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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
NASA NTRS1972

On the application of deterministic optimization methods to stochastic control problems.

A technique is presented by which one can apply the Minimum Principle of Pontryagin to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being essentially deterministic. The technique is applied to systems with quadratic and non-quadratic costs to illustrate its use.

Kramer, L. C.↗
NASA NTRS1974

On the application of deterministic optimization methods to stochastic control problems

A technique is presented by which deterministic optimization techniques, for example, the maximum principle of Pontriagin, can be applied to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being deterministic. The use of the technique in treating problems with quadratic and nonquadratic costs is illustrated.

Kramer, L. C.↗
NASA NTRS2003

Exploration of Advanced Probabilistic and Stochastic Design Methods

The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.

Marvis, Dimitri N.↗
NASA NTRS2003

Exploration of Advanced Probabilistic and Stochastic Design Methods

The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.

Mavris, Dimitri N.↗