Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic control”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 163 records · Page 9

Scalable and Memory-Efficient Algorithms for Controlling Networked Epidemic Processes Using Multiplicative Weights Update Method

We study the problem of designing scalable algorithms to find effective intervention strategies for controlling stochastic epidemic processes on networks. This is a common problem arising in agent based models for epidemic spread. Previous approaches to this problem focus on either heuristics with no guarantees or approximation algorithms that scale only to networks corresponding to county-sized populations, typically, with less than a million nodes. In particular, the mathematical-programming based approaches need to solve the Linear Program (LP) relaxation of the problem using an LP solver, which restricts the scalability of this approach. In this work, we overcome this restriction by designing an algorithm that adapts the multiplicative weights update (MWU) framework, along with the sample average approximation (SAA) technique, to approximately solve the linear program (LP) relaxation for the problem. To scale this approach further, we provide a memory-efficient algorithm that enables scaling to large networks, corresponding to country-size populations, with over 300 million nodes and 30 billion edges. Furthermore, we show that this approach provides near-optimal solutions to the LP in practice.

Sambaturu, Prathyush↗

On simultaneous choice of dynamic control and measurement strategies for stochastic systems.

Consideration of stochastic optimal control problems in which the measurement equation contains a control variable. Conditions under which it is possible to separately optimize the dynamic and measurement controls are studied, with particular emphasis on showing (by counterexample) that certain results already available for the linear-Gaussian-quadratic case do not extend to more general problems. Conditions under which the extension is possible are discussed.

Kramer, L. C.↗

A constrained discrete optimal guidance strategy for low-thrust space flight

A low-thrust guidance algorithm suitable for operational use is formulated. Using linear stochastic control theory, a linear feedback control law is obtained for a minimum terminal miss performance criterion. The control variables are restricted to constant values over specified time intervals and are explicitly limited. Both fixed and variable time-of-arrival guidance are considered. Guidance equations are presented in deterministic (operational) and in statistical form; and computational procedures necessary for implementation are outlined. The performance of the guidance algorithm is evaluated by applying it to the approach phase of the 1980 rendezvous mission with the comet Encke.

Jacobson, R. A.↗

A finite state, finite memory minimum principle, part 2

The development of the theory of the finite - state, finite - memory (FSFM) stochastic control problem is discussed. The sufficiency of the FSFM minimum principle (which is in general only a necessary condition) was investigated. By introducing the notion of a signaling strategy as defined in the literature on games, conditions under which the FSFM minimum principle is sufficient were determined. This result explicitly interconnects the information structure of the FSFM problem with its optimality conditions. The min-H algorithm for the FSFM problem was studied. It is demonstrated that a version of the algorithm always converges to a particular type of local minimum termed a person - by - person extremal.

Sandell, N. R., Jr.↗

A finite-state, finite-memory minimum principle, part 2

In part 1 of this paper, a minimum principle was found for the finite-state, finite-memory (FSFM) stochastic control problem. In part 2, conditions for the sufficiency of the minimum principle are stated in terms of the informational properties of the problem. This is accomplished by introducing the notion of a signaling strategy. Then a min-H algorithm based on the FSFM minimum principle is presented. This algorithm converges, after a finite number of steps, to a person - by - person extremal solution.

Sandell, N. R., Jr.↗

State equations for an n-body spacecraft

Considerable attention, in the open literature, is being focused on the problem of developing a suitable set of deterministic dynamical equations for a complex spacecraft. The present paper addresses the problem of determining a set of state equations for an n-body spacecraft. The approach used in obtaining the state equations involves the application and interpretation of advanced dynamical principles. This set of state equations can be effectively used in the development of a stochastic controller for the spacecraft (in this latter development, the deterministic model developed in the present paper will be appropriately corrupted by plant noise). The major effort in the paper revolves around the determination of the plant matrices and the specification of the state vector and the control vector.

Larson, V.↗

On the design of optimal input signals in system identification

The problem of designing optimal inputs in the identification of multi-input multi-output linear systems with unknown time-varying parameters is considered using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop system inputs. The computation of the optimal closed-loop mappings is shown to be a nontrivial exercise in stochastic control with no analytic solution, but optimal open-loop and affine laws yield much more tractable problems. For time-invariant systems, the sensitivity index considered is shown to be equivalent to the trace of the (strictly positive definite) information matrix associated with the system. Numerical examples are given. A Kalman filter is used to estimate the parameters. A necessary condition for the Kalman filter not to diverge when applying linear feedback is also given.

Lopez-Toledo, A. A.↗

Optimal policies for identification of stochastic linear systems

The problem of designing closed-loop policies for identification of multiinput-multioutput linear discrete-time systems with random time-varying parameters is considered in this paper using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop laws. The computation of the optimal laws is shown to be nontrivial, an exercise in stochastic control, but open-loop, affine, and open-loop feedback optimal inputs are shown to yield tractable problems. Numerical examples are given. For time-invariant systems, the criterion considered is shown to be related to the trace of the information matrix associated with the system.

Lopez-Toledo, A. A.↗

On the periodic coordination of linear stochastic systems

The decentralized stochastic control of a linear dynamic system consisting of several subsystems is considered. A two-level approach is used by the introduction of a coordinator who collects measurements from the local controllers periodically and in return transmits coordinating parameters. Two types of coordination are considered: open-loop feedback and closed loop. The resulting control laws are found to be intuitively attractive.

Chong, C.-Y.↗

A finite-state, finite-memory minimum principle

A class of finite-state, finite-memory stochastic control problems is considered. A minimum principle is derived. Signaling strategies are defined and related to the necessary conditions of the minimum principle. Min-H algorithms for the problem are described.

Sandell, N. R., Jr.↗

Dynamic rain fade compensation techniques for the advanced communications technology satellite

The dynamic and composite nature of propagation impairments that are incurred on earth-space communications links at frequencies in and above the 30/20 GHz Ka band necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) project by the implementation of optimal processing schemes derived through the use of the ACTS Rain Attenuation Prediction Model and nonlinear Markov filtering theory. The ACTS Rain Attenuation Prediction Model discerns climatological variations on the order of 0.5 deg in latitude and longitude in the continental U.S. The time-dependent portion of the model gives precise availability predictions for the 'spot beam' links of ACTS. However, the structure of the dynamic portion of the model, which yields performance parameters such as fade duration probabilities, is isomorphic to the state-variable approach of stochastic control theory and is amenable to the design of such statistical fade processing schemes which can be made specific to the particular climatological location at which they are employed.

Manning, Robert M.↗