کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4642431 1341342 2008 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic optimal control and algorithm of the trajectory of horizontal wells
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Stochastic optimal control and algorithm of the trajectory of horizontal wells
چکیده انگلیسی

This paper presents a nonlinear, multi-phase and stochastic dynamical system according to engineering background. We show that the stochastic dynamical system exists a unique solution for every initial state. A stochastic optimal control model is constructed and the sufficient and necessary conditions for optimality are proved via dynamic programming principle. This model can be converted into a parametric nonlinear stochastic programming by integrating the state equation. It is discussed here that the local optimal solution depends in a continuous way on the parameters. A revised Hooke–Jeeves algorithm based on this property has been developed. Computer simulation is used for this paper, and the numerical results illustrate the validity and efficiency of the algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 212, Issue 2, 1 March 2008, Pages 419–430
نویسندگان
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