Title :
Time aggregation based optimal control and Lebesgue sampling
Author :
Xu, Yan-Kai ; Cao, Xi-Ren
Author_Institution :
Tsinghua Univ., Beijing
Abstract :
Time aggregation based optimal control model is proposed in the paper, by using Lebesgue sampling technique. Time aggregation approach in MDP (Markov decision processes) theory is applied to handle the problem, then policy iteration can be implemented. Both analytical solution and sample path based optimization algorithms are given. Compared with periodic sampling based approach, Lebesgue sampling based approach can be applied to practical control systems to obtain improvement in system performance and reduction in resource utilization.
Keywords :
Markov processes; optimal control; optimisation; periodic control; sampled data systems; Lebesgue sampling; Markov decision process; control system; optimal control; optimization algorithm; periodic sampling; policy iteration; resource utilization; system performance; time aggregation; Algorithm design and analysis; Communication system control; Control systems; Cost function; Frequency; Optimal control; Resource management; Sampling methods; System performance; USA Councils;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4434308
