Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems

The article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback. This class of problems includes control problems in which the initial states are described by a given distribution law; random effects on the con...

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Main Authors: Andrei Panteleev, Maria Karane
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/13/2903
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author Andrei Panteleev
Maria Karane
author_facet Andrei Panteleev
Maria Karane
author_sort Andrei Panteleev
collection DOAJ
description The article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback. This class of problems includes control problems in which the initial states are described by a given distribution law; random effects on the control object are taken into account; and it is also assumed that information is available only about some coordinates of the state vector. As special cases, the problems of determining the optimal open-loop control and control with complete feedback in the presence of information about all state vector coordinates are considered. A method for parameterization of the control law based on expansions in various systems of basis functions is described. The problem of parametric optimization obtained is solved using a new metaheuristic multi-agent algorithm based on the use of extended PID (Proportional-Integral-Derivative) controllers to control the movement of agents. Solutions of three model examples of control of nonlinear continuous stochastic systems with interval constraints on the amount of control for all possible cases of state vector awareness are presented.
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spelling doaj.art-0005f075e4a047e595c72bb728668a512023-11-18T17:02:58ZengMDPI AGMathematics2227-73902023-06-011113290310.3390/math11132903Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control ProblemsAndrei Panteleev0Maria Karane1Department of Mathematics and Cybernetics, Moscow Aviation Institute, National Research University, 4 Volokolamskoe Shosse, 125993 Moscow, RussiaDepartment of Mathematics and Cybernetics, Moscow Aviation Institute, National Research University, 4 Volokolamskoe Shosse, 125993 Moscow, RussiaThe article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback. This class of problems includes control problems in which the initial states are described by a given distribution law; random effects on the control object are taken into account; and it is also assumed that information is available only about some coordinates of the state vector. As special cases, the problems of determining the optimal open-loop control and control with complete feedback in the presence of information about all state vector coordinates are considered. A method for parameterization of the control law based on expansions in various systems of basis functions is described. The problem of parametric optimization obtained is solved using a new metaheuristic multi-agent algorithm based on the use of extended PID (Proportional-Integral-Derivative) controllers to control the movement of agents. Solutions of three model examples of control of nonlinear continuous stochastic systems with interval constraints on the amount of control for all possible cases of state vector awareness are presented.https://www.mdpi.com/2227-7390/11/13/2903optimal controlstochastic systemmulti-agent algorithmsparametric optimizationspectral methodPID controllers
spellingShingle Andrei Panteleev
Maria Karane
Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
Mathematics
optimal control
stochastic system
multi-agent algorithms
parametric optimization
spectral method
PID controllers
title Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
title_full Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
title_fullStr Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
title_full_unstemmed Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
title_short Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
title_sort application of a novel multi agent optimization algorithm based on pid controllers in stochastic control problems
topic optimal control
stochastic system
multi-agent algorithms
parametric optimization
spectral method
PID controllers
url https://www.mdpi.com/2227-7390/11/13/2903
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AT mariakarane applicationofanovelmultiagentoptimizationalgorithmbasedonpidcontrollersinstochasticcontrolproblems