Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 59 for “"Finite Horizon"”.
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Finite Horizon Optimality and Operator Splitting in Model Reduction of Large-Scale Dynamical System
… and the approximation is performed over an infinite time horizon. If we are interested in a finite horizon reduced model, we utilize techniques such as Time-limited Balanced Truncation (TLBT) and Proper Orthogonal Decomposition (POD). In this dissertation we establish interpolation-based …
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Advanced Linear Model Predictive Control For Helicopter Shipboard Maneuvers
… a soft touchdown from that state. A shrinking horizon model predictive control method is presented which can target specific states at specific times and take into account several important factors during landing. This controller is then used in simulation to perform a touchdown maneuver on a …
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Improved worst-case regret bounds for randomized least-squares value iteration
… functions in reinforcement learning. In tabular finite-horizon Markov Decision Processes, we introduce a clipping variant of one classical Thompson Sampling (TS)-like algorithm, randomized least-squares value iteration (RLSVI). Our $\tilde{\mathrm{O}}(H^2S\sqrt{AT})$ high-probability worst-case …
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Continuous observation planning for autonomous exploration
… by planning observations to make over a finite horizon. Planning over a finite horizon entails finding a path that visits candidates with the maximum possible total utility, subject to the constraint that the path cost is less than a given threshold value. Finding such a path corresponds …
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A State Space Partitioning Scheme for Vehicle Control in Pursuit-Evasion Scenarios
… 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 …
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A convex solution to receding horizon control of switched linear systems
… switching constraint is exactly solved for finite-path-dependent controllers with finite horizon knowledge of future switching modes. Conditions for the existence of both a full-information state-feedback controller and a dynamic output feedback controller are given in the form of …
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Unit loads in assembly component delivery
… stage, uniform demand assembly system in a finite horizon. Unit loads are used in place of lots; material handling and container costs are charged; and area and material handling constraints are imposed. A solution procedure based on a delivery period matrix is used to solve the minimization …
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Towards Stable Reinforcement Learning in Non-Episodic Tasks
… involves the rollouts of policies executed in a finite horizon or episodes. However, such policies may struggle to generalize well in various non-episodic tasks, including both object manipulation and locomotion. In this thesis, we study the challenges that arise from non-episodic tasks in two …
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The effectiveness of a simple policy for coordinating inventory control and pricing strategies
… p) policy in a single product, periodic review, finite horizon model with stochastic multiplicative demand and fixed ordering cost, in which an (s, S, A, p) policy is optimal. An extensive numerical study shows that empirically an (s, S, p) policy is highly effective relative to an (s, S, A, p) …
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A Guidance Algorithm for Unmanned Surface Vehicle Exhibiting Sternward Motion
… the backward trajectory generation problem as a finite-horizon optimal control problem and transform it into a nonlinear programming problem by utilizing the direct shooting method. The nonlinear programming problem is solved using the Hooke-Jeeves numerical algorithm. We provide successful …
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Studies in system representation and control
… For discrete-time input-output systems, infinite-matrix kernel representation is the most general representation. We use the notion of finite-horizon systems to characterize all operators defined on $\ell\sb{p}$ spaces, $p\in\lbrack1, \infty$) that can be represented by an infinite-matrix …
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Modeling, Analysis, and Algorithms for Some Supply Chain Logistics Optimization Problems
… vendor supplies goods to a single buyer over a finite horizon. We model this multi-period problem by using a dynamic programming framework and develop an effective Lagrange multiplier method for the solution of the single-period problem, which is then used to solve the multi-period problem. We …
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Integration of Life Sciences and Engineering - Highly Infectious Diseases in Population : Control System Analysis and Synthesis
… on the linearized model. The problem of finite-horizon linear quadratic regulation has been investigated to provide the necessary optimal feedback to the smallpox model.
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Safe intention-aware maneuvering of autonomous vehicles
… vehicle motions being executed by them over a finite horizon in the future. Our claim is that a vehicle is able to efficiently and safely navigate in dynamic traffic situations by estimating the possible types of drivers in its immediate vicinity, such as aggressive or careful, and by …
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Robust Updated MPC Schemes
… approaches to approximate the solution of infinite horizon optimal control problems (OCPs) for perturbed nonlinear discrete time systems. MPC provides an algorithmic synthesis of an approximately optimal feedback law by iteratively solving finite horizon OCPs. The optimization problem to be …
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Equilibrium Measures for Symbolic Spaces Using Dimension Theory
… formalism is well developed for subshifts of finite type. However, less is known about equilibrium measures for more general shift spaces beyond existence and, in some cases, uniqueness. Rather than constructing equilibrium measures as a limit of a sequence of measures or via a fixed point …
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Near-optimal data-driven approximation schemes for joint pricing and inventory control models
… while maximizing the expected profit over finite horizon. In reality, the demand functions or the distribution of the random noise are usually unavailable, whereas past demand data are relatively easy to collect. A novel data-driven nonparametric algorithm is proposed, which uses the past …
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Stochastic Model Predictive Control via Fixed Structure Policies
… given some assumptions hold, there exists a finite horizon in which a constant linear state-feedback control law will stabilize a nonlinear system around the origin. Several control policy architectures are used to regulate the cart-pole system in deterministic and stochastic settings, and …
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Approximate value iteration approaches to constrained dynamic portfolio problems
This thesis considers a discrete-time, finite-horizon dynamic portfolio problem where an investor makes sequential investment decisions with the goal of maximizing expected terminal wealth. We allow non-standard utility functions and constraints upon the portfolio selections at each time. These …
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Models of intelligence operations
… of the intelligence cycle is modelled as a novel finite horizon Bayesian stochastic dynamic programming problem, namely the multi-armed bandit allocation (MABA) problem. The MABA framework models the efforts of a processor to search for intelligence items of the highest importance by making …
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