Hierarchical feedback controls in two-machine flowshops

We consider a finite-horizon continuous-time optimal control problem with nonlinear dynamics, an integral cost, control constraints and a time-varying parameter which represents perturbations or uncertainty. After time-discretization of the problem we employ a Model Predictive Control (MPC) algorithm with a shrinking horizon, which uses a "prediction"/forecast for the uncertain parameter and (possibly inexact) measurements of the state vector, and generates a piecewise constant control signal by solving auxiliary open-loop control problems. In our main result we derive an estimate of the difference between the MPC-generated control and the optimal feedback control, both obtained for the same value of the perturbation parameter, in terms of the step-size of the discretization and the measurement error. We also give an estimate for a norm of the difference between the MPC-generated control and the optimal open-loop control in the problem with the "true" value of the uncertain parameter, depending on the prediction error.

Optimal Control of Stochastic Systems

This paper proposes a solution method for the discrete-time long-term dynamic portfolio optimization problem with state and asset allocation constraints. We use the ideas of Model Predictive Control (MPC) to solve the constrained stochastic control problem. MPC is a solution technique which was developed to solve constrained optimal control problems for deterministic control applications. MPC solves the optimal control problem with a receding horizon where a series of consecutive open-loop optimal control problems is solved. The aim of this paper is to develop an MPC approach to the problem of long-term portfolio optimization when the expected returns of the risky assets are modeled using a factor model based on stochastic Gaussian processes. We prove that MPC is a suboptimal control strategy for stochastic systems which uses the new information advantageously and thus is better than the pure optimal open-loop control. For the open-loop optimal control optimization, we derive the conditional portfolio distribution and the corresponding conditional portfolio mean and variance. The mean and the variance depend on future decision about the asset allocation. For the dynamic portfolio optimization problem, we consider constraints on the asset allocation as well as probabilistic constraints on the attainable values of the portfolio wealth. We discuss two different objectives, a classical mean–variance objective and the objective to maximize the probability of exceeding a predetermined value of the portfolio. The dynamic portfolio optimization problem is stated, and the solution via MPC is explained in detail. The results are then illustrated in a case study.

Optimal capacity planning and optimal production control are both very important to the improvement of the performance of a manufacturing system. However, in existing research and practice, the two problems are usually studied separately, although they actually depend on each other. In this paper, we investigate the problem of integrated capacity planning and production control of a multiple-parallel machine and single-part-type manufacturing system, in which every machine has the same maximum production rate, failure rate and repair rate, so that better performances on both sides can be obtained. To solve this problem, firstly, we develop the method of computing the probability distribution of the state variables for a parallel-machine system under the hedging point policy. Based on that, the average production cost for inventory holding and demand backlog are evaluated. A derivative-based analytical method of optimizing the hedging point is proposed to minimize the production cost, and a binary search algorithm is employed to optimize the production capacity. Finally, numerical experiments are conducted to verify the feasibility of this method, and the effectiveness of this algorithm.

A EROSPACE engineering applications greatly stimulated the development of optimal control theory during the 1950s and 1960s, where the objective was to drive the system states in such a way that some defined cost was minimized. This turned out to have very useful applications in the design of regulators (where some steady state is to be maintained) and in tracking control strategies (where some predetermined state trajectory is to be followed). Among such applications was the problem of optimal flight trajectories for aircraft and space vehicles. Linear optimal control theory in particular has been very well documented and widely applied, where the plant that is controlled is assumed linear and the feedback controller is constrained to be linear with respect to its input. However, the availability of powerful low-cost microprocessors has spurred great advantages in the theory and applications of nonlinear control. The competitive era of rapid technological change, particularly in aerospace exploration, now demands stringent accuracy and cost requirements in nonlinear control systems. This has motivated the rapid development of nonlinear control theory for application to challenging, complex, dynamical real-world problems, particularly those that bear major practical significance in aerospace, marine, and defense industries. Infinite-time horizon nonlinear optimal control (ITHNOC) presents a viable option for synthesizing stabilizing controllers for nonlinear systems by making a state-input tradeoff, where the objective is to minimize the cost given by a performance index. The original theory of nonlinear optimal control dates from the 1960s. Various theoretical and practical aspects of the problem have been addressed in the literature over the decades since. In particular, the continuous-time nonlinear deterministic optimal control problem associated with autonomous (time-invariant) nonlinear regulator systems that are affine (linear) in the controls has been studied by many authors. The long-established theory of optimal control offers quite mature and well-documented techniques for solving this control-affine nonlinear optimization problem, based on dynamic programming or calculus of variations, but their application is generally a very tedious task. Bellman’s dynamic programming approach reduces to solving a nonlinear first-order partial differential equation (PDE), expressed by the Hamilton–Jacobi–Bellman (HJB) equation. The solution to the HJB equation gives the optimal performance/cost value (or storage) function and determines an optimal control in feedback form under some smoothness assumptions. Alternatively, in the classical calculus of variations, optimal control problems can be characterized locally in terms of the Hamiltonian dynamics arising from Pontryagin’s minimum principle. These are the characteristic equations of the HJB PDE, which result in a nonlinear, constrained two-point boundary value problem (TPBVP) that, in general, can only be solved by successive approximation of the optimal control input using iterative numerical techniques for each set of initial conditions. Numerically, even though the nonlinear TPBVP is somewhat easier to solve than the HJBPDE, control signals can only be determined offline and are thus best suited for feedforward control of plants for which the state trajectories are known a priori. Therefore, contrary to the dynamic programming approach, the resultant control law is not generally in feedback form. Open-loop control, however, is sensitive to random disturbances and requires that the initial state be on the optimal trajectory. In contrast, nonlinear optimal feedback has inherent robustness properties (inherent in the sense that it is obtained by ignoring uncertainty and disturbances). The potential difficulty with the HJB approach is that no efficient algorithm is available to solve the PDE when it is nonlinear and the problem dimension is high, making it impossible to derive exact expressions for optimal controls for most nontrivial problems of interest. The optimal can only be computed in special cases, such as linear dynamics and quadratic cost, or very low-dimensional systems. In particular, if the plant is linear time invariant (LTI) and the (infinite-time) performance index is quadratic, then the corresponding HJB equation for this infamous linear-quadratic regulator (LQR) problem reduces to an algebraic Riccati equation (ARE). Contrary to the well-developed and widely applied theory and computational tools for theRiccati equation (for example, see [1]), theHJB equation is difficult, if not impossible, to solve for most practical applications. The exact solution for the optimal control policies is very complex

Reduction of energy consumption has attracted much attention of the researchers and practitioners in the field of sustainable manufacturing. However, the issue of integrated optimal production and energy control for sustainable manufacturing systems has not yet been investigated sufficiently. In this paper, we study such a problem for a single machine and single product-type manufacturing system, with the objective of minimizing the sum of production cost and energy consumption cost. To solve this problem, a Markov decision process model is developed, based on which, we obtain the integrated optimal production and energy control policy by the policy iteration method. Furthermore, we reveal the structural characteristics of optimal control policy and analyze the influence of system parameters on it by comparing different cases.

Stochastic dynamic programming has been. extensively used in the optimization of long term hydrothermal scheduling problems due to its ability to cope with the nonlinear and stochastic characteristics of such problems, and the fact that it provides a closed-loop feedback control policy. Its computational requirements, however, tend to be heavy even for systems with a small number of hydroplants, requiring some sort of modeling manipulation in order to be able to handle real systems. An alternative to closed-loop optimization is an approach that combines a deterministic optimization model with an inflow forecasting model in a partial open-loop feedback control framework. At each stage in this control policy, a forecast of the inflows during the period of planning is made, and an operational decision for the following stage is obtained by a deterministic optimization model. The present paper compares such closed-loop and partial open-loop feedback control policies in long term hydrothermal scheduling, using a single hydroplant system as a case study to focus the comparison on the feedback control performance. The comparison is made by simulation using data from historical and synthetical inflow sequences in the consideration of three different Brazilian hydroplants located in different river basins. Results have demonstrated that the performance of the partial open-loop feedback control policy is similar to that of the closed-loop control policy, and is even superior in dry streamflow periods.

A stochastic minimax optimal time-delay state feedback control strategy for uncertain quasi-integrable Hamiltonian systems is proposed. First, a stochastic optimal state feedback control problem of uncertain quasi-integrable Hamiltonian system with time delay in feedback control subjected to Gaussian white noise is formulated. Then, the time-delayed state feedback control forces are approximated by the control forces without time delay and the original problem is converted into a stochastic optimal state feedback control problem of an uncertain system without time delay. After that, by following a procedure based on the stochastic averaging method and stochastic differential game, the worst-case disturbances and the optimal controls are obtained from solving a Hamiltonian–Jacobi–Isaacs (HJI) equation. As an example, the stochastic minimax optimal state feedback control of a Duffing oscillator with parametric disturbances and time-delayed feedback control is worked out in detail to illustrate the procedure and effectiveness of the proposed control strategy.

We study parametric optimal control problems governed by a system of time-dependent partial differential equations (PDE) and subject to additional control and state constraints. An approach is presented to compute the optimal control functions and the so-called sensitivity differentials of the optimal solution with respect to perturbations. This information plays an important role in the analysis of optimal solutions as well as in real-time optimal control. The method of lines is used to transform the perturbed PDE system into a large system of ordinary differential equations. A subsequent discretization then transcribes parametric ODE optimal control problems into perturbed nonlinear programming problems (NLP), which can be solved efficiently by SQP methods. Second-order sufficient conditions can be checked numerically and we propose to apply an NLP-based approach for the robust computation of the sensitivity differentials of the optimal solutions with respect to the perturbation parameters. The numerical method is illustrated by the optimal control and sensitivity analysis of the Burgers equation.

Focusing on the ordinal scheduling problem on a parallel machine system, we discuss the background of ordinal scheduling and the motivation of ordinal algorithms. In addition, for the ordinal scheduling problem on identical parallel machines with the objective to maximize the minimum machine load, we then give two asymptotically optimal algorithm classes which have worst-case ratios very close to the upper bound of the problem for any given m. These results greatly improve the results proposed by He Yong and Tan Zhiyi in 2002.

Hierarchical optimal force-position control of complex manufacturing processes

Theoretical methods based on Pontryagin's maximum principle and Bellman's dynamic programming exist for determining optimal controls for nonlinear dynamical systems with state and control constraints. However, these methods only yield control inputs as functions of time (i.e., open loop controls). In practical applications, where robust feedback controllers are preferred, such solutions cannot be directly used. In this paper we propose methods for circumventing the above difficulties, and indicate how neural networks, trained off-line, may find application in the future in the design of online controllers for complex systems.

Control of sexually transmitted infections (STIs) poses important challenges to public health authorities. Obstacles for STIs' control include low priority in public health programs and disease transmission mechanisms. This work uses a compartmental pair model to explore different public health strategies on the evolution of STIs. Optimal control and feedback control are used to model realistic strategies for reducing the prevalence of these infections. Feedback control is proposed to model the reaction of public health authorities relative to an alert level. Optimal control is used to model the optimization of available resources for implementing strategies. Numerical simulations are performed using trichomoniasis, gonorrhea, chlamydia and human papillomavirus (HPV) as study cases. HPV is non-curable, and it is analyzed only under transmission control such as condom promotion campaigns. Trichomoniasis, gonorrhea and chlamydia are curable STIs that are modeled here additionally under treatment control. Increased cost-effectiveness ratio is employed as a criterion to measure control strategies performance. The features and drawbacks of control strategies under the pair formation process are discussed.

Advances in exercise, physical activity, and diabetes mellitus.

Part I of the thesis investigates novel urban traffic state estimation methods utilizing probe vehicle data. Chapter 2 proposes a method to integrate the collective effect of dispersed probe data with traffic kinematic wave theory and data mining techniques to model the spatial and temporal dynamics of queue formation and dissipation in arterials. The queue estimation method captures interdependencies in queue evolutions of successive intersections, and moreover, the method is applicable in oversaturated conditions and includes a queue spillover statistical inference procedure. Chapter 3 develops a travel time reliability model to estimate arterial route travel times distribution (TTD) considering spatial and temporal correlations between traffic states in consecutive links. The model uses link-level travel time data and a heuristic grid clustering method to estimate the state structure and transition probabilities of a Markov chain. By applying the Markov chain procedure, the correlation between states of successive links is integrated and the route-level TTD is estimated. The methods in Part I are tested with various probe vehicle penetration rates on case studies with field measurements and simulated data. The methods are straightforward in implementation and have demonstrated promising performance and accuracy through numerous experiments. Part II studies network-level modeling and control of large-scale urban networks. Chapter 4 is the pioneer that introduces the urban perimeter control for two-region urban cities as an elegant control strategy to decrease delays in urban networks. Perimeter controllers operate on the border between the two regions, and manipulate the percentages of transfer flows between the two regions, such that the number of trips reaching their destinations is maximized. The optimal perimeter control problem is solved by the model predictive control (MPC) scheme, where the prediction model and the plant (reality) are formulated by macroscopic fundamental diagrams (MFD). Chapter 5 extends the perimeter control strategy and MFD modeling to mixed urban-freeway networks to provide a holistic approach for large-scale integrated corridor management (ICM). The network consists of two urban regions, each one with a well-defined MFD, and a freeway, modeled by the asymmetric cell transmission model, that is an alternative commuting route which has one on-ramp and one off-ramp within each urban region. The optimal traffic control problem is solved by the MPC approach to minimize total delay in the entire network considering several control policies with different levels of urban-freeway control coordination. Chapter 6 integrates traffic heterogeneity dynamics in large-scale urban modeling and control to develop a hierarchical control strategy for heterogeneously congested cities. Two aggregated models, region- and subregion-based MFDs, are introduced to study the effect of link density heterogeneity on the scatter and hysteresis of MFD. A hierarchical perimeter flow control problem is proposed to minimize the network delay and to homogenize the distribution of congestion. The first level of the hierarchical control problem is solved by the MPC approach, where the prediction model is the aggregated parsimonious region-based MFD and the plant is the subregion-based MFD, which is a more detailed model. At the lower level, a feedback controller tries to maximize the network outflow, by increasing regional homogeneity.