Search results for: optimal scheduling

Authors: Francys Souza, Alberto Ohashi, Dorival Leao

Abstract:

We present a general solution for finding the ε-optimal controls for non-Markovian stochastic systems as stochastic differential equations driven by Brownian motion, which is a problem recognized as a difficult solution. The contribution appears in the development of mathematical tools to deal with modeling and control of non-Markovian systems, whose applicability in different areas is well known. The methodology used consists to discretize the problem through a random discretization. In this way, we transform an infinite dimensional problem in a finite dimensional, thereafter we use measurable selection arguments, to find a control on an explicit form for the discretized problem. Then, we prove the control found for the discretized problem is a ε-optimal control for the original problem. Our theory provides a concrete description of a rather general class, among the principals, we can highlight financial problems such as portfolio control, hedging, super-hedging, pairs-trading and others. Therefore, our main contribution is the development of a tool to explicitly the ε-optimal control for non-Markovian stochastic systems. The pathwise analysis was made through a random discretization jointly with measurable selection arguments, has provided us with a structure to transform an infinite dimensional problem into a finite dimensional. The theory is applied to stochastic control problems based on path-dependent stochastic differential equations, where both drift and diffusion components are controlled. We are able to explicitly show optimal control with our method.

Keywords: dynamic programming equation, optimal control, stochastic control, stochastic differential equation

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Authors: Henrik Prinzhorn, Peter Nyhuis, Johannes Wagner, Peter Burggräf, Torben Schmitz, Christina Reuter

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Assembling large-scale products, such as airplanes, locomotives, or wind turbines, involves frequent process interruptions induced by e.g. delayed material deliveries or missing availability of resources. This leads to a negative impact on the logistical performance of a producer of xxl-products. In industrial practice, in case of interruptions, the identification, evaluation and eventually the selection of an alternative order of assembly activities (‘assembly alternative’) leads to an enormous challenge, especially if an optimized logistical decision should be reached. Therefore, in this paper, an innovative, optimization model for the identification of assembly alternatives that addresses the given problem is presented. It describes make-to-order, large-scale product assembly processes as a resource constrained project scheduling (RCPS) problem which follows given restrictions in practice. For the evaluation of the assembly alternative, a cost-based definition of the logistical objectives (delivery reliability, inventory, make-span and workload) is presented.

Keywords: assembly scheduling, large-scale products, make-to-order, optimization, rescheduling

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Authors: Deyadeen Ali Alshibani

Abstract:

In the literature, the multi-armed bandit problem as a statistical decision model of an agent trying to optimize his decisions while improving his information at the same time. There are several different algorithms models and their applications on this problem. In this paper, we evaluate the Regret-regression through comparing with Q-learning method. A simulation on determination of optimal treatment regime is presented in detail.

Keywords: optimal, bandit problem, optimization, dynamic programming

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Authors: R. Dariani, S. Schmidt, R. Kasper

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Based on a non-linear single track model which describes the dynamics of vehicle, an optimal path planning strategy is developed. Real time optimization is used to generate reference control values to allow leading the vehicle alongside a calculated lane which is optimal for different objectives such as energy consumption, run time, safety or comfort characteristics. Strict mathematic formulation of the autonomous driving allows taking decision on undefined situation such as lane change or obstacle avoidance. Based on position of the vehicle, lane situation and obstacle position, the optimization problem is reformulated in real-time to avoid the obstacle and any car crash.

Keywords: autonomous driving, obstacle avoidance, optimal control, path planning

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Authors: Balamurali Gunji, B. B. V. L. Deepak, B. B. Biswal, Amrutha Rout, Golak Bihari Mohanta

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Robots play an important role in the operations like pick and place, assembly, spot welding and much more in manufacturing industries. Out of those, assembly is a very important process in manufacturing, where 20% of manufacturing cost is wholly occupied by the assembly process. To do the assembly task effectively, Assembly Sequences Planning (ASP) is required. ASP is one of the multi-objective non-deterministic optimization problems, achieving the optimal assembly sequence involves huge search space and highly complex in nature. Many researchers have followed different algorithms to solve ASP problem, which they have several limitations like the local optimal solution, huge search space, and execution time is more, complexity in applying the algorithm, etc. By keeping the above limitations in mind, in this paper, a new automated optimal robotic assembly sequence planning using Artificial Bee Colony (ABC) Algorithm is proposed. In this algorithm, automatic extraction of assembly predicates is done using Computer Aided Design (CAD) interface instead of extracting the assembly predicates manually. Due to this, the time of extraction of assembly predicates to obtain the feasible assembly sequence is reduced. The fitness evaluation of the obtained feasible sequence is carried out using ABC algorithm to generate the optimal assembly sequence. The proposed methodology is applied to different industrial products and compared the results with past literature.

Keywords: assembly sequence planning, CAD, artificial Bee colony algorithm, assembly predicates

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Authors: Peter A. L’vov, Roman S. Konovalov, Alexey A. L’vov

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The paper presents the advanced digital modification of the conventional current loop circuit for pressure piezoelectric transducers. The optimal DSP algorithms of current loop responses by the maximum likelihood method are applied for diminishing of measurement errors. The loop circuit has some additional advantages such as the possibility to operate with any type of resistance or reactance sensors, and a considerable increase in accuracy and quality of measurements to be compared with AC bridges. The results obtained are dedicated to replace high-accuracy and expensive measuring bridges with current loop circuits.

Keywords: current loop, maximum likelihood method, optimal digital signal processing, precise pressure measurement

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Authors: Abasali Amini, Alireza Mirbagheri, Amir Homayoun Jafari

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In this paper, a new structure for teleoperation systems with time varying delay has been modeled and proposed. A random time varying the delay of up to 150 msec is simulated in teleoperation channel of both masters to slave and vice versa. The system stability and transparency have been investigated, comparing the result of a PID controller and an optimal controller on each master and slave sub-systems separately. The controllers have been designed in slave subsystem for reducing position errors between master and slave, and another controller has been designed in the master subsystem to establish stability, transparency and force tracking. Results have been compared together. The results showed PID controller is appropriate in position tracking, but force response oscillates in contact with the environment. We showed the optimal control established position tracking properly. Also, force tracking is achieved in this controller appropriately.

Keywords: optimal control, time varying delay, teleoperation systems, stability and transparency

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Authors: Tripatjot S. Panag, J. S. Dhillon

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The lifetime of a wireless sensor network can be effectively increased by using scheduling operations. Once the sensors are randomly deployed, the task at hand is to find the largest number of disjoint sets of sensors such that every sensor set provides complete coverage of the target area. At any instant, only one of these disjoint sets is switched on, while all other are switched off. This paper proposes a heuristic search method to find the maximum number of disjoint sets that completely cover the region. A population of randomly initialized members is made to explore the solution space. A set of heuristics has been applied to guide the members to a possible solution in their neighborhood. The heuristics escalate the convergence of the algorithm. The best solution explored by the population is recorded and is continuously updated. The proposed algorithm has been tested for applications which require sensing of multiple target points, referred to as point coverage applications. Results show that the proposed algorithm outclasses the existing algorithms. It always finds the optimum solution, and that too by making fewer number of fitness function evaluations than the existing approaches.

Keywords: coverage, disjoint sets, heuristic, lifetime, scheduling, Wireless sensor networks, WSN

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Authors: Issam Alnader, Aboubaker Lasebae, Rand Raheem

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Wireless sensor networks (WSNs) are distributed network systems used in a wide range of applications, including safety-critical systems. The latter provide critical services, often concerned with human life or assets. Therefore, ensuring the dependability requirements of Safety critical systems is of paramount importance. The purpose of this paper is to utilize the Hidden Markov Model (HMM) to elongate the service availability of WSNs by increasing the time it takes a node to become obsolete via optimal load balancing. We propose an HMM algorithm that, given a WSN, analyses and predicts undesirable situations, notably, nodes dying unexpectedly or prematurely. We apply this technique to improve on C. Lius’ algorithm, a scheduling-based algorithm which has served to improve the lifetime of WSNs. Our experiments show that our HMM technique improves the lifetime of the network, achieved by detecting nodes that die early and rebalancing their load. Our technique can also be used for diagnosis and provide maintenance warnings to WSN system administrators. Finally, our technique can be used to improve algorithms other than C. Liu’s.

Keywords: wireless sensor networks, IoT, dependability of safety WSNs, energy conservation, sleep awake schedule

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Authors: Yuanhao Gao, Ping Lin, Kees Weijer

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An optimal control system model is proposed for the cell flow in the process of chick embryo gastrulation in this paper. The target is to determine the cellular interaction forces which are hard to measure. This paper will take an approach to investigate the forces with the idea of the inverse problem. By choosing the forces as the control variable and regarding the cell flow as Stokes fluid, an objective functional will be established to match the numerical result of cell velocity with the experimental data. So that the forces could be determined by minimizing the objective functional. The Lagrange multiplier method is utilized to derive the state and adjoint equations consisting the optimal control system, which specifies the first-order necessary conditions. Finite element method is used to discretize and approximate equations. A conjugate gradient algorithm is given for solving the minimum solution of the system and determine the forces.

Keywords: optimal control model, Stokes equation, conjugate gradient method, finite element method, chick embryo gastrulation

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Authors: M. M. Othman, Walid El-Khattam, Y. G. Hegazy, A. Y. Abdelaziz

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This paper presents a method for finding the optimal location and capacity of dispatchable DGs connected to the distribution feeders for optimal planning for a specified power loss without violating the system practical constraints. The distributed generation units in the proposed algorithm is modeled as voltage controlled node with the flexibility to be converted to constant power node in case of reactive power limit violation. The proposed algorithm is implemented in MATLAB and tested on the IEEE 37-nodes feeder. The results that are validated by comparing it with results obtained from other competing methods show the effectiveness, accuracy and speed of the proposed method.

Keywords: distributed generators, firefly technique, optimization, power loss

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Authors: Moulana Mohammed

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Topic models are widely used in building clusters of documents for more than a decade, yet problems occurring in choosing optimal number of topics. The main problem is the lack of a stable metric of the quality of topics obtained during the construction of topic models. The authors analyzed from previous works, most of the models used in determining the number of topics are non-parametric and quality of topics determined by using perplexity and coherence measures and concluded that they are not applicable in solving this problem. In this paper, we used the parametric method, which is an extension of the traditional topic model with visual access tendency for visualization of the number of topics (clusters) to complement clustering and to choose optimal number of topics based on results of cluster validity indices. Developed hybrid topic models are demonstrated with different Twitter datasets on various topics in obtaining the optimal number of topics and in measuring the quality of clusters. The experimental results showed that the Visual Non-negative Matrix Factorization (VNMF) topic model performs well in determining the optimal number of topics with interactive visualization and in performance measure of the quality of clusters with validity indices.

Keywords: interactive visualization, visual mon-negative matrix factorization model, optimal number of topics, cluster validity indices, Twitter data clustering

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Authors: Taejung Lho, Jonghwan Lee

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Most of the photovoltaic (PV) module manufacturers have recently interested in reducing the manufacturing cost. One of available solution is the use of the thin photovoltaic cell because of reducing of raw material cost. Thin PV cells, however, are damaged large deformation which causes possible microcracks inside PV cell, leading to failure problem. In this paper, deformation characteristics by heat conduction in soldering process of PV cells are analyzed through ANSYS software tool. They have been tested for different PV cell thickness and soldering temperature profile. Accordingly optimal soldering process to minimize the deformation of PV cell has been suggested.

Keywords: photovoltaic (PV) cell, infrared(IR) lamp soldering, optimal soldering temperature profile, deformation, temperature distribution, 3D scanner, ANSYS

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Authors: Hai Quang Hong Dam, Hai Ho, Minh Hoang Le Ngo

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This paper investigates the problem of blind speech separation from the speech mixture of two speakers. A voice activity detector employing the Steered Response Power - Phase Transform (SRP-PHAT) is presented for detecting the activity information of speech sources and then the desired speech signals are extracted from the speech mixture by using an optimal beamformer. For evaluation, the algorithm effectiveness, a simulation using real speech recordings had been performed in a double-talk situation where two speakers are active all the time. Evaluations show that the proposed blind speech separation algorithm offers a good interference suppression level whilst maintaining a low distortion level of the desired signal.

Keywords: blind speech separation, voice activity detector, SRP-PHAT, optimal beamformer

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Authors: M. Wendeker, K. Siadkowska, P. Magryta, Z. Czyz, K. Skiba

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In the paper environmental impact analysis the optimal Diesel engine for a light helicopter was performed. The paper consist an answer to the question of what the optimal Diesel engine for a light helicopter is, taking into consideration its expected performance and design capacity. The use of turbocharged engine with self-ignition and an electronic control system can substantially reduce the negative impact on the environment by decreasing toxic substance emission, fuel consumption and therefore carbon dioxide emission. In order to establish the environmental benefits of the diesel engine technologies, mathematical models were created, providing additional insight on the environmental impact and performance of a classic turboshaft and an advanced diesel engine light helicopter, incorporating technology developments.

Keywords: diesel engine, helicopter, simulation, environmental impact

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Authors: Vijay Shankar

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In the era of water scarcity, effective use of water via irrigation requires good methods for determining crop water needs. Implementation of irrigation scheduling programs requires an accurate estimate of water use by the crop. Moisture depletion from the root zone represents the consequent crop evapotranspiration (ET). A numerical model for simulating soil water depletion in the root zone has been developed by taking into consideration soil physical properties, crop and climatic parameters. The governing differential equation for unsaturated flow of water in the soil is solved numerically using the fully implicit finite difference technique. The water uptake by plants is simulated by using three different sink functions. The non-linear model predictions are in good agreement with field data and thus it is possible to schedule irrigations more effectively. The present paper describes irrigation scheduling based on moisture depletion from the different layers of the root zone, obtained using different sink functions for three cash, oil and forage crops: cotton, safflower and barley, respectively. The soil is considered at a moisture level equal to field capacity prior to planting. Two soil moisture regimes are then imposed for irrigated treatment, one wherein irrigation is applied whenever soil moisture content is reduced to 50% of available soil water; and other wherein irrigation is applied whenever soil moisture content is reduced to 75% of available soil water. For both the soil moisture regimes it has been found that the model incorporating a non-linear sink function which provides best agreement of computed root zone moisture depletion with field data, is most effective in scheduling irrigations. Simulation runs with this moisture uptake function result in saving 27.3 to 45.5% & 18.7 to 37.5%, 12.5 to 25% % &16.7 to 33.3% and 16.7 to 33.3% & 20 to 40% irrigation water for cotton, safflower and barley respectively, under 50 & 75% moisture depletion regimes over other moisture uptake functions considered in the study. Simulation developed can be used for an optimized irrigation planning for different crops, choosing a suitable soil moisture regime depending upon the irrigation water availability and crop requirements.

Keywords: irrigation water, evapotranspiration, root uptake models, water scarcity

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Authors: Mohan L. Jayatiake, Judd Storrs, Jing-Huei Lee

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The optimal MRI resolution relies on a homogeneous magnetic field. However, local susceptibility variations can lead to field inhomogeneities that cause artifacts such as image distortion and signal loss. The effects of local susceptibility variation notoriously increase with magnetic field strength. Active shimming improves homogeneity by applying corrective fields generated from shim coils, but requires calculation of optimal current for each shim coil. FASTMAP (fast automatic shimming technique by mapping along projections) is an effective technique for finding optimal currents works well at high-field, but is restricted to shimming spherical regions of interest. The 3D gradient-echo pulse sequence was modified to reduce sensitivity to eddy currents and used to obtain susceptibility field maps at 4T. Measured fields were projected onto first-and second-order spherical harmonic functions corresponding to shim hardware. A spherical phantom was used to calibrate the shim currents. Susceptibility maps of a volunteer’s brain with and without FASTMAP shimming were obtained. Simulations indicate that optimal shim currents derived from the field map may provide better overall shimming of the human brain.

Keywords: shimming, high-field, active, passive

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization

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Authors: Lei Zhao, Zhe Yuan, Wenyue Kuang

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This paper studies two-warehouse inventory models for a deteriorating item considering that the demand is influenced by inventory levels. The problem mainly focuses on the optimal order policy and the optimal order cycle with inventory-level-dependent demand in two-warehouse system for retailers. It considers the different deterioration rates and the inventory holding costs in owned warehouse (OW) and rented warehouse (RW), and the conditions of transportation cost, allowed shortage and partial backlogging. Two inventory models are formulated: last-in first-out (LIFO) model and first-in-first-out (FIFO) model based on the policy choices of LIFO and FIFO, and a comparative analysis of LIFO model and FIFO model is made. The study finds that the FIFO policy is more in line with realistic operating conditions. Especially when the inventory holding cost of OW is high, and there is no difference or big difference between deterioration rates of OW and RW, the FIFO policy has better applicability. Meanwhile, this paper considers the differences between the effects of warehouse and shelf inventory levels on demand, and then builds retailers’ inventory decision model and studies the factors of the optimal order quantity, the optimal order cycle and the average inventory cost per unit time. To minimize the average total cost, the optimal dispatching policies are provided for retailers’ decisions.

Keywords: FIFO model, inventory-level-dependent, LIFO model, two-warehouse inventory

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Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

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The Markov Decision Process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, dynamic programming, Monte Carlo simulation, periodic replacement, Weibull distribution

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Authors: El Hassene Osmani, Mounir Haddou, Naceurdine Bensalem

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In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely, the obstacle problem. We present a relaxed formulation for the problem using smoothing functions. Since we adopt a numerical point of view, we first relax the feasible domain of the problem, then using both mathematical programming methods and penalization methods, we get optimality conditions with smooth Lagrange multipliers. Some numerical experiments using IPOPT algorithm (Interior Point Optimizer) are presented to verify the efficiency of our approach.

Keywords: complementarity problem, IPOPT, Lagrange multipliers, mathematical programming, optimal control, smoothing methods, variationally inequalities

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Authors: Leila Jafari, Viliam Makis

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In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand

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Authors: Walid Moudani

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The Crew Reserve Assignment Problem (CRAP) considers the assignment of the crew members to a set of reserve activities covering all the scheduled flights in order to ensure a continuous plan so that operations costs are minimized while its solution must meet hard constraints resulting from the safety regulations of Civil Aviation as well as from the airlines internal agreements. The problem considered in this study is of highest interest for airlines and may have important consequences on the service quality and on the economic return of the operations. In this communication, a new mathematical formulation for the CRAP is proposed which takes into account the regulations and the internal agreements. While current solutions make use of Artificial Intelligence techniques run on main frame computers, a low cost approach is proposed to provide on-line efficient solutions to face perturbed operating conditions. The proposed solution method uses a dynamic programming approach for the duties scheduling problem and when applied to the case of a medium airline while providing efficient solutions, shows good potential acceptability by the operations staff. This optimization scheme can then be considered as the core of an on-line Decision Support System for crew reserve assignment operations management.

Keywords: airlines operations management, combinatorial optimization, dynamic programming, crew scheduling

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Authors: Thomas Roche, Erica Wilson, Elizabeth Goode

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Universities across the globe are considering how to effect meaningful change in their higher education (HE) delivery in the face of increasingly diverse student cohorts and shifting student learning preferences. This paper reports on a descriptive case study of whole-of-institution curriculum reform at one regional Australian university, where more traditional 13-week semesters were replaced with a 6-week immersive block model drawing on active learning pedagogy. Based on a synthesis of literature in best practice HE pedagogy and principles, the case study draws on student performance data and senior management staff interviews (N = 5) to outline the key changes necessary for successful HE transformation to deliver increased student pass rates and retention. The findings from this case study indicate that an institutional transformation to an immersive block model requires both a considered change in institutional policy and process as well as the appropriate resourcing of roles, governance committees, technical solutions, and, importantly, communities of practice. Implications for practice at higher education institutions considering reforming their curriculum model are also discussed.

Keywords: student retention, immersive scheduling, block model, curriculum reform, active learning, higher education pedagogy, higher education policy

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Authors: Ahmed Ouammi

Abstract:

This paper presents an integrated decision framework to support decision makers in the selection and optimal allocation of wind power plants in the electric grid. The developed approach intends to maximize the benefice related to the project investment during the planning period. The proposed decision model considers the main cost components, meteorological data, environmental impacts, operation and regulation constraints, and territorial information. The decision framework is expressed as a stochastic constrained optimization problem with the aim to identify the suitable locations and related optimal wind turbine technology considering the operational constraints and maximizing the benefice. The developed decision support system is applied to a case study to demonstrate and validate its performance.

Keywords: decision support systems, electric power grid, optimization, wind energy

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Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller

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In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.

Keywords: trajectory planning, direct method, indirect method, highly automated driving

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Authors: Mohamed Anouar Razgallah

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This paper examines in the context of a one-period model the impact of background risk on the optimal secondary prevention. We conduct our study based on various configurations of the background risk. We intend to show that in most cases the level of secondary prevention effort varied after the introduction of background risk, however, in very few cases this level remains constant.

Keywords: secondary prevention, primary prevention, background risk, ecomomics

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Authors: Mohamed I. Mahrous, Mohamed G. Ashmawy

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Hybrid genetic algorithm (HGA) is proposed in this paper to determine the economic scheduling of electric power generation over a fixed time period under various system and operational constraints. The proposed technique can outperform conventional genetic algorithms (CGAs) in the sense that HGA make it possible to improve both the quality of the solution and reduce the computing expenses. In contrast, any carefully designed GA is only able to balance the exploration and the exploitation of the search effort, which means that an increase in the accuracy of a solution can only occure at the sacrifice of convergent speed, and vice visa. It is unlikely that both of them can be improved simultaneously. The proposed hybrid scheme is developed in such a way that a simple GA is acting as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method (pattern search technique) is next employed to do the fine tuning. The aim of the strategy is to achieve the cost reduction within a reasonable computing time. The effectiveness of the proposed hybrid technique is verified on two real public electricity supply systems with 13 and 40 generator units respectively. The simulation results obtained with the HGA for the two real systems are very encouraging with regard to the computational expenses and the cost reduction of power generation.

Keywords: genetic algorithms, economic dispatch, pattern search

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Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo

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Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.

Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation

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Authors: Yuanhao Gao, Pin Lin, Kees Weijer

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In this paper, we will determine the external body force distribution with analysis of stokes fluid motion using mathematical modelling and numerical approaching. The body force distribution is regarded as the unknown variable and could be determined by the idea of optimal control theory. The Stokes flow motion and its velocity are generated by given forces in a unit square domain. A regularized objective functional is built to match the numerical result of flow velocity with the generated velocity data. So that the force distribution could be determined by minimizing the value of objective functional, which is also the difference between the numerical and experimental velocity. Then after utilizing the Lagrange multiplier method, some partial differential equations are formulated consisting the optimal control system to solve. Finite element method and conjugate gradient method are used to discretize equations and deduce the iterative expression of target body force to compute the velocity numerically and body force distribution. Programming environment FreeFEM++ supports the implementation of this model.

Keywords: optimal control model, Stokes equation, finite element method, conjugate gradient method

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