Este estudo considera o problema de controle ótimo multi-período de média-variância para sistemas em tempo discreto com saltos markovianos e ruídos multiplicativos. Inicialmente considera-se um critério de desempenho formado por uma combinação linear da variância nal e valor esperado da saída do sistema. É apresentada uma solução analítica na obtenção da estratégia ótima para este problema. Em seguida são considerados os casos onde os critérios de desempenho são minimizar a variância nal sujeito a uma restrição no valor esperado ou maximizar o valor esperado nal sujeito a uma restrição na variância nal da saída do sistema. As estratégias ótimas de controle são obtidas de um conjunto de equações de diferenças acopladas de Riccati. Os resultados obtidos neste estudo generalizam resultados anteriores da literatura para o problema de controle ótimo com saldos markovianos e ruídos multiplicativos, apresentando condições explícitas e sucientes para a otimalidade da estratégia de controle. São apresentados modelos e simulações numéricas em otimização de carteiras de investimento e estratégias de gestão de ALM (asset liabilities management). / This thesis focuses on the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the nal value of the expectation and variance of the output. In the first problem it is desired to minimize the nal variance of the output subject to a restriction on its nal expectation, in the second one it is desired to maximize the nal expectation of the output subject to a restriction on its nal variance, and in the third one it is considered a performance criterion composed by a linear combination of the nal variance and expectation of the output of the system. The optimal control strategies are obtained from a set of interconnected Riccati dierence equations and explicit sufficient conditions are presented for the existence of an optimal control strategy for these problems, generalizing previous results in the literature. Numerical simulations of investment portfolios and asset liabilities management models for pension funds with regime switching are presented.

Esta tese trata do problema de controle ótimo estocástico de sistemas com saltos Markovianos e ruído multiplicativo a tempo discreto, com horizontes de tempo finito e infinito. A função custo é composta de termos quadráticos e lineares nas variáveis de estado e de controle, com matrizes peso indefinidas. Como resultado principal do problema com horizonte finito, é apresentada uma condição necessária e suficiente para que o problema de controle seja bem posto, a partir da qual uma solução ótima é derivada. A condição e a lei de controle são escritas em termos de um conjunto acoplado de equações de Riccati interconectadas a um conjunto acoplado de equações lineares recursivas. Para o caso de horizonte infinito, são apresentadas as soluções ótimas para os problemas de custo médio a longo prazo e com desconto, derivadas a partir de uma solução estabilizante de um conjunto de equações algébricas de Riccati acopladas generalizadas (GCARE). A existência da solução estabilizante é uma condição suficiente para que tais problemas sejam do tipo bem posto. Além disso, são apresentadas condições para a existência das soluções maximal e estabilizante do sistema GCARE. Como aplicações dos resultados obtidos, são apresentadas as soluções de um problema de otimização de carteiras de investimento com benchmark e de um problema de gestão de ativos e passivos de fundos de pensão do tipo benefício definido, ambos os casos com mudanças de regime nas variáreis de mercado. / This thesis considers the finite-horizon and infinite-horizon stochastic optimal control problem for discrete-time Markov jump with multiplicative noise linear systems. The performance criterion is assumed to be formed by a linear combination of a quadratic part and a linear part in the state and control variables. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. For the finite-horizon problem the main results consist of deriving a necessary and sufficient condition under which the problem is well posed and a optimal control law is derived. This condition and the optimal control law are written in terms of a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. For the infinite-horizon problem a set of generalized coupled algebraic Riccati equations (GCARE) is studied. In this case, a sufficient condition under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution for the GCARE are presented. Moreover, a solution for the discounted and long run average cost problems is presented. The results obtained are applied to solver a portfolio optimization problem with benchmark and a pension fund problem with regime switching.

In this work we study the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises. We consider the multiperiod and finite time horizon optimization of a mean-variance cost function under a new criterion. In this new problem, we apply a constraint on the total output variance weighted by its risk parameter while maximizing the expected output. The optimal control law is obtained from a set of interconnected Riccati difference equations, extending previous results in the literature. The application of our results is exemplified by numerical simulations of a portfolio of stocks and a risk-free asset. / Neste trabalho, estudamos o problema do controle ótimo estocástico de sistemas lineares em tempo discreto sujeitos a saltos Markovianos e ruídos multiplicativos. Consideramos a otimização multiperíodo, com horizonte de tempo finito, de um funcional da média-variância sob um novo critério. Neste novo problema, maximizamos o valor esperado da saída do sistema ao mesmo tempo em que limitamos a sua variância total ponderada pelo seu parâmetro de risco. A lei de controle ótima é obtida através de um conjunto de equações de diferenças de Riccati interconectadas, estendendo resultados anteriores da literatura. São apresentadas simulações numéricas para uma carteira de investimentos com ações e um ativo de risco para exemplificarmos a aplicação de nossos resultados.

This thesis deals with discrete-time Markov jump linear systems (MJLS) with Markov chain in a general Borel space S. Several control issues have been addressed for this class of dynamic systems, including stochastic stability (SS), linear quadratic (LQ) optimal control synthesis, fllter design and a separation principle. Necessary and sffcient conditions for SS have been derived. It was shown that SS is equivalent to the spectral radius of an operator being less than 1 or to the existence of a solution to a \\Lyapunov-like\" equation. Based on the SS concept, the finite- and infinite-horizon LQ optimal control problems were tackled. The solution to the finite- (infinite-)horizon LQ optimal control problem was derived from the associated control S-coupled Riccati difference (algebraic) equations. By S-coupled it is meant that the equations are coupled via an integral over a transition probability kernel having a density with respect to a in-finite measure on the Borel space S. The design of linear Markov jump filters was analyzed and a solution to the finite- (infinite-)horizon filtering problem was obtained based on the associated filtering S-coupled Riccati difference (algebraic) equations. Conditions for the existence and uniqueness of a stabilizing positive semi-definite solution to the control and filtering S-coupled algebraic Riccati equations have also been derived. Finally a separation principle for discrete-time MJLS with Markov chain in a general state space was obtained. It was shown that the optimal controller for a partial information optimal control problem separates the partial information control problem into two problems, one associated with a filtering problem and the other associated with an optimal control problem with complete information. It is expected that the results obtained in this thesis may motivate further research on discrete-time MJLS with Markov chain in a general state space. / Esta tese trata de sistemas lineares com saltos markovianos (MJLS) a tempo discreto com cadeia de Markov em um espaço geral de Borel S. Vários problemas de controle foram abordados para esta classe de sistemas dinâmicos, incluindo estabilidade estocástica (SS), síntese de controle ótimo linear quadrático (LQ), projeto de filtros e um princípio da separação. Condições necessárias e suficientes para a SS foram obtidas. Foi demonstrado que SS é equivalente ao raio espectral de um operador ser menor que 1 ou à existência de uma solução para uma equação de Lyapunov. Os problemas de controle ótimo a horizonte finito e infinito foram abordados com base no conceito de SS. A solução para o problema de controle ótimo LQ a horizonte finito (infinito) foi obtida a partir das associadas equações a diferenças (algébricas) de Riccati S-acopladas de controle. Por S-acopladas entende-se que as equações são acopladas por uma integral sobre o kernel estocástico com densidade de transição em relação a uma medida in-finita no espaço de Borel S. O projeto de filtros lineares markovianos foi analisado e uma solução para o problema da filtragem a horizonte finito (infinito) foi obtida com base nas associadas equações a diferenças (algébricas) de Riccati S-acopladas de filtragem. Condições para a existência e unicidade de uma solução positiva semi-definida e estabilizável para as equações algébricas de Riccati S-acopladas associadas aos problemas de controle e filtragem também foram obtidas. Por último, foi estabelecido um princípio da separação para MJLS a tempo discreto com cadeia de Markov em um espaço de estados geral. Foi demonstrado que o controlador ótimo para um problema de controle ótimo com informação parcial separa o problema de controle com informação parcial em dois problemas, um deles associado a um problema de filtragem e o outro associado a um problema de controle ótimo com informação completa. Espera-se que os resultados obtidos nesta tese possam motivar futuras pesquisas sobre MJLS a tempo discreto com cadeia de Markov em um espaço de estados geral.

Submitted by JÚLIO HEBER SILVA (julioheber@yahoo.com.br) on 2017-03-02T19:40:52Z No. of bitstreams: 2 Dissertação - Vitor Debiazzi Pereira Pinto - 2016.pdf: 2426609 bytes, checksum: f2521c3bf3a568b508c24d06c318197a (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-03-03T11:37:17Z (GMT) No. of bitstreams: 2 Dissertação - Vitor Debiazzi Pereira Pinto - 2016.pdf: 2426609 bytes, checksum: f2521c3bf3a568b508c24d06c318197a (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-03-03T11:37:17Z (GMT). No. of bitstreams: 2 Dissertação - Vitor Debiazzi Pereira Pinto - 2016.pdf: 2426609 bytes, checksum: f2521c3bf3a568b508c24d06c318197a (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-09-30 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / From the economic point of view it is important to process high charges of solid in enzimatic hydrolysis of the lignocellulosic residues for the production of 2G ethanol, but batch operation with high initial charges of substrate can cause inefficient mixture, damaging the reactional process. An attractive alternative is operating the reactors in fed batch. The aim of this work was to determine, applying the theory of optimal control, the optimal feeding profile of substrate in bench reactor. For this, it was tested two kinetic of Michaelis-Menten: pseudo-homogeneous Michaelis-Menten kinetic and Michaelis Menten kinetic with inhibition by the product, in the last kinetic was obtained the best fit to experimental data. The developed algorithm was run in Matlab® software and the simulation results were experimentally validated. Enzymatic hydrolysis assays were performed with hydrothermally pre-treated sugar cane straw followed by the alkaline delignification. It was obtained good fiting of the simulation data with respect to the experimental data, with values of glucose final concentration close to 164.647 g/L (triplicate average) and in simulation the concentration was 174.93 g/L. Proving that the sugar cane straw, besides being a good feedstock cheap and abundant, it has a great energetic potential. Furthermore, the optimal control strategy was very efficient in optimization of the proposed problem. / Do ponto de vista econômico é importante processar elevadas cargas de sólidos na hidrólise enzimática dos resíduos lignocelulósicos para a produção de etanol 2G, mas operação em batelada com altas cargas iniciais de substrato pode causar uma mistura ineficiente, prejudicando o processo reacional. Uma alternativa atraente é operar os reatores em batelada alimentada. O objetivo deste trabalho foi determinar, aplicando a teoria do controle ótimo, o perfil ótimo de alimentação de substrato em reator de bancada. Para isso, foram testadas duas cinéticas de Michaelis-Menten, a cinética de Michaelis Menten psêudo-homôgenea e a cinética de Michaelis Menten com inibição competitiva pelo produto, onde nesta última cinética foi obtido o melhor ajuste aos dados obtidos experimentalmente. O algoritmo desenvolvido foi executado no software Matlab® e os resultados das simulações foram experimentalmente validados. Os ensaios de hidrólise enzimática foram realizados com palha de cana-de-açúcar pré- tratada hidrotérmicamente, seguido pela deslignificação alcalina com NaOH. Foram obtidos bons ajustes dosdados simulados com respeito aos dados experimentais, com valores de concentração final de glicose de 164,647 g / L (média da triplicata) e na simulação a concentração foi 174,93 g / L. Provando que a palha de cana-de-açúcar, além de ser uma matéria-prima barata e abundante, tem um grande potencial energético. Além disso, a estratégia de controle ótimo foi eficiente na otimização do problema proposto.

O objetivo do trabalho é apresentar dois algoritmos para a solução de problemas de controle ótimo quadrático robusto com restrições, dentro de um contexto de controladores preditivos (MPC do inglês Model Predictive Control). Inicialmente apresentamos uma breve introdução aos algoritmos MPC, com ênfase na abordagem do controlador linear quadrático. Em seguida são apresentados os dois algoritmos de interesse, que utilizam técnicas de otimização LMI. Dessa forma as restrições e as incertezas podem ser colocadas em formas computacionalmente tratáveis. Por fim são realizadas simulações e comparações entre esses algoritmos, bem como com técnicas de MPC encontradas na literatura atual. / The goal of the work is to present two algorithms for the solution of robust quadratic optimal control problems with restrictions, within a model predictive control (MPC) setup. Initially we present a brief introduction of the MPC algorithms, emphasizing the linear quadratic controller approach. Next the two algorithms of interest, using LMI optimization techniques, are presented. By using this technique the restrictions and uncertainties can be written in a computational way. Finally some simulations and comparisons between these algorithms, as well as with MPC techniques found in the current literature, are performed.

Stucture simple, faible coût, grand espace de travail et technologie mature, ces avantages font que les manipulateurs sériels sont largement utilisés dans de nombreux domaines industriels. Avec le développement rapide de l'industrie et les diverses applications des manipulateurs sériels, de nouvelles exigences strictes sont souhaitées, telles que la stabilité robuste, la grande précision de positionnement et la cadence élevée.Un des moyens efficaces pour améliorer les performances mentionnées est la conception de manipulateurs sériels à découplage dynamique. Dans ce cadre, l'objectif de cette thèse est de valider une structure simple permettant de réaliser un découplage dynamique complet des manipulateurs sériels en tenant compte de la charge embarquée.Le chapitre 1 présente les solutions connues et décrit les inconvénients liés aux différentes techniques permettant une simplification de la dynamique des manipulateurs. L'étude de la bibliographie a permis d'affiner les objectifs à atteindre. Le chapitre 2 traite de la conception de manipulateurs sériels réglables à dynamique linéarisée et découplée. Sans la charge embarquée, la méthode développée réalise le découplage dynamique par rotation inverse des bras et par redistribution optimale des masses. La charge embarquée qui conduit à une perturbation au niveau des équations dynamiques dedécouplage est compensée par la commande.Le chapitre 3 envisage un nouveau concept de découplage dynamique qui consiste à relier aux bras initiaux d'un manipulateur sériel, deux bras additionnels pour réaliser un mécanisme Scott-Russell. Les mouvements opposés des bras du mécanisme Scott-Russell associés à une redistribution optimale des masses permettent de supprimer les termes non linéaires des équations dynamiques du manipulateur. Le modèle linéaire et découplé ainsi obtenu permet de tenir compte de la charge embarquée.Dans le chapitre 4, on considère les propriétés de robustesse (incertitudes paramétriques) de quatre modèles de manipulateurs sériels (un manipulateur couplé, un manipulateur découplé par la commande et les deux manipulateurs découplés qui sont issus des chapitres 2 et 3). Les études qualitatives sont effectuées par simulation en utilisant la même loi de commande optimale et la même trajectoire de référence. Les résultats des simulations permettentde conclure sur la robustesse des manipulateurs décrits aux chapitres 2 et 3 par rapport au manipulateur couplé et au manipulateur découplé par la commande.La méthodologie de conception et les techniques de commande proposées sont illustrées par des simulations réalisées à l'aide des logiciels ADAMS et MATLAB. Les simulations ont confirmé l'efficacité des approches développées. / Simple structure, low cost, large workspace and mature technology, these advantages make the serial manipulators are widely used in many industrialfields. With the rapid development of industry and various applications of serial manipulators, new strict requirements are proposed, such as highstability, high positioning accuracy and high speed operation.One of the efficient ways to improve the mentioned performances is the design of manipulators with dynamic decoupling. Therefore, the goal in thisthesis is to find simple structure pennitting to carry out complete dynamic decoupling of serial manipulators taking into account the changing payload.The review, given in Chapter I, sunmarizes the known solutions and discloses the drawbacks of different techniques permitting a simplification of thedynamics of manipulators. lt allows an identification of objectives that are of interest and should be studied \within the framework of this thesis.Chapter 2 deals with the design of adjustable serial manipulators with linearized and decoupled dynamics. Without payload, the developed methodaccomplishes the dynamic decoupling via opposite rotation of links and optimal redistribution of masses. The payload which leads to the perturbation ofThe dynamic decoupling equations is compensated by the optimal control technique.Chapter 3 deals with a new dynamic decoupling concept, which involves connecting to a serial manipulator a two-link group forming a Scott-Russell mechanism combined with optimal redistribution of masses allows the cancellation of the coefficients of nonlinear terms in the manipulator's dynamic equations. Then, by using the control, the dynamicdecoupling taking into account the changing payload is achieved.In chapter 4, robustness properties (parametric uncertainties) of four various models of serial manipulators (one coupled manipulator, one decoupled manipulator by feedback linearization and the two decoupled manipulators that modeled in chapters 2 and 3) are considered. The given comparison performed via simutations is achieved with the same optimal control law and the same reference trajectory. Simulation results allow one to derive robustness assessments of manipulators described in chapters 2 and 3.The suggested design methodology and control techniques are illustrated by simulations carried out using ADAMS and MATLAB software, which have confirmed the efficiency of the developed approaches.

La technique de moyennation est un moyen efficace pour simplifier les transferts optimaux pour un satellite à faible poussée dans un problème à deux corps contrôlé. Cette thèse est une étude analytique et numérique du transferts orbital à poussée faible en temps optimal qui généralise l'application de la moyennation du problème à deux corps à des transferts dans le problème à deux corps perturbés et aux transfert d'une orbite proche de la Terre au point de Lagrange L1, dans le cadre du problème à quatre corps bi-circulaire où l’effet perturbatif de la Lune et du Soleil est modélisé. Dans le transfert à faible poussée à deux corps, nous comparons le cas du temps minimal et de l'énergie. Nous déterminons que le domaine elliptique pour les transferts orbitaux temps-minimal est géodésiquement convexe pour un transfert coplanaire et vers une orbite circulaire, contrairement au cas de l’énergie. Nous examinons ensuite l’effet la perturbation lunaire, nous montrons que dans ce cas le Hamiltonien moyenné se trouve être celui associé à un problème de navigation de Zermelo. Nous étudions numériquement à l’aide du code Hampath, les points conjugués pour caractériser l’optimalité globale des trajectoires. Enfin, nous construisons et réalisons numériquement un transfert d'une orbite terrestre au point de Lagrange L1, qui utilise la moyennation sur un arc (proche de la Terre) pour simplifier les calculs numériques. Dans ce dernier résultat nous voyons qu'un transfert concaténant une trajectoire moyennée avec une trajectoire temps minimal au voisinage du point de Lagrange est en effet proche d’un transfert de temps optimal calculé avec une méthode numérique de tir. / The technique of averaging is an effective way to simplify optimal low-thrust satellite transfers in a controlled two-body Kepler problem. This study takes the form of both an analytical and numerical investigation of low-thrust time-optimal transfers, extending the application of averaging from the two-body problem to transfers in the perturbed low-thrust two body problem and a low-thrust transfer from Earth orbit to the L1 Lagrange point in the bicircular four-body setting. In the low-thrust two-body transfer, we compare the time-minimal case with the energy-minimal case, and determine that the elliptic domain under time-minimal orbital transfers (reduced in some sense) is geodesically convex. We then consider the Lunar perturbation of an energy-minimal low-thrust satellite transfer, finding a representation of the optimal Hamiltonian that relates the problem to a Zermelo navigation problem and making a numerical study of the conjugate points. Finally, we construct and implement numerically a transfer from an Earth orbit to the L1 Lagrange point, using averaging on one (near-Earth) arc in order to simplify analytic and numerical computations. In this last result we see that such a `time-optimal' transfer is indeed comparable to a true time-optimal transfer (without averaging) in these coordinates.

>Magister Scientiae - MSc / HIV/AIDS is nowadays considered as the greatest public health disaster of modern time. Its progression has challenged the global population for decades. Through mathematical modelling, researchers have studied different interventions on the HIV pandemic, such as treatment, education, condom use, etc. Our research focuses on different compartmental models with emphasis on the effect of public health education. From the point of view of statistics, it is well known how the public health educational programs contribute towards the reduction of the spread of HIV/AIDS epidemic. Many models have been studied towards understanding the dynamics of the HIV/AIDS epidemic. The impact of ARV treatment have been observed and analysed by many researchers. Our research studies and investigates a compartmental model of HIV with treatment and education campaign. We study the existence of equilibrium points and their stability. Original contributions of this dissertation are the modifications on the model of Cai et al. [1], which enables us to use optimal control theory to identify optimal roll-out of strategies to control the HIV/AIDS. Furthermore, we introduce randomness into the model and we study the almost sure exponential stability of the disease free equilibrium. The randomness is regarded as environmental perturbations in the system. Another contribution is the global stability analysis on the model of Nyabadza et al. in [3]. The stability thresholds are compared for the HIV/AIDS in the absence of any intervention to assess the possible community benefit of public health educational campaigns. We illustrate the results by way simulation The following papers form the basis of much of the content of this dissertation, [1 ] L. Cai, Xuezhi Li, Mini Ghosh, Boazhu Guo. Stability analysis of an HIV/AIDS epidemic model with treatment, 229 (2009) 313-323. [2 ] C.P. Bhunu, S. Mushayabasa, H. Kojouharov, J.M. Tchuenche. Mathematical Analysis of an HIV/AIDS Model: Impact of Educational Programs and Abstinence in Sub-Saharan Africa. J Math Model Algor 10 (2011),31-55. [3 ] F. Nyabadza, C. Chiyaka, Z. Mukandavire, S.D. Hove-Musekwa. Analysis of an HIV/AIDS model with public-health information campaigns and individual with-drawal. Journal of Biological Systems, 18, 2 (2010) 357-375. Through this dissertation the author has contributed to two manuscripts [4] and [5], which are currently under review towards publication in journals, [4 ] G. Abiodun, S. Maku Vyambwera, N. Marcus, K. Okosun, P. Witbooi. Control and sensitivity of an HIV model with public health education (under submission). [5 ] P.Witbooi, M. Nsuami, S. Maku Vyambwera. Stability of a stochastic model of HIV population dynamics (under submission).

The aim of this research is to affirm the application of closed-loop optimal control for load shifting in plants with electricity tariffs that include time-of-use (TOU) and maximum demand (MD) charges. The water pumping scheme of the Rietvlei water purification plant in the Tshwane municipality (South Africa) is selected for the case study. The objective is to define and simulate a closed-loop load shifting (scheduling) strategy for the Rietvlei plant that yields the maximum potential cost saving under both TOU and MD charges. The control problem is firstly formulated as a discrete time linear open loop optimal control model. Thereafter, the open loop optimal control model is converted into a closedloop optimal control model using a model predictive control technique. Both the open and closed-loop optimal control models are then simulated and compared with the current (simulated) level based control model. The optimal control models are solved with integer programming optimization. The open loop optimal control model is also solved with linear programming optimization and the result is used as an optimal benchmark for comparisons. Various scenarios with different simulation timeouts, switching intervals, control horizons, model uncertainty and model disturbances are simulated and compared. The effect of MD charges is also evaluated by interchangeably excluding the TOU and MD charges. The results show a saving of 5.8% to 9% for the overall plant, depending on the simulated scenarios. The portion of this saving that is due to a reduction in MD varies between 69% and 92%. The results also shows that the closed-loop optimal control model matches the saving of the open loop optimal control model, and that the closed-loop optimal control model compensates for model uncertainty and model disturbances whilst the open loop optimal control model does not. AFRIKAANS : Die doel van hierdie navorsing is om die applikasie van geslote-lus optimale beheer vir las verskuiwing in aanlegte met elektrisiteit tariewe wat tyd-van-gebruik (TVG) en maksimum aanvraag (MA) kostes insluit te bevestig. Die water pomp skema van die Rietvlei water reiniging aanleg in die Tshwane munisipaliteit (Suid-Afrika) is gekies vir die gevalle studie. Die objektief is om 'n geslote-lus las verskuiwing (skedulering) strategie vir die Rietvlei aanleg te definieer en te simuleer wat die maksimum potensiaal vir koste besparing onder beide TVG en MA kostes lewer. Die beheer probleem is eerstens gevormuleer as 'n diskreet tyd lineêre ope-lus optimale beheer model. Daarna is die ope-lus optimale beheer model aangepas na ‘n geslote-lus optimale beheer model met behulp van 'n model voorspellende beheer tegniek. Beide die ope- en geslote-lus optimale beheer modelle is dan gesimuleer en vergelyk met die huidige (gesimuleerde) vlak gebaseerde beheer model. Die optimisering van optimale beheer modelle is opgelos met geheeltallige programmering. Die optimisering van die ope-lus optimale beheer model is ook opgelos met lineêre programmering en die resultaat is gebruik as 'n optimale doelwit vir vergelykings. Verskeie scenarios met verskillende simulasie stop tye, skakel intervalle, beheer horisonne, model onsekerheid en model versteurings is gesimuleer en vergelyk. Die effek van MA kostes is ook geevalueer deur inter uitruiling van die TVG en MA kostes. Die resultate toon 'n besparing van 5. 8% tot 9% vir die algehele aanleg, afhangend van die gesimuleerde scenarios. Die deel van die besparing wat veroorsaak is deur 'n vermindering in MA wissel tussen 69% en 92%. Die resultate toon ook dat die geslote-lus optimale beheer model se besparing dieselfde is as die besparing van die ope-lus optimale beheer model, en dat die geslote-lus optimale beheer model kompenseer vir model onsekerheid en model versteurings, terwyl die ope-lus optimale beheer model nie kompenseer nie. Copyright / Dissertation (MEng)--University of Pretoria, 2010. / Electrical, Electronic and Computer Engineering / unrestricted