Optimal boundary control for a linear stochastic distributed parameter system using functional analysis

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran

A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System

We consider an optimal control problem for a Hilbert space valued linear stochastic evolution equation with additive noise and a quadratic goal function in integral form. We solve an innnite dimensional linear stochastic regulator problem by applying an augmented Lagrangian algorithm. Because of high amounts of computation time required by numerical solution of such problems we investigate a pa...

Inverse Optimal Control of Linear Distributed Parameter Systems

A constructive method is developed to design inverse optimal controllers for a class of linear distributed parameter systems (DPSs). Inverse optimality guarantees that the cost functional to be minimized is meaningful in the sense that the symmetric and positive definite weighting kernel matrix on the states is chosen after the control design instead of being specified at the start of the contr...

Optimal Control of a Linear Distributed Parameter System via Shifted Legendre Polynomials

The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary...

Providing comprehensive control chart for monitoring of linear and nonlinear profiles using functional data analysis.

Considering profiles as functional variables, two control charts are proposed for their monitoring in phase II. Due to its conformity with the nature of real-world profiles, applying functional model leads to proposed control charts obtained through functional data analysis techniques with desired features. These include simplicity in calculation and possibility of using them for different prof...