The Bolza-form of the finite-time constrained optimal control problem leads to the Hamilton-Jacobi-Bellman (HJB) equation with terminal boundary conditions and tobe- determined parameters. In general, it is a formidable task to obtain analytical and/or numerical solutions to the HJB equation. This dissertation presents two novel polynomial expansion methodologies for solving optimal feedback control problems for a class of polynomial nonlinear dynamical systems with terminal constraints. The first approach uses the concept of higher-order series expansion methods. Specifically, the Series Solution Method (SSM) utilizes a polynomial series expansion of the cost-to-go function with time-dependent coefficient gains that operate on the state variables and constraint Lagrange multipliers. A significant accomplishment of the dissertation is that the new approach allows for a systematic procedure to generate optimal feedback control laws that exactly satisfy various types of nonlinear terminal constraints. The second approach, based on modified Galerkin techniques for the solution of terminally constrained optimal control problems, is also developed in this dissertation. Depending on the time-interval, nonlinearity of the system, and the terminal constraints, the accuracy and the domain of convergence of the algorithm can be related to the order of truncation of the functional form of the optimal cost function. In order to limit the order of the expansion and still retain improved midcourse performance, a waypoint scheme is developed. The waypoint scheme has the dual advantages of reducing computational efforts and gain-storage requirements. This is especially true for autonomous systems. To illustrate the theoretical developments, several aerospace application-oriented examples are presented, including a minimum-fuel orbit transfer problem. Finally, the series solution method is applied to the solution of a class of partial differential equations that arise in robust control and differential games. Generally, these problems lead to the Hamilton-Jacobi-Isaacs (HJI) equation. A method is presented that allows this partial differential equation to be solved using the structured series solution approach. A detailed investigation, with several numerical examples, is presented on the Nash and Pareto-optimal nonlinear feedback solutions with a general terminal payoff. Other significant applications are also discussed for one-dimensional problems with control inequality constraints and parametric optimization.

Thesis (doctoral)--Göteborgs universitet. / Extra t.p. with thesis statement inserted. Summary in German, abstract in English. Includes bibliographical references (p. 188-192) and index.

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Denna litteraturstudie undersöker tre av Carl Michael Bellmans texter för att undersöka deras relevans i svenskundervisningen, samt om och vad deras parodiska upplägg säger om Bellmans attityd gentemot kristendomen och Gamla testamentet. Undersökningen fokuserar på epistel nr 23, sång nr 35 och sång nr 41. Studien grundar sig på en kvalitativ litteraturundersökning där hermeneutiken används för att tolka fram ett resultat, för att sedan med hjälp av relevant forskning inom ämnet, analysera det framtagna resultatet. Utöver tidigare forskning kommer även litteratursociologisk teoribildning användas för att analysera empirin. Undersökningen urskilde en del tendenser och då framförallt det faktum att Bellman förmänskligar gestalter och berättelser ur Gamla testamentet med hjälp av allusion. I frågan om Bellmans parodi, visar studien att denna genre används av Bellman för att ta ner religionen och dess karaktärer till en lägre och mer samhällsnära nivå. Studien påvisar slutligen även att Bellmans relevans inom svenskundervisningen framför allt ligger i komiken och nöjet med att läsa lyrik som kan ses som mer verklighetsnära för eleverna.

Wireless network for connecting the devices and sensors to communicate and sense is quite attractive nowadays for a wide range of applications. The scaling of the wireless network to millions of nodes currently is impractical if the process is supplied by battery energy. The batteries need to be periodically replaced or recharged due to the limited battery size. One solution is harvesting ambient energy to power the network. In this thesis, we consider a battery-limited energy harvesting communication system with online power control. Assuming independent and identically distributed (i.i.d.) energy arrivals and the harvest-store-use architecture, it is shown that the greedy policy achieves the maximum throughput if and only if the battery capacity is below a certain positive threshold that admits a precise characterization. Simple lower and upper bounds on this threshold are established. The asymptotic relationship between the threshold and the mean of the energy arrival process is analyzed for several examples. Furthermore, value iteration method is applied for solving the Bellman equation to obtain the optimal power allocation policy. The optimal policy is analyzed for several examples. / Thesis / Master of Applied Science (MASc)

Pursuit-evasion games are the subject of a variety of research initiatives seeking to provide some level of autonomy to mobile, robotic vehicles with on-board controllers. Applications of these controllers include defense topics such as unmanned aerial vehicle (UAV) and unmanned underwater vehicle (UUV) navigation for threat surveillance, assessment, or engagement. Controllers implementing pursuit-evasion algorithms are also used for improving everyday tasks such as driving in traffic when used for collision avoidance maneuvers. Currently, pursuit-evasion tactics are incorporated into the control by solving the Hamilton-Jacobi-Isaacs (HJI) equation explicitly, simplifying the solution using approximate dynamic programming, or using a purely finite-horizon approach. Unfortunately, these methods are either subject to difficulties of long computational times or having no guarantees of succeeding in the pursuit-evasion game. This leads to more difficulties of implementing these tactics on-line in a real robotic scenario where the opposing agent may not be known before the maneuver is required. This dissertation presents a novel method of solving the HJI equation by partitioning the state space into regions of local, finite horizon control laws. As a result, the HJI equation can be reduced to solving the Hamilton-Jacobi-Bellman equation recursively as information is received about an opposing agent. Adding complexity to the problem structure results in a decreased calculation time to allow pursuit-evasion tactics to be calculated on-board an agent during a scenario. The algorithms and implementation methods are given explicitly and illustrated with an example of two robotic vehicles in a collision avoidance maneuver. / Ph. D.

We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as smoother for multigrid. In contrast with policy iteration, the relaxation scheme is convergent for both HJB and HJBI equations. We show by local Fourier analysis that the damped-relaxation smoother effectively reduces high frequency error. For problems where the control has jumps, restriction and interpolation methods are devised to capture the jump on the coarse grid as well as during coarse grid correction. We will demonstrate the effectiveness of the proposed multigrid methods for solving HJB and HJBI equations arising from option pricing as well as problems where policy iteration does not converge or converges slowly.

Η μερική διαφορική εξίσωση Hamilton-Jacobi-Bellman παράγει τη λύση στο πρόβλημα του υπολογισμού της βέλτιστης ανάδρασης καταστάσεων σε μη γραμμικά δυναμικά συστήματα. Η προσπάθεια ανάπτυξης εύχρηστων και αξιόπιστων μεθόδων αριθμητικής ή προσεγγιστικής επίλυσης της εξίσωσης Hamilton-Jacobi-Bellman έχει τεράστια σημασία στη ρύθμιση διεργασιών γιατί μπορεί να οδηγήσει άμεσα σε εργαλεία σχεδιασμού μη γραμμικών ρυθμιστών. Ειδικότερα, στη ρύθμιση διεργασιών, η απόδοση ενός ρυθμιστικού συστήματος αξιολογείται βάσει ενός τετραγωνικού δείκτη απόδοσης σε άπειρο χρονικό ορίζοντα, και η βέλτιστη ανάδραση καταστάσεων μπορεί να υπολογισθεί μέσω της λύσης της εξίσωσης Hamilton-Jacobi-Bellman, μη εξαρτώμενης από το χρόνο. Στο πρόβλημα της επίλυσης της παραπάνω εξίσωσης παρουσιάζονται σοβαρές δυσκολίες, κυρίως λόγω υπολογιστικής πολυπλοκότητας. Για το λόγο αυτό, οι μέχρι στιγμής πρακτικές εφαρμογές υπήρξαν περιορισμένες. Στην παρούσα εργασία αναπτύσσεται υπολογιστική μέθοδος, βασισμένη στον αλγόριθμο επαναλήψεων Newton-Kantorovich, η οποία επιτυγχάνει πολυωνυμική προσέγγιση της λύσης της μερικής διαφορικής εξίσωσης Hamilton-Jacobi-Bellman υπό μορφή αναπτύγματος σε δυναμοσειρά Taylor. Με τον τρόπο αυτό επιταχύνονται σημαντικά οι υπολογισμοί για τον προσδιορισμό της βέλτιστης ανάδρασης καταστάσεων. Η μέθοδος εφαρμόζεται αρχικά σε ένα παράδειγμα ισοθερμοκρασιακού αντιδραστήρα συνεχούς λειτουργίας με ανάδευση, ο οποίος παρουσιάζει δυναμική συμπεριφορά μη-ελάχιστης φάσης, με μία είσοδο, μία έξοδο και δύο καταστάσεις. Στη συνέχεια, εφαρμόζεται σε παραδείγματα μη ισοθερμοκρασιακού αντιδραστήρα αντίστοιχης δυναμικής συμπεριφοράς, τριών καταστάσεων, πρωτίστως με μία είσοδο και μία έξοδο και κατόπιν με δύο εισόδους και δύο εξόδους. Με ανάπτυξη και εφαρμογή κώδικα MAPLE για κάθε μία περίπτωση χωριστά, υπολογίζονται προσεγγιστικά οι βέλτιστοι νόμοι ανάδρασης και σχεδιάζονται οι βέλτιστες αποκρίσεις των εισόδων και των εξόδων κάθε ενός από τα παραπάνω συστήματα, ενώ ταυτόχρονα γίνεται και καταγραφή των αντίστοιχων χρόνων εκτέλεσης κάθε κώδικα. Τέλος, στην περίπτωση του ισοθερμοκρασιακού αντιδραστήρα, γίνεται σύγκριση της προτεινόμενης μεθόδου με προϋπάρχουσες, κατά κύριο λόγο σε ζητήματα χρόνων εκτέλεσης, αλλά και σε ζητήματα απόδοσης στη ρύθμιση. / The partial differential equation Hamilton-Jacobi-Bellman produces the solution in the problem of calculation of optimal state feedback in non-linear dynamic systems. The effort of designing functional and reliable, numerical or approximate, methods for solving Hamilton-Jacobi-Bellman equation has enormous importance in process control because it can lead directly to tools of planning non-linear regulators. More specifically, in process control, the attribution of a regulating system is evaluated using a quadratic performance index in infinite time horizon, and the optimal state feedback can be calculated by the solution of the non time depended Hamilton-Jacobi-Bellman equation. The problem of solving the equation above encounters serious difficulties, mainly because of the calculation complexity. For this reason, the practical applications existed until now were very few. In the present work a calculating method is developed, based in the iterative algorithm Newton-Kantorovich, which achieves polynomial approach of the solution of partial differential equation Hamilton-Jacobi-Bellman under the form of Taylor series expansion. Thus the calculations for the determination of optimal state feedback are considerably accelerated. The method is initially applied in an example of continuous stirred tank reactor, with non-minimum phase dynamic behavior, with one input, one output and two state variables. Afterwards, it is applied in examples of not isothermal reactor of the same dynamic behavior, three state variables, firstly with one input and one output variables and then with two input and two output variables. Using the symbolic program MAPLE, a code was developed for each case separately, which calculates approximately the optimal feedback laws and designs the optimal responses of the inputs and outputs of each of the systems above, while the corresponding times of implementation of each code are simultaneously recording. Finally, in the case of isothermal reactor, a comparison is made between the proposed and preexisting methods, mainly in the base of the time of implementations and the regulation performance.

The 1760's and 1770's saw the emergence of numerous clubs, orders and societies in Stockholm. One of the most extraordinary expressions of this phenomenon was Carl Michael Bellman's Bacchi Orden, a series of semi-public dramatic entertainments chronicling the exploits of the members of Bacchi Orden, a fictional society enrolling several of Stockholm's most notorious drunkards and dedicated to the celebration of Bacchus. Bellman's parodic perspective stands in marked contrast to the self-professed virtuous undertakings of Stockholm's contemporary clubs and orders, whose members were recruited from the social and economic elites and professional and artisanal classes. The main purpose of the dissertation was to study the ceremonial rhetorical practices of Bacchi Orden - speeches, processions and other features designed to enhance the members' loyalty to the society's chosen ideal - and compare them to similar rhetorical traits in several orders and societies of the era in Stockholm to understand what made Bellman's parody work as an entertainment. The dissertation consists of three chapters. The first chapter introduces Bacchi Orden as a parodic and dramatic work and the eighteenth-century associations as cultural and social institutions. The second chapter outlines the use of ceremonial rhetoric in a number of orders and societies in Stockholm contemporary with Bacchi Orden. Through a combined chronological and thematic approach, the third chapter examines recurring rhetorical patterns in Bellman's parody and the rhetorical implications these patterns might have signaled to his audicence. The ceremonial rhetorical practices of Bacchi Orden may be interpreted as parodying rhetorical commonplaces occuring in all the examined orders' pledges to uphold certain virtues for the benefit of the Swedish nation. This system of virtues - with moderation, patriotism and diligence as cornerstones - is put to parodic use in Bacchi Orden through the different breaches of decorum Bellman allows his characters to act out in their doomed endeavors to combine ceremonial protocol and severe intoxication. As a contrast, friendly and frank companionship among the selected few is the one positive virtue that Bellman's audience can infer from his mock-society. This particular tenet became central to subsequent social clubs, which used Bellman's fiction as a template for their ceremonies.

We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as smoother for multigrid. In contrast with policy iteration, the relaxation scheme is convergent for both HJB and HJBI equations. We show by local Fourier analysis that the damped-relaxation smoother effectively reduces high frequency error. For problems where the control has jumps, restriction and interpolation methods are devised to capture the jump on the coarse grid as well as during coarse grid correction. We will demonstrate the effectiveness of the proposed multigrid methods for solving HJB and HJBI equations arising from option pricing as well as problems where policy iteration does not converge or converges slowly.