This paper presents a methodology for analyzing the H2 guaranteed cost performance of a discrete-time LTI system with unstructured dynamic uncertainty. Using the methods of guaranteed cost control, an upper bound on H2 guaranteed cost performance over unstructured parametric uncertainty is formulated in terms of feasibility of a linear matrix inequality. It is then shown that the feasibility of...

This paper considers an optimal control perspective on dynamic power price problem where the load on the power-grid is controlled via price. The optimal regulatory price is characterized by inverse variational inequality in which the function value and the control variable are in the opposite positions of the classical variational inequality. Discrete and continuum models with load constraints ...

Controller design strategy for Takagi-Sugeno (T-S) fuzzy systems is considered in the two-degree-of-freedom (TDOF) framework. Firstly, coprime factorization described in the state space formulas for T-S fuzzy systems is introduced based on a common Lyapunov function. Secondly, based on this coprime factorization, TDOF framework for LTI systems is extended to be applied to T-S fuzzy systems. Con...

Dynamic traffic assignment (DTA) models can be realized with vehicle-based simulation approach or flow-based analytical approach. Depending on methodology, the flow-based analytical models can be further classified into mathematical programming, optimal control and variational inequality models. A brief review of the development of analytical models is given in this paper. A stochastic dynamic ...

The Pareto principle is often viewed as a mild requirement compatible with a variety of value judgements. In particular, it is generally thought that it can accommodate different views on the desirable degree of equality. We show that this is generally not true in intertemporal models where some uncertainty prevails. To do so, we formalize the concept of inequality aversion. We show that differ...

In this paper the problem of H∞-control design is presented for a class of discrete-time single-input multi-output bilinear systems with undampered natural response. The sufficient conditions for the existence of the global H∞-controllers are obtained via homogeneous-like state feedback and dynamic output feedback, respectively. The technique used in this paper is based on the concepts of dissi...

A linear description for the economic lot-sizing problem consisting of exponentially many linear inequalities was given by Barany, Van Roy and Wolsey in 1984. Using this formulation we present a dual algorithm for the economic lot-sizing problem, which is of the same complexity as the Wagner and Whitin dynamic programming algorithm. Besides its use in sensitivity analysis the dual algorithm als...

Given a set N of items and a capacity b 2 IN, and let N j be the set of items with weight j, 1 j b. The 0/1 knapsack polytope is the convex hull of all 0/1 vectors that satisfy the inequality b X j=1 X i2N j jx i b: In this paper we rst present a complete linear description of the 0/1 knapsack polytope for two special cases: (a) N j = ; for all 1 < j b b 2 c and (b) N j = ; for all 1 < j b b 3 ...

In this paper we prove some new dynamic inequalities with two weight functions and some new dynamic inequalities with two unknown functions of Opial type on time scales. The main results will be proved by employing Hölder’s inequality, the chain rule and some basic algebraic inequalities. Mathematics subject classification (2010): 26A15, 26D10, 26D15, 39A13, 34A40.

A new framework to design immersion and invariance adaptive controllers for nonlinearly parameterized, nonlinear systems was recently proposed by the authors. The key step is the construction of a monotone mapping, via a suitable selection of a controller tuning function, which has to satisfy some integrability conditions—this translates into the need to solve a partial differential equation (P...