ترغب بنشر مسار تعليمي؟ اضغط هنا

Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty

133   0   0.0 ( 0 )
 نشر من قبل Xinjia Chen
 تاريخ النشر 2008
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

Sample reuse techniques have significantly reduced the numerical complexity of probabilistic robustness analysis. Existing results show that for a nested collection of hyper-spheres the complexity of the problem of performing $N$ equivalent i.i.d. (identical and independent) experiments for each sphere is absolutely bounded, independent of the number of spheres and depending only on the initial and final radii. In this chapter we elevate sample reuse to a new level of generality and establish that the numerical complexity of performing $N$ equivalent i.i.d. experiments for a chain of sets is absolutely bounded if the sets are nested. Each set does not even have to be connected, as long as the nested property holds. Thus, for example, the result permits the integration of deterministic and probabilistic analysis to eliminate regions from an uncertainty set and reduce even further the complexity of some problems. With a more general view, the result enables the analysis of complex decision problems mixing real-valued and discrete-valued random variables.



قيم البحث

اقرأ أيضاً

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where optimal solutio ns can degrade in quality or even become infeasible. Thus, there is the need to design methods that can handle uncertainty. In this work, we consider nonlinear multi-objective optimal control problems with uncertainty on the initial conditions, and in particular their incorporation into a feedback loop via model predictive control (MPC). In multi-objective optimal control, an optimal compromise between multiple conflicting criteria has to be found. For such problems, not much has been reported in terms of uncertainties. To address this problem class, we design an offline/online framework to compute an approximation of efficient control strategies. This approach is closely related to explicit MPC for nonlinear systems, where the potentially expensive optimization problem is solved in an offline phase in order to enable fast solutions in the online phase. In order to reduce the numerical cost of the offline phase, we exploit symmetries in the control problems. Furthermore, in order to ensure optimality of the solutions, we include an additional online optimization step, which is considerably cheaper than the original multi-objective optimization problem. We test our framework on a car maneuvering problem where safety and speed are the objectives. The multi-objective framework allows for online adaptations of the desired objective. Alternatively, an automatic scalarizing procedure yields very efficient feedback controls. Our results show that the method is capable of designing driving strategies that deal better with uncertainties in the initial conditions, which translates into potentially safer and faster driving strategies.
113 - Xinjia Chen , Kemin Zhou , 2008
In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their universal applic ability to robustness analysis problems with arbitrary robustness requirements and uncertainty bounding set. In contrast to existing probabilistic methods, our approach does not depend on the feasibility of computing deterministic robustness margin. We have developed efficient methods such as probabilistic comparison, probabilistic bisection and backward iteration to facilitate the computation. In particular, confidence interval for binomial random variables has been frequently used in the estimation of probabilistic robustness margin and in the accuracy evaluation of estimating robustness degradation function. Motivated by the importance of fast computing of binomial confidence interval in the context of probabilistic robustness analysis, we have derived an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and thus inevitably introduce unknown errors in applications. Moreover, the formula is extremely simple and very tight in comparison with classic Clopper-Pearsons approach.
In this paper, we propose a sex-structured entomological model that serves as a basis for design of control strategies relying on releases of sterile male mosquitoes (Aedes spp) and aiming at elimination of the wild vector population in some target l ocality. We consider different types of releases (constant and periodic impulsive), providing necessary conditions to reach elimination. However, the main part of the paper is focused on the study of the periodic impulsive control in different situations. When the size of wild mosquito population cannot be assessed in real time, we propose the so-called open-loop control strategy that relies on periodic impulsive releases of sterile males with constant release size. Under this control mode, global convergence towards the mosquito-free equilibrium is proved on the grounds of sufficient condition that relates the size and frequency of releases. If periodic assessments (either synchronized with releases or more sparse) of the wild population size are available in real time, we propose the so-called closed-loop control strategy, which is adjustable in accordance with reliable estimations of the wild population sizes. Under this control mode, global convergence to the mosquito-free equilibrium is proved on the grounds of another sufficient condition that relates not only the size and frequency of periodic releases but also the frequency of sparse measurements taken on wild populations. Finally, we propose a mixed control strategy that combines open-loop and closed-loop strategies. This control mode renders the best result, in terms of overall time needed to reach elimination and the number of releases to be effectively carried out during the whole release campaign, while requiring for a reasonable amount of released sterile insects.
Vector or pest control is essential to reduce the risk of vector-borne diseases or crop losses. Among the available biological control tools, the Sterile Insect Technique (SIT) is one of the most promising. However, SIT-control campaigns must be care fully planned in advance in order to render desirable outcomes. In this paper, we design SIT-control intervention programs that can avoid the real-time monitoring of the wild population and require to mass-rear a minimal overall number of sterile insects, in order to induce a local elimination of the wild population in the shortest time. Continuous-time release programs are obtained by applying an optimal control approach, and then laying the groundwork of more practical SIT-control programs consisting of periodic impulsive releases.
We study dynamic allocation problems for discrete time multi-armed bandits under uncertainty, based on the the theory of nonlinear expectations. We show that, under strong independence of the bandits and with some relaxation in the definition of opti mality, a Gittins allocation index gives optimal choices. This involves studying the interaction of our uncertainty with controls which determine the filtration. We also run a simple numerical example which illustrates the interaction between the willingness to explore and uncertainty aversion of the agent when making decisions.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا