As technology is developing, more and more complex tasks are expected to be performed by machines or computers without any human intervention. An example is the control of unmanned straddle carriers on a container terminal without being instructed by a human driver. A challenge for mathematicians is to find control laws for such sophisticated systems.
This year's edition of the CWI Lectures in Mathematics and Computer Science celebrates the appointment
of Jan H. van Schuppen as a CWI Fellow. The topic of the lectures is mathematical control and system theory, with a focus on optimal control and control of distributed systems. The latter is one of the most urgent problems of control engineering.
Examples of control of distributed systems include control of autonomous underwater vehicles for environmental purposes, control of automated guided vehicles on a container terminal, and control of communication networks. Examples of optimal control include finding the optimal policy for selling and buying stocks in the portfolio management problem by impulse control.
CWI research in control and system theory is motivated by problems of engineering and of systems biology and it fits well within the national themes of life sciences, logistics and high tech. The institute is very active in these fields.
On Tuesday 14 June 2011 Xi-Ren Cao, Fernando Lobo Pereira, Demosthenis Teneketzis and P.R. Kumar will be giving lectures on “Control and System Theory” at CWI. Below you will find more information about the speakers and the full agenda.
PROGRAM
Afternoon chair: Barry Koren
13:30 ‒ 13:55 Welcome
13:55 – 14:00 Opening by Jan Karel Lenstra
14:00 ‒ 14:35 Xi-Ren Cao
Impulse stochastic control and composite Markov processes
14:40 ‒ 15:15 Fernando Lobo Pereira
Necessary conditions of optimality for constrained control
problems - Application to AUV formation coordinated control
15:15 ‒ 15:40 Break
15:45 ‒ 16:20 Demosthenis Teneketzis
Optimal control strategies in delayed sharing information structures
16:25 ‒ 17:00 P.R. Kumar
Challenges in cyberphysical systems
17:00 ‒ 17:05 Wrap up by Barry Koren
17:05 ‒ 18:00 Reception
The registration form can be completed here.
Speakers and Abstracts
Xi-Ren Cao (Shanghai Jiaotong University and Hong Kong University of Science and Technology)
Impulse Stochastic Control and Composite Markov Processes
Abstract
Motivated by the portfolio management problem, we propose a composite model for Markov processes. The state space of a composite Markov process consists of two parts, J and J' in the Euclidean space R^n. When the process is in J', it evolves like a continuous-time Levy process; and once the process enters J, it makes a jump (with a finite size) instantly according to a transition function like a direct-time Markov chain. The composite Markov process provides a new model for the impulse stochastic control problem, with the instant jumps in $J$ modeling the impulse control feature (e.g., selling or buying stocks in the portfolio management problem). With this model, we show that an optimal policy can be obtained by a direct comparison of the performance of any two policies.
Fernando Lobo Pereira (Department FEUP, University of Porto)
Necessary Conditions of Optimality for Constrained Control Problems - Application to AUV formation coordinated control
Abstract
This presentation will give an overview on the recently obtained necessary conditions of optimality for various optimal control problems. More specifically, we will address three instances:
(i) Infinite horizon optimal control problems whose solutions exhibit asymptotically converging trajectories with a cost functional depending on the state at the final time which has to satisfy state constraints. (ii) Optimal control problems with mixed, state and endpoint state constraints.
(iii) Constrained impulsive optimal control problems. Finally, an overview on how general necessary conditions of optimality can be used to define coordinated control strategies for formation of AUVs is given in the context of an MPC scheme developed in the C4C FP7 project.
Demosthenis Teneketzis (Department of ECE, University of Michigan)
Optimal control strategies in delayed sharing information structures
Abstract
Initially, research challenges in systems with decentralized information are discussed. Then, attention is focus on the n-step delayed sharing information structure. This information structure comprises of K controllers that share their information with a delay of n time steps. Structural results for optimal control strategies for systems with such information structures are presented. A sequential methodology for finding the optimal strategies is also derived. The results completely resolve Witsenhausen's 1971 conjecture on delayed sharing information structures. The solution methodology provides an insight for identifying structural results and sequential decomposition for general decentralized stochastic control problems. Open problems arising from this work are discussed at the end of the presentation.
P.R. Kumar (Coordinated Systems Laboratory, University of Illinois)
Challenges in Cyberphysical Systems
Abstract
We present a historical account of paths leading to the present interest in cyberphysical systems.
Several foundational research topics underlie this area that intersects with several areas in electrical and computer engineering and computer science, including networking, sensor networks, software engineering, formal methods, control, information theory, etc. In this talk we focus on some issues related to temporal correctness in cyberphysical systems. We present a brief account of some recent developments in real-time communication, which appear to provide a framework for supporting throughput with per-packet delay guarantees. Then we address the issue of what extent clocks can be synchronized in networks and algorithms for doing so. We provide an overview of experiments in our lab where we have developed a real-time middleware. Then we turn to hybrid systems and briefly address the need for cross-domain proofs of correctness. We conclude with a question about choice of applications.
A printable version of the program can be found in this invitation (pdf)
Illustration: ASV Swordfish, made in FEUP: source J. Sousa, University Porto
