


Vol 80, No 1 (2019)
- Year: 2019
- Articles: 17
- URL: https://ogarev-online.ru/0005-1179/issue/view/9047
Linear Systems
Suboptimal Anisotropic Filtering for Linear Discrete Nonstationary Systems with Uncentered External Disturbance
Abstract
We consider the robust anisotropic filtering problem for a linear discrete nonstationary system on a finite time interval. We assume that external disturbances acting on the object have anisotropy bounded from above and additionally satisfy two constraints on the moments. Our solution of the filtering problem is based on the boundedness criterion for the anisotropic norm in reverse time and reduces to finding a solution for a convex optimization problem. We illustrate the operation of a suboptimal anisotropic estimator with a numerical example.



Nonlinear Systems
Energy-Optimal Control of Harmonic Oscillator
Abstract
The problem of optimal control of a harmonic oscillator is considered. The energy of oscillator at the final time instant is used as the optimization criterion. The optimal control and optimal value of energy as function of this time instant is determined. The result obtained was compared with the solution of the problem of time-optimal operation at bringing the oscillator in the state of rest.



Stochastic Systems
On Optimal Retention of the Trajectory of Discrete Stochastic System in Tube
Abstract
Consideration was given to the design of the optimal control of the general discrete stochastic system with a criterion as the probability of the state vector sojourn in the given sets at each time instant. Derived were relations of the dynamic programming enabling one to establish an optimal solution in the class of Markov strategies without extension of the state vector with subsequent reduction to an equivalent problem with the probabilistic terminal criterion. Consideration was given to the problem of one-parameter correction of the flying vehicle trajectory. An analytical solution was established.



Variable Neighborhood Search for a Two-Stage Stochastic Programming Problem with a Quantile Criterion
Abstract
We consider a two-stage stochastic programming problem with a bilinear loss function and a quantile criterion. The problem is reduced to a single-stage stochastic programming problem with a quantile criterion. We use the method of sample approximations. The resulting approximating problem is considered as a stochastic programming problem with a discrete distribution of random parameters. We check convergence conditions for the sequence of solutions of approximating problems. Using the confidence method, the problem is reduced to a combinatorial optimization problem where the confidence set represents an optimization strategy. To search for the optimal confidence set, we adapt the variable neighborhood search method. To solve the problem, we develop a hybrid algorithm based on the method of sample approximations, the confidence method, variable neighborhood search.



Queueing System M/M/1/∞ with Perishable Inventory and Repeated Customers
Abstract
We propose a model of a queueing system with a single server, perishable inventory and repeated customers that can form an orbit of infinite size. In the absence of inventory in the system, primary customers according to the Bernoulli scheme either enter the queue or go into the orbit. The system uses the (s, S)-policy of replenishing the inventory. We develop a method for calculating system characteristics and solve the problem of minimizing total costs by choosing the critical level of inventory.



Control in Technical Systems
On Solving the Optimal Control Problem
Abstract
We consider a solution of the optimal control problem for an adaptive multidirectional mirror antenna. With the Pontryagin maximum principle, we reduce the problem to solving a system of ordinary differential equations. The resulting system can be solved numerically using modern approaches such as the Runge–Kutta methods or hybrid evolutionary algorithms. Estimation of the state vector is performed by the maximum likelihood criterion with solving the generated Fokker–Planck–Kolmogorov stochastic differential equation. In this case, the posterior probability density function is associated with the normalized value of the energy flux density in the aperture of antenna feeders. We determine the ability to suppress interference with an adaptive multidirectional mirror antenna and give an example of solving the control problem.



A New Algorithm for Solving a Special Matching Problem with a General Form Value Function under Constraints
Abstract
We consider the assignment problem with a special structure with a general form value function and constraints prohibiting certain matchings. In this case, the matching cost may be undefined until some permutation is found. We formulate the problem in terms of graph theory and reduce it to finding a minimal cost path in a graph with nonlocal edge weights. The proposed method for solving the problem is a modification of the Dijkstra’s shortest path algorithm in a weighted directed graph. This research is motivated by well drilling applications. We also show the analysis of our numerical experiments.



Optimization, System Analysis, and Operations Research
The Optimal Distribution Problem for Teams of Specialists
Abstract
We consider the task of assigning teams of specialists who jointly perform certain types of jobs (consulting services, compliance assessment for products, goods or services according to given requirements etc.). The team performing this work is composed of a set of specialists of various types (specialties), and their total number is limited. The problem is to design a team work plan for which the time to complete all jobs is minimal. We reduce this task to a linear programming problem and also consider heuristic algorithms and special cases of the problem.



On the Properties of the Method of Minimization for Convex Functions with Relaxation on the Distance to Extremum
Abstract
We present a subgradient method of minimization, similar to the method of minimal iterations for solving systems of equations, which inherits from the latter convergence properties on quadratic functions. The proposed algorithm, for a certain set of parameters, coincides with the previously known method of minimizing piecewise linear functions and is an element of the family of minimization methods with relaxation of the distance to extremum, developed by B.T. Polyak, where the step length is calculated based on the predefined minimum value of the function. We link parameters of this method to the constraint on the degree of homogeneity of the function and obtain estimates on its convergence rate on convex functions. We prove that on some classes of functions it converges at the rate of a geometric progression. We also discuss the computational capabilities of this approach for solving problems with high dimension.



Pattern Analysis in Parallel Coordinates Based on Pairwise Comparison of Parameters
Abstract
We present the basic properties of the a new pattern analysis method in parallel coordinates; results of the method do not depend on the ordering of data in the original sample of objects being analyzed. We prove that clusters obtained with this method do not overlap. We also show the possibility of representing objects of one cluster in the form of monotonically increasing/decreasing functions.



A Method to Bypass Dangerous Zones in the Horizontal Plane
Abstract
We propose a method of bypassing randomly located dangerous zones by an aircraft based on the use of graph theory and an aircraft control algorithm that implements this method. We provide different options for implementing the method and the control algorithm and results of studying them.



Control Sciences
Metrization of the T-Alphabet: Measuring the Distance between Multidimensional Real Discrete Sequences
Abstract
The measure is proposed of discrete real sequences similarity in the extended space of states. The measure is based on the symbolic CTQ-analysis methods and is applicable to a chaotic and stochastic multidimensional non-equidistant time series as well. The analysis of the proposed metrics is carried out and their basic properties are described. The method efficiency is tested on the model systems differing in complexity and topology of the attractor. The high sensitivity of the developed similarity measures is demonstrated on the example of the financial time series analysis.



Large Scale Systems Control
Data Exchange with Adaptive Coding between Quadrotors in a Formation
Abstract
In this paper, we present and numerically study an adaptive coding procedure for data transfer among quadrotors moving in a formation. The quadrotor’s parameters are identified using experimental data from a digital communication channel with limited bandwidth. We compare the obtained results with theoretical expectations and illustrate the efficiency of the adaptive coding procedure.



Mathematical Game Theory and Applications
The Pursuit-Evasion Game on the 1-Skeleton Graph of a Regular Polyhedron. II
Abstract
Part II of the paper considers a game between a group of n pursuers and one evader that move along the 1-Skeleton graph M of regular polyhedrons of three types in the spaces ℝd, d ≥ 3. Like in Part I, the goal is to find an integer N(M) with the following property: if n ≥ N(M), then the group of pursuers wins the game; if n < N(M), the evader wins. It is shown that N(M) = 2 for the d-dimensional simplex or cocube (a multidimensional analog of octahedron) and N(M) = [d/2] + 1 for the d-dimensional cube.



Aggressive Behavior in a Non-Antagonistic Positional Differential Game
Abstract
This paper is a continuation of the research [3], in which a formalization of nonantagonistic positional differential two-player games (NPDGs) was offered for the case of different behavioral types of players (in short, the NPDGwBT) as follows. In addition to the usual (normal, nor) type of behavior oriented towards maximization of his/her own functional, each player can use other behavioral types described in [2, 7], namely, the altruistic (alt), aggressive (agg), and paradoxical (par) ones. By assumption, each player can switch from one behavioral type to another in the course of the game. Note that in [6, 7] such switching allowed to obtain new solutions in a repeated bimatrix 2 × 2 game. The formalization of players’ actions in the NPDGwBT presented in [3] relies on the formalization and results of the general theory of antagonistic positional differential games [4, 5]. By assumption, in the NPDGwBT each player chooses a closed-loop strategy simultaneously with his/her own indicator function that is defined on the whole game duration and takes values from the set {nor, alt, agg, par}. The indicator function shows the behavioral type dynamics of a given player. The strong and weak BT-solutions of the NPDGwBT were defined in [3]. Expectedly, in some cases the abnormal types of behavior (the ones differing from the normal type) may yield better outcomes for players in the NPDGwBT than in the NPDG. The main emphasis of the examples in [3] was stressed on the use of altruistic behavior by all players. This paper considers two examples of games with simple 2D motion dynamics and phase constraints in which each player can demonstrate altruism and also aggression towards a partner for certain time intervals, including the case of mutual aggression. In the first example, strong BT-solutions are constructed in which both players increase their payoffs in comparison with the game with the normal type of behavior. If the players are prohibited to choose the aggressive type of behavior, then the game has no BT-solutions. In the second example, strong BT-solutions are also constructed but, under the prohibition of aggression, they still exist and are induced by the altruistic type of behavior.



Automation in Industry





