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Stochastic Optimal control for Investment-Consumption Model with Quadratic Transaction Costs

Stochastic Optimal Control for Investment-Consumption Model ...

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： P. Chuong C. Xiang Department of Electrical and Computer Engineering National University of Singapore Singapore

In this paper, a stochastic optimal control problem is formulated and solved for an investment and consumption model that includes stocks and bonds with transactions costs. In contrast to earlier results which considered linear transaction rate and got a non-singular feedback controls, we propose to use a quadratic transaction rate function to take into account of the liquidity of the bond and stock. the Taylor expansion is utilized to obtain an important initial condition in order to solve the nonlinear differential HJB equation numerically. the simulation studies are also carried out to quantify the effect of the transactions costs on the optimal investment-consumption policies

关键词： Stochastic processes Optimal control Cost function Nonlinear equations Portfolios Taylor series Differential equations Partial differential equations Investments Feedback control

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Simultaneous Localization and Mapping with Stereo vision

Simultaneous Localization and Mapping with Stereo Vision

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Matthew N. Dailey Manukid Parnichkun Computer Science and Information Management Asian Institute of Technology Pathum Thani Thailand Mechatronics Asian Institute of Technology Pathum Thani Thailand

In the simultaneous localization and mapping (SLAM) problem, a mobile robot must build a map of its environment while simultaneously determining its location within that map. We propose a new algorithm, for visual SLAM (VSLAM), in which the robot's only sensory information is video imagery. Our approach combines stereo vision with a popular sequential Monte Carlo (SMC) algorithm, the Rao-Blackwellised particle filter, to simultaneously explore multiple hypotheses about the robot's six degree-of-freedom trajectory through space and maintain a distinct stochastic map for each of those candidate trajectories. We demonstrate the algorithm's effectiveness in mapping a large outdoor virtual reality environment in the presence of odometry error

关键词： Simultaneous localization and mapping Stereo vision Robot sensing systems Orbital robotics Trajectory Mobile robots Monte Carlo methods Sliding mode control Particle filters Robot vision systems

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An Autonomous Obstacles Negotiating Inspection Robot for Extra-High Voltage Power Transmission Lines

An Autonomous Obstacles Negotiating Inspection Robot for Ext...

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Xinglong Zhu Jiping Zhou Hongguang Wang Lijin Fang Mingyang Zhao Mechanical Engineering College Yangzhou University Yangzhou China Shenyang Institute of Automation Shenyang China Shenyang Institute of Automation Chinese Academy and Sciences Shenyang China

the purpose of inspection tasks for power transmission lines is to check running state and find damages of extra-high voltage (EHV) power transmission lines equipment. Obviously, inspection tasks are very important for normal operation of power transmission lines. So far, there are two methods for checking power transmission lines. One method is that power transmission line equipment has been checked manually by workers with a telescope on the ground. Another method is that power transmission line equipment has been inspected by helicopter with the checking devices which are thermal infrared imager, visible light camera and so on. After inspection robot configuration is described, the centroid adjustment principle of inspection robot is introduced. then the control strategy of inspection robot is investigated. From the experiments, we find that the centroid adjustment method proposed and the control strategy presented is feasible.

关键词： Inspection Voltage Power transmission lines robotics and automation Mobile robots Automatic control Prototypes Clamps Robot vision systems Cameras

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Multi-Agent Reinforcement Learning: A Survey

Multi-Agent Reinforcement Learning: A Survey

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Lucian Busoniu Robert Babuska Bart De Schutter Delft Center for Systems and Control Delft University of Technology Delft CD The Netherlands

Multi-agent systems are rapidly finding applications in a variety of domains, including robotics, distributed control, telecommunications, economics. Many tasks arising in these domains require that the agents learn behaviors online. A significant part of the research on multi-agent learning concerns reinforcement learning techniques. However, due to different viewpoints on central issues, such as the formal statement of the learning goal, a large number of different methods and approaches have been introduced. In this paper we aim to present an integrated survey of the field. First, the issue of the multi-agent learning goal is discussed, after which a representative selection of algorithms is reviewed. Finally, open issues are identified and future research directions are outlined

关键词： Learning Game theory Multiagent systems Distributed control Feedback control systems Telecommunication control Environmental economics Robot kinematics Collaboration

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On-line machine vision system for detect split defects in sheet-metal forming processes

On-line machine vision system for detect split defects in sh...

引用

international conference on Pattern Recognition

作者： F. Gayubo J.L. Gonzalez E. de la Fuente F. Miguel J.R. Peran CARTIF Foundation Spain University of Valladolid Spain

ISBN: (纸本)0769525210

In this paper, we present an automatic system designed for detect the presence of split defects in sheet-metal forming processes. the image acquisition system includes basically a CCD progressive camera and a diffuse illumination system mounted on the end-effector of a 6-dof robot. the inspection-robot displaces the image acquisition system over the pieces proceeding from the sheet-metal forming line. the recognition, positioning and the later inspection are realized as the pieces are moving on a conveyor belt. To realize the inspection, the acquired images are restored using a Markov random field model. Defect detection is carried out using a valley detection algorithm. To realize the recognition and to determine the precise position, we have used an appearance-based method, based on a principal component analysis (PCA)

关键词： Machine vision Inspection Principal component analysis Charge coupled devices Robot vision systems Charge-coupled image sensors Cameras Lighting robotics and automation Belts

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Integrated control of urban expressway networks under incident impact

Integrated control of urban expressway networks under incide...

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Zhilin Lu Bingquan Fan Hongcheng Gan College of Electric Engineering Guangxi University Nanning China Center of Research onTransports System University of Shanghai for Science and Technology Shanghai China

Under the occasional incident impact, a fully integrated control strategy for the urban expressway networks with the use of ramp control and route guidance is presented. the change of traffic state under the incident impact is analyzed. In view of the characteristic of the expressway, the on-ramp queue constraints, the off-ramp traffic capacity constraints and the constraints of traffic capacity of leaving links of the bifurcation nodes are also considered. Based on an improved genetic algorithm, a new numerical solution algorithm is also presented. the simulation results indicate that the integrated control reduces the delay influence caused by the incident

关键词： Centralized control Communication system traffic control Traffic control Bifurcation Genetic algorithms Delay Algorithm design and analysis Optimal control Voice mail Educational institutions

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Approximate Design of Optimal Output Tracking controller for Time-Delay Systems with Sinusoidal Disturbances

Approximate Design of Optimal Output Tracking Controller for...

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Xiao-Han Wang Gong-You Tang Hai-Hong Wang College of Information Science and Engineering Ocean University of China Qingdao China

this paper addresses the problem of optimal output tracking control (OOTC) for linear discrete-time systems, with simultaneous rejection of sinusoidal disturbances. the systems are transformed into a sequence of linear two-point boundary value (TPBV) problems. the optimal tracking control law consists of accurate linear terms and a limit of a sequence of adjoint compensation terms, which are derived by using the successive approximation approach (SAA). A suboptimal tracking control law is obtained by taking the finite-step iteration of the compensation sequence. A numerical example indicates that the algorithm is effective and robust with respect to sinusoidal disturbances

关键词： Optimal control control systems Delay Riccati equations Communication system control Helicopters Vibration control Electrical equipment industry Industrial control Disk drives

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Acquisition of Obstacle Avoidance Behaviors for a Quadruped Robot Using Visual and Ultrasonic Sensors

Acquisition of Obstacle Avoidance Behaviors for a Quadruped ...

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Kiyotaka Izumi Keigo Watanabe Msaaki Shindo Ryoichi Sato Department of Advanced Systems Control Engineering Saga University Saga Japan

In this paper, an obstacle avoidance method is described for a quadruped walking robot by using camera image and ultrasonic sensors. A single camera is used to acquire the rough information of three-dimensional obstacle, while some ultrasonic sensors are used to obtain the accurate information of the obstacle. thus, the obstacle is efficiently measured by combining these sensors properly. the effectiveness of the proposed method is verified for several experiments, in which TITAN-VIII is adopted as an experimental setup. the quadruped robot can arrives at the target with repeat of these actions. the effectiveness of the presented method is verified through some experiments

关键词： Robot sensing systems Cameras Legged locomotion Robot vision systems Mobile robots Wheels Ultrasonic variables measurement Crawlers Image sensors Leg

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Soft Motion Trajectory for Planar Redundant Manipulator

Soft Motion Trajectory for Planar Redundant Manipulator

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： Atef A. Ata Mohamed Y. Sa'adah Mechatronics Engineering Department International Islamic University Malaysia Gombak Selangor Malaysia

Trajectory planning of redundant manipulator is a very active area since many tasks are requiring special characteristics to be satisfied. the importance of redundant manipulators has been increased for the last two decades because of the possibility to avoid singularities as well as obstacles within the course of motion. A soft motion planning for redundant planar manipulators is introduced in this paper. this soft trajectory will reduce the jerk and increase the controllability of the task especially if the end-effector carries a liquid object. the torque required for each joint to perform a specific task has been simulated. Also, a comparison between the soft trajectory and the normal linear segment with parabolic blends (LSPB) trajectory has been carried out

关键词： Manipulators Trajectory Torque Orbital robotics Robots Acceleration Kinetic theory Potential energy Mechatronics controllability

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Lyapunov-Based Switching control for a Remotely Operated Vehicle

Lyapunov-Based Switching Control for a Remotely Operated Veh...

引用

international conference on control, automation, robotics and vision (ICARCV)

作者： M. Cavalletti G. Ippoliti S. Longhi Dipartimento di Ingegneria Informatica Gestionale e dellAutomazione Universita Politecnica delle Marche Ancona Italy

this paper considers the tracking control problem of an underwater vehicle subjected to different load configurations, which from time to time introduce considerable variations of its mass and inertial parameters. the control of this kind of mode-switch process cannot be adequately faced with traditional adaptive control techniques because of the too long time needed for adaptation. To cope with this problem, a switching control scheme is proposed and the stability of this multi-controller system is analyzed using the Lyapunov theory. the performance of the switched controller is evaluated by numerical simulations

关键词： Remotely operated vehicles Neural networks Underwater vehicles Weight control control systems Numerical simulation Radial basis function networks Underwater tracking Adaptive control Nonlinear systems

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