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Rapid optimal control law generation: an MoE based method
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作者 ZHANG Tengfei SU Hua +2 位作者 GONG Chunlin YANG Sizhi BAI Shaobo 《Journal of Systems Engineering and Electronics》 2025年第1期280-291,共12页
To better complete various missions, it is necessary to plan an optimal trajectory or provide the optimal control law for the multirole missile according to the actual situation, including launch conditions and target... To better complete various missions, it is necessary to plan an optimal trajectory or provide the optimal control law for the multirole missile according to the actual situation, including launch conditions and target location. Since trajectory optimization struggles to meet real-time requirements, the emergence of data-based generation methods has become a significant focus in contemporary research. However, due to the large differences in the characteristics of the optimal control laws caused by the diversity of tasks, it is difficult to achieve good prediction results by modeling all data with one single model.Therefore, the modeling idea of the mixture of experts(MoE) is adopted. Firstly, the K-means clustering algorithm is used to partition the sample data set, and the corresponding neural network classification model is established as the gate switch of MoE. Then, the expert models, i.e., the mappings from the generation conditions to the optimal control law represented by the results of principal component analysis(PCA), are represented by Kriging models. Finally, multiple rounds of accuracy evaluation, sample supplementation, and model updating are conducted to improve the generation accuracy. The Monte Carlo simulation shows that the accuracy of the proposed model reaches 96% and the generation efficiency meets the real-time requirement. 展开更多
关键词 optimal control mixture of experts(MoE) K-MEANS Kriging model neural network classification principal component analysis(PCA)
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Policy Gradient Adaptive Dynamic Programming for Model-Free Multi-Objective Optimal Control
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作者 Hao Zhang Yan Li +2 位作者 Zhuping Wang Yi Ding Huaicheng Yan 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期1060-1062,共3页
Dear Editor,In this letter,the multi-objective optimal control problem of nonlinear discrete-time systems is investigated.A data-driven policy gradient algorithm is proposed in which the action-state value function is... Dear Editor,In this letter,the multi-objective optimal control problem of nonlinear discrete-time systems is investigated.A data-driven policy gradient algorithm is proposed in which the action-state value function is used to evaluate the policy.In the policy improvement process,the policy gradient based method is employed. 展开更多
关键词 policy GRADIENT optimal
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AN OPTIMAL CONTROL PROBLEM FOR A LOTKA-VOLTERRA COMPETITION MODEL WITH CHEMO-REPULSION 被引量:1
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作者 Diana I.HERNÁNDEZ Diego A.RUEDA-GOMEZ Élder J.VILLAMIZAR-ROA 《Acta Mathematica Scientia》 SCIE CSCD 2024年第2期721-751,共31页
In this paper we study a bilinear optimal control problem for a diffusive Lotka-Volterra competition model with chemo-repulsion in a bounded domain of ℝ^(ℕ),N=2,3.This model describes the competition of two species in... In this paper we study a bilinear optimal control problem for a diffusive Lotka-Volterra competition model with chemo-repulsion in a bounded domain of ℝ^(ℕ),N=2,3.This model describes the competition of two species in which one of them avoid encounters with rivals through a chemo-repulsion mechanism.We prove the existence and uniqueness of weak-strong solutions,and then we analyze the existence of a global optimal solution for a related bilinear optimal control problem,where the control is acting on the chemical signal.Posteriorly,we derive first-order optimality conditions for local optimal solutions using the Lagrange multipliers theory.Finally,we propose a discrete approximation scheme of the optimality system based on the gradient method,which is validated with some computational experiments. 展开更多
关键词 LOTKA-VOLTERRA chemo-repulsion optimal control optimality conditions
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Geographical Distribution of Atmospheric Nitrogen Deposition in China and Its Response to Emission Control Policy
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作者 WEN Zhang YU Ziyin +7 位作者 SI Ruotong XU Wen WANG Kai LIU Lei TANG Aohan ZHANG Fusuo KEITH Goulding LIU Xuejun 《Chinese Geographical Science》 SCIE CSCD 2024年第6期1017-1031,共15页
Atmospheric nitrogen(N)deposition has experienced significant change because of anthropogenic emissions,thereby exerting a pronounced impact on global ecosystem services.With the rapid development of industry and agri... Atmospheric nitrogen(N)deposition has experienced significant change because of anthropogenic emissions,thereby exerting a pronounced impact on global ecosystem services.With the rapid development of industry and agriculture and the swift expansion of urban areas in China since the 1980s,reactive nitrogen(Nr)emissions and N deposition have substantially increased.In pursuit of im-proving air quality,China has implemented a series of environmental protection policies and undertaken diverse measures to reduce pol-lutant emissions.This paper is a review of multivariate data sources of atmospheric N deposition based on the results of literature from 1980 to 2023,and the original data from 1980 to 2020 are summarized,counted and calculated.The main findings are as follows:1)the annual average atmospheric N deposition ranged from approximately 20-40 kg/(ha·yr),with the variability primarily linked to different assessment methods;2)regional disparities were evident in the spatial distribution of N deposition,with elevated values concentrated in areas with intense Nr emissions;3)atmospheric N deposition significantly declined after 2010,particularly the deposition of oxidized N,while reduced N deposition remained stable.These results reflect the effects of China's serious control policies on nitrogen oxide(NO.)emissions and strengthen the importance of agricultural NH3 emission mitigation.This study contributes to a comprehensive understanding of the N dynamics in the emission-deposition process,and provides a scientific foundation for the research of environmental protection,climate change,and sustainable development. 展开更多
关键词 nitrogen deposition emission-deposition relationship reactive nitrogen hotspots emission control policy China
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Optimal and robust control of population transfer in asymmetric quantum-dot molecules
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作者 郭裕 马松山 束传存 《Chinese Physics B》 SCIE EI CAS CSCD 2024年第2期353-359,共7页
We present an optimal and robust quantum control method for efficient population transfer in asymmetric double quantum-dot molecules.We derive a long-duration control scheme that allows for highly efficient population... We present an optimal and robust quantum control method for efficient population transfer in asymmetric double quantum-dot molecules.We derive a long-duration control scheme that allows for highly efficient population transfer by accurately controlling the amplitude of a narrow-bandwidth pulse.To overcome fluctuations in control field parameters,we employ a frequency-domain quantum optimal control theory method to optimize the spectral phase of a single pulse with broad bandwidth while preserving the spectral amplitude.It is shown that this spectral-phase-only optimization approach can successfully identify robust and optimal control fields,leading to efficient population transfer to the target state while concurrently suppressing population transfer to undesired states.The method demonstrates resilience to fluctuations in control field parameters,making it a promising approach for reliable and efficient population transfer in practical applications. 展开更多
关键词 population transfer quantum optimal control theory quantum-dot molecules
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Optimal Control for Age Distribution and Weighted Size Competitive Species in a Polluted Environment
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作者 WANG Zhanping 《应用数学》 北大核心 2024年第4期1014-1026,共13页
In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to ob... In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to obtain the existence and uniqueness exhibited by a non-negative solution of above mentioned model.A maximum principle helps to carefully verify the existence of the optimal control policy,and tangent-normal cone techniques help to obtain the optimal condition specific to control issue. 展开更多
关键词 optimal control Competitive species POLLUTION Maximum principle
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Sequential Inverse Optimal Control of Discrete-Time Systems
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作者 Sheng Cao Zhiwei Luo Changqin Quan 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第3期608-621,共14页
This paper presents a novel sequential inverse optimal control(SIOC)method for discrete-time systems,which calculates the unknown weight vectors of the cost function in real time using the input and output of an optim... This paper presents a novel sequential inverse optimal control(SIOC)method for discrete-time systems,which calculates the unknown weight vectors of the cost function in real time using the input and output of an optimally controlled discrete-time system.The proposed method overcomes the limitations of previous approaches by eliminating the need for the invertible Jacobian assumption.It calculates the possible-solution spaces and their intersections sequentially until the dimension of the intersection space decreases to one.The remaining one-dimensional vector of the possible-solution space’s intersection represents the SIOC solution.The paper presents clear conditions for convergence and addresses the issue of noisy data by clarifying the conditions for the singular values of the matrices that relate to the possible-solution space.The effectiveness of the proposed method is demonstrated through simulation results. 展开更多
关键词 Inverse optimal control promised calculation step sequential calculation
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Optimal switching policy for performance enhancement of distributed parameter systems based on event-driven control 被引量:1
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作者 穆文英 崔宝同 +1 位作者 楼旭阳 李纹 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第7期211-217,共7页
This paper aims to improve the performance of a class of distributed parameter systems for the optimal switching of actuators and controllers based on event-driven control. It is assumed that in the available multiple... This paper aims to improve the performance of a class of distributed parameter systems for the optimal switching of actuators and controllers based on event-driven control. It is assumed that in the available multiple actuators, only one actuator can receive the control signal and be activated over an unfixed time interval, and the other actuators keep dormant. After incorporating a state observer into the event generator, the event-driven control loop and the minimum inter-event time are ultimately bounded. Based on the event-driven state feedback control, the time intervals of unfixed length can be obtained. The optimal switching policy is based on finite horizon linear quadratic optimal control at the beginning of each time subinterval. A simulation example demonstrate the effectiveness of the proposed policy. 展开更多
关键词 distributed parameter systems optimal switching policy EVENT-DRIVEN
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Contract Mechanism of Water Environment Regulation for Small and Medium Sized Enterprises Based on Optimal Control Theory
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作者 Shuang Zhao Hongbin Gu +2 位作者 Lianfang Xue Dongsheng Wang Bin Huang 《Journal of Water Resource and Protection》 CAS 2024年第7期538-556,共20页
The small and scattered enterprise pattern in the county economy has formed numerous sporadic pollution sources, hindering the centralized treatment of the water environment, increasing the cost and difficulty of trea... The small and scattered enterprise pattern in the county economy has formed numerous sporadic pollution sources, hindering the centralized treatment of the water environment, increasing the cost and difficulty of treatment. How enterprises can make reasonable decisions on their water environment behavior based on the external environment and their own factors is of great significance for scientifically and effectively designing water environment regulation mechanisms. Based on optimal control theory, this study investigates the design of contractual mechanisms for water environmental regulation for small and medium-sized enterprises. The enterprise is regarded as an independent economic entity that can adopt optimal control strategies to maximize its own interests. Based on the participation of multiple subjects including the government, enterprises, and the public, an optimal control strategy model for enterprises under contractual water environmental regulation is constructed using optimal control theory, and a method for calculating the amount of unit pollutant penalties is derived. The water pollutant treatment cost data of a paper company is selected to conduct empirical numerical analysis on the model. The results show that the increase in the probability of government regulation and public participation, as well as the decrease in local government protection for enterprises, can achieve the same regulatory effect while reducing the number of administrative penalties per unit. Finally, the implementation process of contractual water environmental regulation for small and medium-sized enterprises is designed. 展开更多
关键词 optimal control Theory Small and Medium-Sized Enterprises Water Environment Regulation Contract Mechanism
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Policy Iteration for Optimal Control of Discrete-Time Time-Varying Nonlinear Systems 被引量:1
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作者 Guangyu Zhu Xiaolu Li +2 位作者 Ranran Sun Yiyuan Yang Peng Zhang 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第3期781-791,共11页
Aimed at infinite horizon optimal control problems of discrete time-varying nonlinear systems,in this paper,a new iterative adaptive dynamic programming algorithm,which is the discrete-time time-varying policy iterati... Aimed at infinite horizon optimal control problems of discrete time-varying nonlinear systems,in this paper,a new iterative adaptive dynamic programming algorithm,which is the discrete-time time-varying policy iteration(DTTV)algorithm,is developed.The iterative control law is designed to update the iterative value function which approximates the index function of optimal performance.The admissibility of the iterative control law is analyzed.The results show that the iterative value function is non-increasingly convergent to the Bellman-equation optimal solution.To implement the algorithm,neural networks are employed and a new implementation structure is established,which avoids solving the generalized Bellman equation in each iteration.Finally,the optimal control laws for torsional pendulum and inverted pendulum systems are obtained by using the DTTV policy iteration algorithm,where the mass and pendulum bar length are permitted to be time-varying parameters.The effectiveness of the developed method is illustrated by numerical results and comparisons. 展开更多
关键词 Adaptive critic designs adaptive dynamic programming approximate dynamic programming optimal control policy iteration TIME-VARYING
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Dynamics modeling and optimal control for multi-information diffusion in Social Internet of Things
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作者 Yaguang Lin Xiaoming Wang +1 位作者 Liang Wang Pengfei Wan 《Digital Communications and Networks》 SCIE CSCD 2024年第3期655-665,共11页
As an ingenious convergence between the Internet of Things and social networks,the Social Internet of Things(SIoT)can provide effective and intelligent information services and has become one of the main platforms for... As an ingenious convergence between the Internet of Things and social networks,the Social Internet of Things(SIoT)can provide effective and intelligent information services and has become one of the main platforms for people to spread and share information.Nevertheless,SIoT is characterized by high openness and autonomy,multiple kinds of information can spread rapidly,freely and cooperatively in SIoT,which makes it challenging to accurately reveal the characteristics of the information diffusion process and effectively control its diffusion.To this end,with the aim of exploring multi-information cooperative diffusion processes in SIoT,we first develop a dynamics model for multi-information cooperative diffusion based on the system dynamics theory in this paper.Subsequently,the characteristics and laws of the dynamical evolution process of multi-information cooperative diffusion are theoretically investigated,and the diffusion trend is predicted.On this basis,to further control the multi-information cooperative diffusion process efficiently,we propose two control strategies for information diffusion with control objectives,develop an optimal control system for the multi-information cooperative diffusion process,and propose the corresponding optimal control method.The optimal solution distribution of the control strategy satisfying the control system constraints and the control budget constraints is solved using the optimal control theory.Finally,extensive simulation experiments based on real dataset from Twitter validate the correctness and effectiveness of the proposed model,strategy and method. 展开更多
关键词 Social Internet of Things Information diffusion Dynamics modeling Trend prediction optimal control
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A BICUBIC B-SPLINE FINITE ELEMENT METHOD FOR FOURTH-ORDER SEMILINEAR PARABOLIC OPTIMAL CONTROL PROBLEMS
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作者 Fangfang DU Tongjun SUN 《Acta Mathematica Scientia》 SCIE CSCD 2024年第6期2411-2421,共11页
A bicubic B-spline finite element method is proposed to solve optimal control problems governed by fourth-order semilinear parabolic partial differential equations.Its key feature is the selection of bicubic B-splines... A bicubic B-spline finite element method is proposed to solve optimal control problems governed by fourth-order semilinear parabolic partial differential equations.Its key feature is the selection of bicubic B-splines as trial functions to approximate the state and costate variables in two space dimensions.A Crank-Nicolson difference scheme is constructed for time discretization.The resulting numerical solutions belong to C2in space,and the order of the coefficient matrix is low.Moreover,the Bogner-Fox-Schmit element is considered for comparison.Two numerical experiments demonstrate the feasibility and effectiveness of the proposed method. 展开更多
关键词 bicubic B-spline finite element method optimal control problem Bogner-Fox-Schmit element Crank-Nicolson scheme numerical experiment
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Matrix Riccati Equations in Optimal Control
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作者 Malick Ndiaye 《Applied Mathematics》 2024年第3期199-213,共15页
In this paper, the matrix Riccati equation is considered. There is no general way for solving the matrix Riccati equation despite the many fields to which it applies. While scalar Riccati equation has been studied tho... In this paper, the matrix Riccati equation is considered. There is no general way for solving the matrix Riccati equation despite the many fields to which it applies. While scalar Riccati equation has been studied thoroughly, matrix Riccati equation of which scalar Riccati equations is a particular case, is much less investigated. This article proposes a change of variable that allows to find explicit solution of the Matrix Riccati equation. We then apply this solution to Optimal Control. 展开更多
关键词 optimal control Matrix Riccati Equation Change of Variable
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Multi-Time Scale Optimal Scheduling of a Photovoltaic Energy Storage Building System Based on Model Predictive Control
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作者 Ximin Cao Xinglong Chen +2 位作者 He Huang Yanchi Zhang Qifan Huang 《Energy Engineering》 EI 2024年第4期1067-1089,共23页
Building emission reduction is an important way to achieve China’s carbon peaking and carbon neutrality goals.Aiming at the problem of low carbon economic operation of a photovoltaic energy storage building system,a ... Building emission reduction is an important way to achieve China’s carbon peaking and carbon neutrality goals.Aiming at the problem of low carbon economic operation of a photovoltaic energy storage building system,a multi-time scale optimal scheduling strategy based on model predictive control(MPC)is proposed under the consideration of load optimization.First,load optimization is achieved by controlling the charging time of electric vehicles as well as adjusting the air conditioning operation temperature,and the photovoltaic energy storage building system model is constructed to propose a day-ahead scheduling strategy with the lowest daily operation cost.Second,considering inter-day to intra-day source-load prediction error,an intraday rolling optimal scheduling strategy based on MPC is proposed that dynamically corrects the day-ahead dispatch results to stabilize system power fluctuations and promote photovoltaic consumption.Finally,taking an office building on a summer work day as an example,the effectiveness of the proposed scheduling strategy is verified.The results of the example show that the strategy reduces the total operating cost of the photovoltaic energy storage building system by 17.11%,improves the carbon emission reduction by 7.99%,and the photovoltaic consumption rate reaches 98.57%,improving the system’s low-carbon and economic performance. 展开更多
关键词 Load optimization model predictive control multi-time scale optimal scheduling photovoltaic consumption photovoltaic energy storage building
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An Expanded Optimal Control Policy for a Coupled Tanks System with Random Disturbance 被引量:2
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作者 Sie Long Kek Sy Yi Sim Chuei Yee Chen 《Advances in Pure Mathematics》 2019年第4期317-329,共13页
In this paper, an expanded optimal control policy is proposed to study the coupled tanks system, where the random disturbance is added into the system. Since the dynamics of the coupled tanks system can be formulated ... In this paper, an expanded optimal control policy is proposed to study the coupled tanks system, where the random disturbance is added into the system. Since the dynamics of the coupled tanks system can be formulated as a nonlinear system, determination of the optimal water level in the tanks is useful for the operation decision. On this point of view, the coupled tanks system dynamics is usually linearized to give the steady state operating height. In our approach, a model-based optimal control problem, which is adding with adjusted parameters, is considered to obtain the true operating height of the real coupled tanks system. During the computation procedure, the differences between the real plant and the model used are measured repeatedly, where the optimal solution of the model used is updated. On this basis, system optimization and parameter estimation are integrated. At the end of the iteration, the iterative solution approximates to the correct optimal solution of the original optimal control problem, in spite of model-reality differences. In conclusion, the efficiency of the approach proposed is shown. 展开更多
关键词 Expanded optimal control COUPLED Tanks SYSTEM Model-Reality DIFFERENCES ITERATIVE Solution Adjusted PARAMETERS
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Trigonometric Regularization and Continuation Method Based Time-Optimal Control of Hypersonic Vehicles
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作者 LIN Yujie HAN Yanhua 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2024年第S01期52-59,共8页
Aiming at the time-optimal control problem of hypersonic vehicles(HSV)in ascending stage,a trigonometric regularization method(TRM)is introduced based on the indirect method of optimal control.This method avoids analy... Aiming at the time-optimal control problem of hypersonic vehicles(HSV)in ascending stage,a trigonometric regularization method(TRM)is introduced based on the indirect method of optimal control.This method avoids analyzing the switching function and distinguishing between singular control and bang-bang control,where the singular control problem is more complicated.While in bang-bang control,the costate variables are unsmooth due to the control jumping,resulting in difficulty in solving the two-point boundary value problem(TPBVP)induced by the indirect method.Aiming at the easy divergence when solving the TPBVP,the continuation method is introduced.This method uses the solution of the simplified problem as the initial value of the iteration.Then through solving a series of TPBVP,it approximates to the solution of the original complex problem.The calculation results show that through the above two methods,the time-optimal control problem of HSV in ascending stage under the complex model can be solved conveniently. 展开更多
关键词 hypersonic vehicle(HSV) optimal control trigonometric regularization method(TRM) continuation method
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Heuristic-Based Optimal Load Frequency Control with Offsite Backup Controllers in Interconnected Microgrids
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作者 Aijia Ding Tingzhang Liu 《Energy Engineering》 EI 2024年第12期3735-3759,共25页
The primary factor contributing to frequency instability in microgrids is the inherent intermittency of renewable energy sources.This paper introduces novel dual-backup controllers utilizing advanced fractional order ... The primary factor contributing to frequency instability in microgrids is the inherent intermittency of renewable energy sources.This paper introduces novel dual-backup controllers utilizing advanced fractional order proportional integral derivative(FOPID)controllers to enhance frequency and tie-line power stability in microgrids amid increasing renewable energy integration.To improve load frequency control,the proposed controllers are applied to a two-area interconnectedmicrogrid system incorporating diverse energy sources,such as wind turbines,photovoltaic cells,diesel generators,and various storage technologies.A novelmeta-heuristic algorithm is adopted to select the optimal parameters of the proposed controllers.The efficacy of the advanced FOPID controllers is demonstrated through comparative analyses against traditional proportional integral derivative(PID)and FOPID controllers,showcasing superior performance inmanaging systemfluctuations.The optimization algorithm is also evaluated against other artificial intelligent methods for parameter optimization,affirming the proposed solution’s efficiency.The robustness of the intelligent controllers against system uncertainties is further validated under extensive power disturbances,proving their capability to maintain grid stability.The dual-controller configuration ensures redundancy,allowing them to operate as mutual backups,enhancing system reliability.This research underlines the importance of sophisticated control strategies for future-proofing microgrid operations against the backdrop of evolving energy landscapes. 展开更多
关键词 Fractional order PID interconnected microgrids load frequency control meta-heuristic algorithm parameter optimization
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Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems
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作者 Paula Chen Jerome Darbon Tingwei Meng 《Communications on Applied Mathematics and Computation》 EI 2024年第2期1428-1471,共44页
Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimensions.In this paper,we p... Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimensions.In this paper,we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control.We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians.Additionally,we present an efficient,grid-free numerical solver based on our representation formulas,which is shown to scale linearly with the state dimension,and thus,to overcome the curse of dimensionality.Using existing optimization methods and the min-plus technique,we extend our numerical solvers to address more general classes of convex and nonconvex initial costs.We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit(CPU)and a field-programmable gate array(FPGA).In several cases,our FPGA implementation obtains over a 10 times speedup compared to the CPU,which demonstrates the promising performance boosts FPGAs can achieve.Our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time. 展开更多
关键词 optimal control Hamilton-Jacobi partial differential equations Grid-free numerical methods High dimensions Field-programmable gate arrays(FPGAs)
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A new optimal adaptive backstepping control approach for nonlinear systems under deception attacks via reinforcement learning
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作者 Wendi Chen Qinglai Wei 《Journal of Automation and Intelligence》 2024年第1期34-39,共6页
In this paper,a new optimal adaptive backstepping control approach for nonlinear systems under deception attacks via reinforcement learning is presented in this paper.The existence of nonlinear terms in the studied sy... In this paper,a new optimal adaptive backstepping control approach for nonlinear systems under deception attacks via reinforcement learning is presented in this paper.The existence of nonlinear terms in the studied system makes it very difficult to design the optimal controller using traditional methods.To achieve optimal control,RL algorithm based on critic–actor architecture is considered for the nonlinear system.Due to the significant security risks of network transmission,the system is vulnerable to deception attacks,which can make all the system state unavailable.By using the attacked states to design coordinate transformation,the harm brought by unknown deception attacks has been overcome.The presented control strategy can ensure that all signals in the closed-loop system are semi-globally ultimately bounded.Finally,the simulation experiment is shown to prove the effectiveness of the strategy. 展开更多
关键词 Nonlinear systems Reinforcement learning optimal control Backstepping method
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Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces
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作者 Giuseppina Guatteri Federica Masiero 《Advances in Pure Mathematics》 2024年第6期442-450,共9页
In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwi... In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation. 展开更多
关键词 Stochastic optimal control Delay Equations Advertisement Models Stochastic Maximum Principle
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