Special Class of Multiple-criterion LQ Control

Wan-Lung Ng

Special Class of Multiple-criterion LQ Control

Wan-Lung Ng^*

^*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Abstract

Optimal control is one of the most important methodologies for studies of dynamic systems in many areas of sciences, engineering and economics. In some cases, a single criterion may be insufficient to assess the performance of a control policy and multiple criteria should be considered. To facilitate optimal control decisions with multiple-criterion optimal control, we have to simultaneously consider all criteria and aggregate into one single-criterion model. The objective of this study is to extend the previously developed multiple-criterion optimal controls to incorporate a special class of problems which decision-maker has a preference ranking on the criteria.

In the multiple-criterion optimal control studies, there is a technical difficulty of parameter-coupling in the scalarization scheme. We propose a re-formulation to simplify the solution scheme. The proposed algorithm is based on comparison of partial averages of scalarized performance indices and is easy-to-implement. Moreover, the algorithm requires no iterative search and offers high computational efficiency.

Original language	English
Title of host publication	NEW ASPECTS OF SYSTEMS, PTS I AND II
Editors	NE Mastorakis, Mladenov, Z Bojkovic, D Simian, S Kartalopoulos, A Varonides, C Udriste, E Kindler, S Narayanan, JL Mauri, H Parsiani, KL Man
Publisher	WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC
Pages	91-+
Number of pages	3
ISBN (Print)	978-960-6766-83-1
Publication status	Published - 2008
Event	12th WSEAS International Conference on Systems - Heraklion, Greece Duration: 22 Jul 2008 → 24 Jul 2008

Publication series

Name	Mathematics and Computers in Science and Engineering
Publisher	WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC
ISSN (Print)	1792-4308

Conference

Conference	12th WSEAS International Conference on Systems
Place	Greece
City	Heraklion
Period	22/07/08 → 24/07/08

Research Keywords

LQ optimal control
multiple-criterion optimal control
preference ranking
re-formulation
LINEAR-QUADRATIC CONTROL

Other Access Options

Check CityUHK Library

Permanent Link

Right click to copy link

Cite this

Ng, W.-L. (2008). Special Class of Multiple-criterion LQ Control. In NE. Mastorakis, Mladenov, Z. Bojkovic, D. Simian, S. Kartalopoulos, A. Varonides, C. Udriste, E. Kindler, S. Narayanan, JL. Mauri, H. Parsiani, & KL. Man (Eds.), NEW ASPECTS OF SYSTEMS, PTS I AND II (pp. 91-+). (Mathematics and Computers in Science and Engineering). WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC.

Ng, Wan-Lung. / Special Class of Multiple-criterion LQ Control. NEW ASPECTS OF SYSTEMS, PTS I AND II. editor / NE Mastorakis ; Mladenov ; Z Bojkovic ; D Simian ; S Kartalopoulos ; A Varonides ; C Udriste ; E Kindler ; S Narayanan ; JL Mauri ; H Parsiani ; KL Man. WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC, 2008. pp. 91-+ (Mathematics and Computers in Science and Engineering).

@inproceedings{0260597ca2c0467585b6a42eda601eae,

title = "Special Class of Multiple-criterion LQ Control",

abstract = "Optimal control is one of the most important methodologies for studies of dynamic systems in many areas of sciences, engineering and economics. In some cases, a single criterion may be insufficient to assess the performance of a control policy and multiple criteria should be considered. To facilitate optimal control decisions with multiple-criterion optimal control, we have to simultaneously consider all criteria and aggregate into one single-criterion model. The objective of this study is to extend the previously developed multiple-criterion optimal controls to incorporate a special class of problems which decision-maker has a preference ranking on the criteria.In the multiple-criterion optimal control studies, there is a technical difficulty of parameter-coupling in the scalarization scheme. We propose a re-formulation to simplify the solution scheme. The proposed algorithm is based on comparison of partial averages of scalarized performance indices and is easy-to-implement. Moreover, the algorithm requires no iterative search and offers high computational efficiency.",

keywords = "LQ optimal control, multiple-criterion optimal control, preference ranking, re-formulation, LINEAR-QUADRATIC CONTROL",

author = "Wan-Lung Ng",

year = "2008",

language = "English",

isbn = "978-960-6766-83-1",

series = "Mathematics and Computers in Science and Engineering",

publisher = "WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC",

pages = "91--+",

editor = "NE Mastorakis and Mladenov and Z Bojkovic and D Simian and S Kartalopoulos and A Varonides and C Udriste and E Kindler and S Narayanan and JL Mauri and H Parsiani and KL Man",

booktitle = "NEW ASPECTS OF SYSTEMS, PTS I AND II",

note = "12th WSEAS International Conference on Systems ; Conference date: 22-07-2008 Through 24-07-2008",

}

Ng, W-L 2008, Special Class of Multiple-criterion LQ Control. in NE Mastorakis, Mladenov, Z Bojkovic, D Simian, S Kartalopoulos, A Varonides, C Udriste, E Kindler, S Narayanan, JL Mauri, H Parsiani & KL Man (eds), NEW ASPECTS OF SYSTEMS, PTS I AND II. Mathematics and Computers in Science and Engineering, WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC, pp. 91-+, 12th WSEAS International Conference on Systems, Heraklion, Greece, 22/07/08.

Special Class of Multiple-criterion LQ Control. / Ng, Wan-Lung.
NEW ASPECTS OF SYSTEMS, PTS I AND II. ed. / NE Mastorakis; Mladenov; Z Bojkovic; D Simian; S Kartalopoulos; A Varonides; C Udriste; E Kindler; S Narayanan; JL Mauri; H Parsiani; KL Man. WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC, 2008. p. 91-+ (Mathematics and Computers in Science and Engineering).

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - Special Class of Multiple-criterion LQ Control

AU - Ng, Wan-Lung

PY - 2008

Y1 - 2008

N2 - Optimal control is one of the most important methodologies for studies of dynamic systems in many areas of sciences, engineering and economics. In some cases, a single criterion may be insufficient to assess the performance of a control policy and multiple criteria should be considered. To facilitate optimal control decisions with multiple-criterion optimal control, we have to simultaneously consider all criteria and aggregate into one single-criterion model. The objective of this study is to extend the previously developed multiple-criterion optimal controls to incorporate a special class of problems which decision-maker has a preference ranking on the criteria.In the multiple-criterion optimal control studies, there is a technical difficulty of parameter-coupling in the scalarization scheme. We propose a re-formulation to simplify the solution scheme. The proposed algorithm is based on comparison of partial averages of scalarized performance indices and is easy-to-implement. Moreover, the algorithm requires no iterative search and offers high computational efficiency.

AB - Optimal control is one of the most important methodologies for studies of dynamic systems in many areas of sciences, engineering and economics. In some cases, a single criterion may be insufficient to assess the performance of a control policy and multiple criteria should be considered. To facilitate optimal control decisions with multiple-criterion optimal control, we have to simultaneously consider all criteria and aggregate into one single-criterion model. The objective of this study is to extend the previously developed multiple-criterion optimal controls to incorporate a special class of problems which decision-maker has a preference ranking on the criteria.In the multiple-criterion optimal control studies, there is a technical difficulty of parameter-coupling in the scalarization scheme. We propose a re-formulation to simplify the solution scheme. The proposed algorithm is based on comparison of partial averages of scalarized performance indices and is easy-to-implement. Moreover, the algorithm requires no iterative search and offers high computational efficiency.

KW - LQ optimal control

KW - multiple-criterion optimal control

KW - preference ranking

KW - re-formulation

KW - LINEAR-QUADRATIC CONTROL

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 978-960-6766-83-1

T3 - Mathematics and Computers in Science and Engineering

SP - 91-+

BT - NEW ASPECTS OF SYSTEMS, PTS I AND II

A2 - Mastorakis, NE

A2 - Mladenov, null

A2 - Bojkovic, Z

A2 - Simian, D

A2 - Kartalopoulos, S

A2 - Varonides, A

A2 - Udriste, C

A2 - Kindler, E

A2 - Narayanan, S

A2 - Mauri, JL

A2 - Parsiani, H

A2 - Man, KL

PB - WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC

T2 - 12th WSEAS International Conference on Systems

Y2 - 22 July 2008 through 24 July 2008

ER -

Special Class of Multiple-criterion LQ Control

Abstract

Publication series

Conference

Research Keywords

Other Access Options

Permanent Link

Fingerprint

Cite this