Controlled linear stochastic evolution equations driven by Lévy processes are studied in the Hilbert space setting. The control operator may be unbounded which makes the results obtained in the abstract setting applicable to parabolic SPDEs with boundary or point control. The first part contains some preliminary technical results, notably a version of Itô formula which is applicable to weak/mild solutions of controlled equations. In the second part, the ergodic control problem is solved: The feedback form of the optimal control and the formula for the optimal cost are found. The control problem is solved in the mean-value sense and, under selective conditions, in the pathwise sense. As examples, various parabolic type controlled SPDEs are studied. 1

Thèse (M.Sc.A.)-- Université du Québec à Chicoutimi, 2002. / Document électronique également accessible en format PDF. CaQCU

Thesis, PlanB (M.S.)--University of Wisconsin--Stout, 2005. / Includes bibliographical references.

This diploma thesis deals with analysis of control and management plans in Saar Gummi Czech, s. r. o. comapany, especialy control and management plans related to extrusion department in Äerven Kostelec. This thesis also focuses on design of a control and management plan creation system. The first part of thesis describes general knowledge and concepts of control an management plans. In the second part thesis describes state of control and management plans in comapany Saar Gummi Czech, s. r. o. In the last part of this thesis will be designed creation system of control and management plans for this company.

Este trabalho dedica-se ao estudo de métodos para detecção e quantificação do atrito em válvulas de controle. Tais válvulas são, em geral, o elemento final em malhas de controle de processos industriais. A presença de atrito nessas válvulas pode elevar a variabilidade da malha de controle, causando perdas de qualidade do produto, aumento nas paradas para manutenção e impactos econômicos significativos. Muitos estudos foram realizados visando diagnosticar e medir o atrito. Neste trabalho, serão implementadas algumas técnicas propostas na literatura para detecção e quantificação de atrito em válvulas de controle. Para avaliar seu desempenho, serão apresentadas comparações dos resultados obtidos em simulação e ensaios em bancada com válvulas reais. / This work will study methods for detection and quantification of friction in control valves. These valves are the main final elements of control loops in industrial processes. The presence of friction can increase the variability of the control loop, causing loss of product quality, increase need of maintenance and significant economical impacts. Many studies have been presented in order to diagnose and measure the friction. In this work, some techniques proposed in the literature will be implemented. In order to evaluate its performance, it will be presented some comparisons of the results obtained from simulation and laboratory experiments.

Thesis (M.S.)--State University of New York at Binghamton, Thomas J. Watson School of Engineering and Applied Science, Department of Systems Science and Industrial Engineering, 2009. / Includes bibliographical references.

There is a considerable scope for improving the temperature control of exothermic processes. In this thesis, a sub-optimal control strategy is developed through utilizing the dynamic, simulation tool. This scheme is built around easily obtained knowledge of the system and still retains flexibility. It can be applied to both exothermic batch and fed-batch processes. It consists of servo and regulatory modes, where a Generalized Predictive Controller (GPC) was used to provide self-tuning facilities. The methods outlined allow for limited thermal runaway whilst keeping some spare cooling capacity to ensure that operation at constraints are not violated. A special feature of the method proposed is that switching temperatures and temperature profiles can be readily found from plant trials whilst the addition rate profile Is capable of fairly straightforward computation. The work shows that It is unnecessary to demand stability for the whole of the exothermic reaction cycle, permitting a small runaway has resulted in a fast temperature response within the given safety margin. The Idea was employed for an exothermic single Irreversible reaction and also to a set of complex reactions. Both are carried out in a vessel with a heating/cooling coil. Two constraints are Imposed; (1) limited heat transfer area, and (11) a maximum allowable reaction temperature Tmax. The non-minimum phase problem can be considered as one of the difficulties in managing exothermic fed-batch process when cold reactant Is added to vessel at the maximum operating temperature. The control system coped with this within limits, a not unexpected result. In all cases, the new strategy out-performed the conventional controller and produced smoother variations in the manipulated variable. The simulation results showed that batch to batch variations and disturbances In cooling were successfully handled. GPC worked well but can be susceptible to measurement noise.

Este trabalho dedica-se ao estudo de métodos para detecção e quantificação do atrito em válvulas de controle. Tais válvulas são, em geral, o elemento final em malhas de controle de processos industriais. A presença de atrito nessas válvulas pode elevar a variabilidade da malha de controle, causando perdas de qualidade do produto, aumento nas paradas para manutenção e impactos econômicos significativos. Muitos estudos foram realizados visando diagnosticar e medir o atrito. Neste trabalho, serão implementadas algumas técnicas propostas na literatura para detecção e quantificação de atrito em válvulas de controle. Para avaliar seu desempenho, serão apresentadas comparações dos resultados obtidos em simulação e ensaios em bancada com válvulas reais. / This work will study methods for detection and quantification of friction in control valves. These valves are the main final elements of control loops in industrial processes. The presence of friction can increase the variability of the control loop, causing loss of product quality, increase need of maintenance and significant economical impacts. Many studies have been presented in order to diagnose and measure the friction. In this work, some techniques proposed in the literature will be implemented. In order to evaluate its performance, it will be presented some comparisons of the results obtained from simulation and laboratory experiments.

For an energy efficient current transmission, high demands are set on the construction of transformers. One of the more significant parts is the winding that constitutes the core of the transformer. In order to secure a high quality and reduced loss of energy, companies therefore work actively with decreasing possible sources of error in order to gain better control over the processes.The thesis is an investigative feasibility study with the purpose to examine the possibility to implement amore reliable brake system in a wire winding process aswell as creating documents with possible solutions for how the feeding of wire can be controlled.In the study are first and foremost qualitative methods for data collection used. These partly consist of an interview study with employees, observations from the industry and a literature review aswell as a market study. The methods are chosen to give a broad description of how the process function and what other solutions can be applicable to be used in a final conceptual solution proposal.From the interview study, the needs and requirements were summarized into a list of selection criterias. These criterias were weighted and then used to select one of the concepts for further development. The final solution presented two different proposals for brake types depending on whether the company wants to use a pneumatic or electric brake system. Further in the development, suggestions are given on how the brakes could be controlled. The aim of this point is to be able to create a higher reliability in the regulation of the system's brake pressure and allow the operator to do this from the front of the workstation. / För en energieffektiv strömöverföring ställs det höga krav på konstruktionen av transformatorer. En betydelsefull faktor är de lindningar som utgör kärnan på transformatorn. För att kunna säkerställa en hög kvalitet och minskad energiförlust arbetar företagen aktivt med att minimera möjliga felkällor för att få bättre kontroll över processerna.Rapporten har strukturen av en undersökande förstudie där syftet är att undersöka möjligheten att implementera ett mer pålitligt bromssystem i en trådlindningsprocess samt skapa underlag för möjliga lösningar över hur trådmatningen kan regleras.Som grund används framför allt kvalitativa datainsamlingsmetoder. Dessa utgörs dels av en intervjustudie med anställda, observationer av verksamheten och processen, dels en litteratur- ochmarknadsundersökning. Metoderna används för att få en bred uppfattning av den process som undersöks samt vilka andra lösningar som kan vara tillämpbara för att slutligen användas som underlag till konceptuella lösningsförslag.Från intervjustudien sammanfattade de behov och krav som finns till en lista med urvalskriterier. Dessa kriterier viktades varpå de användes för att välja ett av koncepten för vidare utveckling och förtydligande. I det slutgiltiga lösningsförslaget presenterades två olika förslag på bromstyper beroende på om företaget vill utnyttja ett pneumatiskt eller elektriskt bromssystem. I nästa steg av utvecklingen ges förslag på hur styrning av bromsarna skulle kunna ske. Målet med denna punkt är kunna skapa en högre pålitlighet i regleringen av systemets bromstryck samt tillåta operatören att göra detta framifrån arbetsstationen.

Two optimisation problems were considered, in which market exposure is indirectly controlled. The first one models the capital of a company and an independent portfolio of new businesses, each one represented by a Cram\'r-Lundberg process. The company can choose the proportion of new business it wants to take on and can alter this proportion over time. Here the objective is to find a strategy that maximises the survival probability. We use a point processes framework to deal with the impact of an adapted strategy in the intensity of the new business. We prove that when Cram\'{e}r-Lundberg processes with exponentially distributed claims, it is optimal to choose a threshold type strategy, where the company switches between owning all new businesses or none depending on the capital level. For this type of processes that change both drift and jump measure when crossing the constant threshold, we solve the one and two-sided exit problems. This optimisation problem is also solved when the capital of the company and the new business are modelled by spectrally positive L\'vy processes of bounded variation. Here the one-sided exit problem is solved and we prove optimality of the same type of threshold strategy for any jump distribution. The second problem is a stochastic variation of the work done by Taylor about underwriting in a competitive market. Taylor maximised discounted future cash flows over a finite time horizon in a discrete time setting when the change of exposure from one period to the next has a multiplicative form involving the company's premium and the market average premium. The control is the company's premium strategy over a the mentioned finite time horizon. Taylor's work opened a rich line of research, and we discuss some of it. In contrast with Taylor's model, we consider the market average premium to be a Markov chain instead of a deterministic vector. This allows to model uncertainty in future conditions of the market. We also consider an infinite time horizon instead of finite. This solves the time dependency in Taylor's optimal strategies that were giving unrealistic results. Our main result is a formula to calculate explicitly the value function of a specific class of pricing strategies. Further we explore concrete examples numerically. We find a mix of optimal strategies where in some examples the company should follow the market while in other cases should go against it.