to impulse actions. Applying an approach of time transformation, developed recently for deterministic systems, the original control problem is shown to be equivalent to an opti...

The jump diffusion process has come to play an important role in many branches of science and industry. In their book [25], Øksendal and Sulem have studied the optimal control, optimal stopping and impulse control for jump diffusion processes. In mathematical finance theory, many researchers have developed option pricing theory, for example, Merton [24] was the first to use the jump process to ...

Steer-by-wire is the electrical steering systems on vehicles that are expected with the development of an optimal control system can improve the dynamic performance of the vehicle. This paper aims to optimize the control systems, namely Fuzzy Logic Control (FLC) and the Proportional, Integral and Derivative (PID) control on the vehicle steering system using Imperialist Competitive Algorithm (IC...

In this paper, finding Dynamic Load Carrying Capacity (DLCC) of flexible link manipulators in point to-point motion was formulated as an optimal control problem. The finite element method was employed for modelling and deriving the dynamic equations of the system. The study employed indirect solution of optimal control for system motion planning. Due to offline nature of the method, many diffic...

It is possible to improve vehicle vibration by tuning the parameters of engine mounting system. By optimization of mount characteristics or finding the optimal position of mounts, vibration of the engine and transmitted force from the engine to the chassis can be reduced. This paper examines the optimization of 6-degree-of-freedom engine mounting system based on torque roll axis (TRA) mode deco...

Optimal distribution substation placement is one of the major components of optimal distribution system planning projects. In this paper optimal substation placement problem is solved using Imperialist Competitive Algorithm (ICA) as a new developed heuristic optimization algorithm. This procedure gives the optimal size, site and installation time of medium voltage substation, using their relate...