Результаты поиска по 'optimal control':
Найдено статей: 34
  1. Parkhomenko P.V.
    Pareto optimal analysis of global warming prevention by geoengineering methods
    Computer Research and Modeling, 2015, v. 7, no. 5, pp. 1097-1108

    The study is based on a three-dimensional hydrodynamic global climate coupled model, including ocean model with real depths and continents configuration, sea ice evolution model and energy and moisture balance atmosphere model. Aerosol concentration from the year 2010 to 2100 is calculated as a controlling parameter to stabilize mean year surface air temperature. It is shown that by this way it is impossible to achieve the space and seasonal uniform approximation to the existing climate, although it is possible significantly reduce the greenhouse warming effect. Climate will be colder at 0.1–0.2 degrees in the low and mid-latitudes and at high latitudes it will be warmer at 0.2–1.2 degrees. The Pareto frontier is investigated and visualized for two parameters — atmospheric temperature mean square deviation for the winter and summer seasons. The Pareto optimal amount of sulfur emissions would be between 23.5 and 26.5 TgS/year.

    Views (last year): 1. Citations: 3 (RSCI).
  2. Orlova E.V.
    Model for operational optimal control of financial recourses distribution in a company
    Computer Research and Modeling, 2019, v. 11, no. 2, pp. 343-358

    A critical analysis of existing approaches, methods and models to solve the problem of financial resources operational management has been carried out in the article. A number of significant shortcomings of the presented models were identified, limiting the scope of their effective usage. There are a static nature of the models, probabilistic nature of financial flows are not taken into account, daily amounts of receivables and payables that significantly affect the solvency and liquidity of the company are not identified. This necessitates the development of a new model that reflects the essential properties of the planning financial flows system — stochasticity, dynamism, non-stationarity.

    The model for the financial flows distribution has been developed. It bases on the principles of optimal dynamic control and provides financial resources planning ensuring an adequate level of liquidity and solvency of a company and concern initial data uncertainty. The algorithm for designing the objective cash balance, based on principles of a companies’ financial stability ensuring under changing financial constraints, is proposed.

    Characteristic of the proposed model is the presentation of the cash distribution process in the form of a discrete dynamic process, for which a plan for financial resources allocation is determined, ensuring the extremum of an optimality criterion. Designing of such plan is based on the coordination of payments (cash expenses) with the cash receipts. This approach allows to synthesize different plans that differ in combinations of financial outflows, and then to select the best one according to a given criterion. The minimum total costs associated with the payment of fines for non-timely financing of expenses were taken as the optimality criterion. Restrictions in the model are the requirement to ensure the minimum allowable cash balances for the subperiods of the planning period, as well as the obligation to make payments during the planning period, taking into account the maturity of these payments. The suggested model with a high degree of efficiency allows to solve the problem of financial resources distribution under uncertainty over time and receipts, coordination of funds inflows and outflows. The practical significance of the research is in developed model application, allowing to improve the financial planning quality, to increase the management efficiency and operational efficiency of a company.

    Views (last year): 33.
  3. Reshitko M.A., Ougolnitsky G.A., Usov A.B.
    Numerical method for finding Nash and Shtakelberg equilibria in river water quality control models
    Computer Research and Modeling, 2020, v. 12, no. 3, pp. 653-667

    In this paper we consider mathematical model to control water quality. We study a system with two-level hierarchy: one environmental organization (supervisor) at the top level and a few industrial enterprises (agents) at the lower level. The main goal of the supervisor is to keep water pollution level below certain value, while enterprises pollute water, as a side effect of the manufacturing process. Supervisor achieves its goal by charging a penalty for enterprises. On the other hand, enterprises choose how much to purify their wastewater to maximize their income.The fee increases the budget of the supervisor. Moreover, effulent fees are charged for the quantity and/or quality of the discharged pollution. Unfortunately, in practice, such charges are ineffective due to the insufficient tax size. The article solves the problem of determining the optimal size of the charge for pollution discharge, which allows maintaining the quality of river water in the rear range.

    We describe system members goals with target functionals, and describe water pollution level and enterprises state as system of ordinary differential equations. We consider the problem from both supervisor and enterprises sides. From agents’ point a normal-form game arises, where we search for Nash equilibrium and for the supervisor, we search for Stackelberg equilibrium. We propose numerical algorithms for finding both Nash and Stackelberg equilibrium. When we construct Nash equilibrium, we solve optimal control problem using Pontryagin’s maximum principle. We construct Hamilton’s function and solve corresponding system of partial differential equations with shooting method and finite difference method. Numerical calculations show that the low penalty for enterprises results in increasing pollution level, when relatively high penalty can result in enterprises bankruptcy. This leads to the problem of choosing optimal penalty, which requires considering problem from the supervisor point. In that case we use the method of qualitatively representative scenarios for supervisor and Pontryagin’s maximum principle for agents to find optimal control for the system. At last, we compute system consistency ratio and test algorithms for different data. The results show that a hierarchical control is required to provide system stability.

  4. Korepanov V.O., Chkhartishvili A.G., Shumov V.V.
    Game-theoretic and reflexive combat models
    Computer Research and Modeling, 2022, v. 14, no. 1, pp. 179-203

    Modeling combat operations is an urgent scientific and practical task aimed at providing commanders and staffs with quantitative grounds for making decisions. The authors proposed the function of victory in combat and military operations, based on the function of the conflict by G. Tullock and taking into account the scale of combat (military) operations. On a sufficient volume of military statistics, the scale parameter was assessed and its values were found for the tactical, operational and strategic levels. The game-theoretic models «offensive – defense», in which the sides solve the immediate and subsequent tasks, having the formation of troops in one or several echelons, have been investigated. At the first stage of modeling, the solution of the immediate task is found — the breakthrough (holding) of defense points, at the second — the solution of the subsequent task — the defeat of the enemy in the depth of the defense (counterattack and restoration of defense). For the tactical level, using the Nash equilibrium, solutions were found for the closest problem (distribution of the forces of the sides by points of defense) in an antagonistic game according to three criteria: a) breakthrough of the weakest point, b) breakthrough of at least one point, and c) weighted average probability. It is shown that it is advisable for the attacking side to use the criterion of «breaking through at least one point», in which, all other things being equal, the maximum probability of breaking through the points of defense is ensured. At the second stage of modeling for a particular case (the sides are guided by the criterion of breaking through the weakest point when breaking through and holding defense points), the problem of distributing forces and facilities between tactical tasks (echelons) was solved according to two criteria: a) maximizing the probability of breaking through the defense point and the probability of defeating the enemy in depth defense, b) maximizing the minimum value of the named probabilities (the criterion of the guaranteed result). Awareness is an important aspect of combat operations. Several examples of reflexive games (games characterized by complex mutual awareness) and information management are considered. It is shown under what conditions information control increases the player’s payoff, and the optimal information control is found.

  5. Sofronova E.A., Diveev A.I., Kazaryan D.E., Konstantinov S.V., Daryina A.N., Seliverstov Y.A., Baskin L.A.
    Utilizing multi-source real data for traffic flow optimization in CTraf
    Computer Research and Modeling, 2024, v. 16, no. 1, pp. 147-159

    The problem of optimal control of traffic flow in an urban road network is considered. The control is carried out by varying the duration of the working phases of traffic lights at controlled intersections. A description of the control system developed is given. The control system enables the use of three types of control: open-loop, feedback and manual. In feedback control, road infrastructure detectors, video cameras, inductive loop and radar detectors are used to determine the quantitative characteristics of current traffic flow state. The quantitative characteristics of the traffic flows are fed into a mathematical model of the traffic flow, implemented in the computer environment of an automatic traffic flow control system, in order to determine the moments for switching the working phases of the traffic lights. The model is a system of finite-difference recurrent equations and describes the change in traffic flow on each road section at each time step, based on retrived data on traffic flow characteristics in the network, capacity of maneuvers and flow distribution through alternative maneuvers at intersections. The model has scaling and aggregation properties. The structure of the model depends on the structure of the graph of the controlled road network. The number of nodes in the graph is equal to the number of road sections in the considered network. The simulation of traffic flow changes in real time makes it possible to optimally determine the duration of traffic light operating phases and to provide traffic flow control with feedback based on its current state. The system of automatic collection and processing of input data for the model is presented. In order to model the states of traffic flow in the network and to solve the problem of optimal traffic flow control, the CTraf software package has been developed, a brief description of which is given in the paper. An example of the solution of the optimal control problem of traffic flows on the basis of real data in the road network of Moscow is given.

  6. Borisova L.R., Kuznetsova A.V., Sergeeva N.V., Sen'ko O.V.
    Comparison of Arctic zone RF companies with different Polar Index ratings by economic criteria with the help of machine learning tools
    Computer Research and Modeling, 2020, v. 12, no. 1, pp. 201-215

    The paper presents a comparative analysis of the enterprises of the Arctic Zone of the Russian Federation (AZ RF) on economic indicators in accordance with the rating of the Polar index. This study includes numerical data of 193 enterprises located in the AZ RF. Machine learning methods are applied, both standard, from open source, and own original methods — the method of Optimally Reliable Partitions (ORP), the method of Statistically Weighted Syndromes (SWS). Held split, indicating the maximum value of the functional quality, this study used the simplest family of different one-dimensional partition with a single boundary point, as well as a collection of different two-dimensional partition with one boundary point on each of the two combining variables. Permutation tests allow not only to evaluate the reliability of the data of the revealed regularities, but also to exclude partitions with excessive complexity from the set of the revealed regularities. Patterns connected the class number and economic indicators are revealed using the SDT method on one-dimensional indicators. The regularities which are revealed within the framework of the simplest one-dimensional model with one boundary point and with significance not worse than p < 0.001 are also presented in the given study. The so-called sliding control method was used for reliable evaluation of such diagnostic ability. As a result of these studies, a set of methods that had sufficient effectiveness was identified. The collective method based on the results of several machine learning methods showed the high importance of economic indicators for the division of enterprises in accordance with the rating of the Polar index. Our study proved and showed that those companies that entered the top Rating of the Polar index are generally recognized by financial indicators among all companies in the Arctic Zone. However it would be useful to supplement the list of indicators with ecological and social criteria.

  7. Vetchanin E.V., Tenenev V.A., Shaura A.S.
    Motion control of a rigid body in viscous fluid
    Computer Research and Modeling, 2013, v. 5, no. 4, pp. 659-675

    We consider the optimal motion control problem for a mobile device with an external rigid shell moving along a prescribed trajectory in a viscous fluid. The mobile robot under consideration possesses the property of self-locomotion. Self-locomotion is implemented due to back-and-forth motion of an internal material point. The optimal motion control is based on the Sugeno fuzzy inference system. An approach based on constructing decision trees using the genetic algorithm for structural and parametric synthesis has been proposed to obtain the base of fuzzy rules.

    Views (last year): 2. Citations: 1 (RSCI).
  8. Varshavsky L.E.
    Control theory methods for creating market structures
    Computer Research and Modeling, 2014, v. 6, no. 5, pp. 839-859

    Control theory methods for creating market structures are discussed for two cases: when market participants are pursuing aims 1) of maximal growth and 2) of maximum economic efficiency of their firms. For the first case method based on variable structure systems principles is developed. For the second case dynamic game approach is proposed based on computation of Nash–Cournot and Stackelberg strategies with the help of Z-transform.

    Views (last year): 4. Citations: 4 (RSCI).
  9. Skvortsova D.A., Chuvilgin E.L., Smirnov A.V., Romanov N.O.
    Development of a hybrid simulation model of the assembly shop
    Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1359-1379

    In the presented work, a hybrid optimal simulation model of an assembly shop in the AnyLogic environment has been developed, which allows you to select the parameters of production systems. To build a hybrid model of the investigative approach, discrete-event modeling and aggressive modeling are combined into a single model with an integrating interaction. Within the framework of this work, a mechanism for the development of a production system consisting of several participants-agents is described. An obvious agent corresponds to a class in which a set of agent parameters is specified. In the simulation model, three main groups of operations performed sequentially were taken into account, and the logic for working with rejected sets was determined. The product assembly process is a process that occurs in a multi-phase open-loop system of redundant service with waiting. There are also signs of a closed system — scrap flows for reprocessing. When creating a distribution system in the segment, it is mandatory to use control over the execution of requests in a FIFO queue. For the functional assessment of the production system, the simulation model includes several functional functions that describe the number of finished products, the average time of preparation of products, the number and percentage of rejects, the simulation result for the study, as well as functional variables in which the calculated utilization factors will be used. A series of modeling experiments were carried out in order to study the behavior of the agents of the system in terms of the overall performance indicators of the production system. During the experiment, it was found that the indicator of the average preparation time of the product is greatly influenced by such parameters as: the average speed of the set of products, the average time to complete operations. At a given limitation interval, we managed to select a set of parameters that managed to achieve the largest possible operation of the assembly line. This experiment implements the basic principle of agent-based modeling — decentralized agents make a personal contribution and affect the operation of the entire simulated system as a whole. As a result of the experiments, thanks to the selection of a large set of parameters, it was possible to achieve high performance indicators of the assembly shop, namely: to increase the productivity indicator by 60%; reduce the average assembly time of products by 38%.

  10. Zevika M.Z., Triska A.T., Puspita J.W.
    The dynamics of monkeypox transmission with an optimal vaccination strategy through a mathematical modelling approach
    Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1635-1651

    Monkeypox is a disease reemerging in 2022 which is caused by the monkeypox virus (MPV). This disease can be transmitted not only from rodents to humans, but also from humans to other humans, and even from the environment to humans. In this work, we propose a mathematical model to capture the dynamics of monkeypox transmission which involve three modes of transmission, namely, from rodents to rodents, rodents to humans, and from humans to other humans. In addition to the basic reproduction number, we investigate the stability of all equilibrium points analytically, including an implicit endemic equilibrium by applying the center manifold theorem. Moreover, the vaccination as an alternative solution to eradicate the monkeypox transmission is discussed and solved as an optimal control problem. The results of this study show that the transmission of monkeypox is directly affected by the internal infection rates of each population, i. e., the infection rate of the susceptible human by an infected human and the infection rate of the susceptible rodent by an infected rodent. Furthermore, the external infection rates, i. e., the infection rate of the susceptible human by an infected rodent also affects the transmission of monkeypox although it does not affect the basic reproduction number directly.

Pages: « first previous next

Indexed in Scopus

Full-text version of the journal is also available on the web site of the scientific electronic library eLIBRARY.RU

The journal is included in the Russian Science Citation Index

The journal is included in the RSCI

International Interdisciplinary Conference "Mathematics. Computing. Education"