A MODULAR AND HIERARCHICAL MODELLING APPROACH FOR STOCHASTIC CONTROL

A MODULAR AND HIERARCHICAL MODELLING APPROACH FOR STOCHASTIC CONTROL
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随机控制的模块化分层建模方法

DOI:
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发表时间:
2013
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通讯作者:
Markus Siegle
Markus Siegle
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作者:
A. Gouberman;Martin Riedl;Markus Siegle

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针对具有离散状态和随机连续时间的系统,提出了一种新的随机控制建模概念。全局控制结构(称为决策树)基于模型层次结构,并且可以通过本地控制与并发性的交错来定义。在模型说明方面,我们回顾了LARES语言,它包括面向对象的建模设计,以说明模块化和分层结构的随机系统。为了将控制结构嵌入到LARES框架中,我们描述了语言扩展LARES.de。本文的研究重点是基于智能体的控制结构向马尔可夫决策过程的转化。这定义了具体的语言语义,并使基于状态的系统优化变得可访问。
We propose a novel modelling concept for stochastic control on systems which are hierarchically composed of subsystems with discrete states and stochastic continuous time. The global control structure (called decision tree) is based on the model hierarchy and can be defined by an interleaving of local control with concurrency. For model specification we review the language LARES which comprises an object-oriented modelling design in order to specify modular and hierarchically structured stochastic systems. In order to embed the control structure into the LARES framework we describe the language extension LARES.de. The main focus of the paper is a transformation to a Markov Decision Process induced by an agent-based view on the control structure. This defines the concrete language semantics and makes state-based system optimization accessible.
DOI: 10.1007/978-3-540-95891-8_44
发表时间: 2009
期刊:
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作者:
J. Bachmann;M. Riedl;J. Schuster;M. Siegle
通讯作者: M. Siegle