Condition monitoring is the foundation of a condition based maintenance (CBM). To relate the information obtained from the condition monitoring to the actual state of the system, it is usually required a stochastic model. On the other hand, considering the interactions and similarities that exist between CBM and statistical process control (SPC), the integrated models for CBM and SPC have been ...

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE), which is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Either the optimal control problem or the SRE is solvable only if the g...

Aim of this paper is to set invariance in stochastic dynamical control systems. Given a set within which the state of the dynamical system should evolve, we study conditions for finding a control strategy that maximizes the probability for the state to be in the given set within a fixed a–priori finite time horizon. We formulate an optimal control problem and we solve the problem at hand by usi...

We discuss a quadratic criterion optimal control problem for stochastic linear system with delay in both state and control variables. This problem will lead to a kind of generalized forward-backward stochastic differential equations FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we p...

A stochastic optimal control strategy for partially observable nonlinear systems is proposed. The optimal control force consists of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dyn...

The static and analytic scheduling approach is very difficult to follow and is not always applicable in real-time. Most of the scheduling algorithms are designed to be established in offline environment. However, we are challenged with three characteristics in real cases: First, problem data of jobs are not known in advance. Second, most of the shop’s parameters tend to be stochastic. Third, th...

We cast the partially observable control problem as a fully observable underactuated stochastic control problem in belief space and apply standard planning and control techniques. One of the difficulties of belief space planning is modeling the stochastic dynamics resulting from unknown future observations. The core of our proposal is to define deterministic beliefsystem dynamics based on an as...

In this work we present an algebraic framework for true concurrent stochastic processes. Concurrency is modelled using partial order relations. Markov processes are considered using an abstraction given by their excessive functions. Applications include embedded systems, as cardiac stimulators, encephalogram analysers and air traffic control systems. Copyright c ©2005 IFAC

Observer based stochastic disturbance accommodating control scheme utilizes an estimator to determine the necessary corrections to the nominal control input and thus minimizes the adverse effects of both model uncertainties and external disturbances on the controlled system. The total control input, which includes the nominal control as well as the control corrections to the nominal control to ...

An applied compact introductory survey of Markov stochastic processes and control in continuous time is presented. The presentation is in tutorial stages, beginning with deterministic dynamical systems for contrast and continuing on to perturbing the deterministic model with diffusions using Wiener processes. Then jump perturbations are added using simple Poisson processes constructing the theo...