A minimax optimal control strategy for partially observable uncertain quasi-Hamiltonian systems

被引：2
|
作者：
Feng, J. [1 ]
Ying, Z. G. [1 ]
Zhu, W. Q. [1 ]
机构：
[1] Zhejiang Univ, Dept Mech, State Key Lab Fluid Power Transmiss & Control, Hangzhou 310027, Peoples R China
来源：
INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS | 2012年 / 47卷 / 10期
关键词：
Partial observation; Minimax optimal control; Quasi-Hamiltonian system; Uncertain disturbance; Stochastic averaging; Stochastic differential game; STOCHASTIC OPTIMAL-CONTROL;
D O I：
10.1016/j.ijnonlinmec.2011.09.003
中图分类号：
O3 [力学];
学科分类号：
08 ; 0801 ;
摘要：
A stochastic minimax optimal control strategy for partially observable uncertain quasi-Hamiltonian systems is proposed. First, the stochastic optimal control problem of a partially observable nonlinear uncertain quasi-Hamiltonian system is converted into that of a completely observable linear uncertain system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by a minimax optimal control strategy based on stochastic averaging method and stochastic differential game. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs (HJI) equation. As an example, the stochastic minimax optimal control of a partially observable Duffing-van der Pol oscillator with uncertain disturbances is worked out in detail to illustrate the procedure and effectiveness of the proposed control strategy. (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1147 / 1153
页数：7
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