Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences
MetadataShow full item record
This open access article is distributed under the Creative Commons license http://creativecommons.org/licenses/by/3.0/
A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation areintegrated interactively. On the other hand, the output is measured fromthe real plant and is fed back into the parameter estimation problemto establish amatching scheme.During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
Showing items related by title, author, creator and subject.
Loxton, Ryan Christopher (2010)In this thesis, we develop numerical methods for solving five nonstandard optimal control problems. The main idea of each method is to reformulate the optimal control problem as, or approximate it by, a nonlinear programming ...
Lee, Wei R. (1999)In this thesis we shall investigate the numerical solutions to several important practical static and dynamic optimization problems in engineering and physics. The thesis is organized as follows.In Chapter 1 a general ...
Li, Bin (2011)In this thesis, we consider several types of optimal control problems with constraints on the state and control variables. These problems have many engineering applications. Our aim is to develop efficient numerical methods ...