On the receding horizon hierarchical optimal control of manufacturing systems

This paper concerns the development of a hierarchical framework for the integrated planning and scheduling of a class of manufacturing systems. In this framework, dynamic optimization plays an important role in order to define control strategies that, by taking into account the dynamic nature of these systems, minimize customized cost functionals subject to state and control constraints. The proposed architecture is composed of a set of hierarchical levels where a two-way information flow, assuming the form of a state feedback control, is obtained through a receding horizon control scheme. The averaging effect of the receding horizon control scheme enables this deterministic approach to handle random and unexpected events at all levels of the hierarchy. At a given level, production targets to the subsystems immediately below are defined by solving appropriate optimal control problems. Efficient iterative algorithms based on optimality conditions are used to yield control strategies in the form of production rates for the various subsystems. At the lower level, this control strategy is further refined in such a way that all sequences of operations are fully specified. The minimum cost sensitivity information provided in the optimal control formulation supports a mechanism, based on the notion of a critical machine, which plays an important role in the exploitation of the available flexibility. Finally, an important point to note is that our approach is particularly suited to further integration of the production system into a larger supply chain management framework, which is well supported by recent developments in hybrid systems theory.     

Nonlinear stochastic receding horizon control: stability,robustness and Monte Carlo methods for control approximation

This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including deterministic and probabilistic errors and even controller sample and hold errors. In each case, it is shown that the controller approximation errors do not accumulate (even over an infinite time frame) and the process converges exponentially fast to a small neighbourhood of the origin. In addition to this analysis, an approximation method for receding horizon optimal control is proposed based on Monte Carlo simulation. This method is derived via the Feynman–Kac formula which gives a stochastic interpretation for the solution of a Hamilton–Jacobi–Bellman equation associated with the true optimal controller. It is shown, and it is a prime motivation for this study, that this particular controller approximation method practically stabilises the underlying nonlinear process.     

用连续Hopfield网络实现无限时域上的最优控制

为避免直接采用Riccati方程求解时变系统无限域最优控制问题时的计算困难,本文提出一种基于时间连续状态连续型Hopfield网络(CTCSHNN)实现无限域动态最优控制的方法．该方法通过建立CTCSHNN能量函数与移动域控制指标间的等价关系,可在线构建CTCSHNN．理论分析表明,依据该方法设计的CTCSHNN具有稳定性,而且移动域控制量可由网络稳态输出直接产生．将该方法与滚动优化策略相结合,可实现无限时域上的闭环最优控制．仿真实验验证了理论设计的正确性与采用基于CTCSHNN的移动域控制实现无限域闭环最优控制的可行性．     

终端约束滚动时域控制的次优性分析

讨论了有终端约束的滚动时域控制相对于传统最优控制的次优性问题．首先考虑一般形式的非线性系统,通过分析有限时域滚动优化的特点,得到了滚动时域控制次优性的上界;然后将结果进一步应用于线性系统,得到一个量化的评价指标．     

NONLINEAR OPTIMAL CONTROL: A CONTROL LYAPUNOV FUNCTION AND RECEDING HORIZON PERSPECTIVE

Two well known approaches to nonlinear control involve the use of control Lyapunov functions (CLFs) and receding horizon control (RHC), also known as model predictive control (MPC). The on-line Euler-Lagrange computation of receding horizon control is naturally viewed in terms of optimal control, whereas researchers in CLF methods have emphasized such notions as inverse optimality. We focus on a CLF variation of Sontag's formula, which also results from a special choice of parameters in the so-called pointwise minnorm formulation. Viewed this way, CLF methods have direct connections with the Hamilton-Jacobi-Bellman formulation of optimal control. A single example is used to illustrate the various limitations of each approach. Finally, we contrast the CLF and receding horizon points of view, arguing that their strengths are complementary and suggestive of new ideas and opportunities for control design. The presentation is tutorial, emphasizing concepts and connections over details and technicalities.     

基于滚动优化的对偶控制策略

考虑具有未知参数的随机系统的最优控制问题.提出了一种新的基于滚动优化的对偶控制算法.在动态规划泛函方程中,用Kalman滤波对系统的状态进行估计;用线性化方法对阶段损失函数中的后验概率进行近似,然后,用滚动优化策略对控制与学习之间的耦合关系进行解耦.从而获得了原不可解泛函方程的解析递推表达式和一个易于实施的控制律的解析解.用一个例子说明了控制律的性能,仿真结果表明:该控制律具有良好的对偶性质,在学习和控制之间实现了较好的平衡.     

基于DHNN的移动域控制策略及应用

为避免基于Riccati方程求解移动域控制问题时复杂的矩阵求逆运算,提出一种基于离散Hopfield网络(DHNN)的移动域控制策略.对每个离散时刻,通过建立DHNN能量函数与移动域线性二次(LQ)性能指标间的等价关系,在线构建相应时刻的DHNN,理论设计能够保证该网络具有稳定性,而且由其稳态输出可获得移动域控制输入.应用于倒立摆平衡控制的仿真实验说明了论文提出的移动域控制策略的正确性及与滚动优化思想相结合实现无限域闭环最优控制的可行性.     

需求损失下两产品联合生产动态批量决策及预测时阈

研究需求损失下两产品联合生产(采购)动态批量决策问题.在各周期成本变动情形下分析多周期动态批量决策的预测时阈和决策时阈,构建包含联合启动成本、两产品的单独启动成本、库存持有成本、变动生产成本和需求损失成本在内的成本最小化模型.在最优解结构特性的基础上,设计出前向动态规划算法求解问题,通过建立两产品生产点的单调性和建立生产集,给出求解预测时阈和决策时阈的充分条件.通过数值算例分析预测时阈求解的具体过程,表明所构建模型的有效性.     

时延网络控制系统均方指数稳定的研究

针对网络控制系统中普遍存在的时间延迟 ,采用事件驱动方式对系统进行建模 ,并针对该数学模型提出了使系统达到均方指数稳定的控制律设计方法。仿真结果表明了所提出方法的有效性。     

有限时间二次型数值算法研究及其应用

为了实际需要和学术发展的要求,研究了以倒立摆为控制对象,通过闭环网络形成的反馈控制系统的随机传输时延的最优控制问题。在求解有限时间最优控制律过程中,通过矩阵Raccati方程的离散变换,利用Matlab中计算无限时间二次型最优控制器的LQR函数,从而求出有限时间LQR问题的数值解。通过仿真结果证明,研究的方法能够使倒立摆系统最终稳定,从而说明提出的算法对于求解有限时间LQR问题是有效的。     

Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations

This paper presents a computationally fesible procedure for the optimalcontrol and stochastic simulation of large nonlinear models with rationalexpectations under the assumption of certainty equivalence.     

生产制造全流程优化控制对控制与优化理论方法的挑战

从控制系统的观点描述了生产制造全流程的控制与运行管理流程, 分析了表征产品的质量、产量、成本、消耗等相关的综合生产指标与控制系统动作之间的联系, 回顾了涉及的控制与优化的研究成果. 从基于数学模型、基于数据和基于模型与数据相结合的角度综述了控制与优化方面的研究现状. 在此基础上分析了生产制造全流程优化控制对过程控制与运行优化、以及控制系统实现技术的挑战, 分析了实现生产制造全流程优化控制应开展的研究内容.     

Efficiency of rolling schedules for a class of stochastic control problems

Analytic results are derived to compare the expected cost of using a rolling schedule (sequential open-loop optimal controller) to the minimum expected cost of employing a closed-loop optimal feedback controller for LQG control problems with varying nominal state and control trajectories and nonzero-mean disturbances. Two numerical examples illustrate the results.     

具有乘性噪声的线性离散时间随机控制系统综述

具有乘性噪声的随机不确定系统的控制问题有着广泛的应用背景. 本文概述了具有乘性噪声的线性离散时间随机系统的稳定性分析、均方镇定、最优控制以及最优估计问题和相关结论. 同时, 本文研究了具有状态与控制乘性噪声的线性多变量离散时间系统的均方镇定和最优控制问题, 分析了这两个问题之间的联系, 并讨论了最优状态反馈控制器的设计算法.     

有限时间信息融合线性二次型最优控制

针对有限时间线性二次型最优控制问题, 提出了一种新的求解方法—–信息融合估计方法. 基于线性最小方差估计准则下的融合估计理论, 通过融合期望状态轨迹、理想控制策略等软约束信息, 分别采用集中式融合和序贯式融合两种信息处理方法, 求得最优状态调节器问题的最优融合控制序列. 进一步从理论上论证了序贯式融合控制方法与传统最优控制方法的一致性, 并通过直流电机系统的数值仿真也验证了集中式和序贯式融合控制方法与传统最优控制方法的等效性, 从而统一了最优估计与最优控制问题, 并为最优控制问题提供了一种新的求解方法.