Optimal Finite Time Control for Discrete-Time Stochastic Dynamical Systems

被引：0
|
作者：
Lee, Junsoo [1 ]
Haddad, Wassim M. [1 ]
Lanchares, Manuel [1 ]
机构：
[1] Georgia Inst Technol, Sch Aerosp Engn, Atlanta, GA 30332 USA
来源：
2022 AMERICAN CONTROL CONFERENCE, ACC | 2022年
关键词：
STABILITY; STABILIZATION;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we address finite time stabilization in probability of discrete-time stochastic dynamical systems. Specifically, a stochastic finite-time optimal control framework is developed by exploiting connections between stochastic Lyapunov theory for finite time stability in probability and stochastic Bellman theory. In particular, we show that finite time stability in probability of the closed-loop nonlinear system is guaranteed by means of a Lyapunov function that can clearly be seen to be the solution to the steady state form of the stochastic Bellman equation, and hence, guaranteeing both stochastic finite time stability and optimality.
引用
收藏
页码：3500 / 3505
页数：6
相关论文
共 50 条
  • [21] OPTIMAL PREDICTIVE CONTROL OF LINEAR DISCRETE-TIME STOCHASTIC SYSTEMS.
    Yahagi, Takashi
    Sakai, Katsuhito
    Electronics and Communications in Japan, Part I: Communications (English translation of Denshi Tsushin Gakkai Ronbunshi), 1985, 68 (12): : 27 - 36
  • [22] Stochastic optimal control problems of discrete-time Markov jump systems
    Song, Teng
    OPTIMAL CONTROL APPLICATIONS & METHODS, 2023, 44 (05): : 2551 - 2570
  • [23] Optimal control for discrete-time singular stochastic systems with input delay
    Wang, Fan
    Liang, Jinling
    Wang, Feng
    OPTIMAL CONTROL APPLICATIONS & METHODS, 2016, 37 (06): : 1282 - 1313
  • [24] Stochastic linear quadratic optimal control with constraint for discrete-time systems
    Liu, Xikui
    Li, Yan
    Zhang, Weihai
    APPLIED MATHEMATICS AND COMPUTATION, 2014, 228 : 264 - 270
  • [25] Inverse optimal control for discrete-time stochastic nonlinear systems stabilization
    Elvira-Ceja, Santiago
    Sanchez, Edgar N.
    Proceedings of the American Control Conference, 2013, : 4682 - 4686
  • [26] NEAR-OPTIMAL CONTROL OF DISCRETE-TIME NONLINEAR STOCHASTIC SYSTEMS
    RAO, BVR
    MAHALANA.AK
    PROCEEDINGS OF THE INSTITUTION OF ELECTRICAL ENGINEERS-LONDON, 1971, 118 (05): : 709 - &
  • [27] Inverse Optimal Control for Discrete-Time Stochastic Nonlinear Systems Stabilization
    Elvira-Ceja, Santiago
    Sanchez, Edgar N.
    2013 AMERICAN CONTROL CONFERENCE (ACC), 2013, : 4682 - 4686
  • [28] Infinite horizon LQ optimal control for discrete-time stochastic systems
    Huang, Yulin
    Zhang, Weihai
    Zhang, Huanshui
    WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, : 252 - 256
  • [29] Mixed optimal control for discrete-time stochastic systems with random coefficients
    Sun, Yawen
    Li, Hongdan
    Zhang, Huanshui
    SYSTEMS & CONTROL LETTERS, 2022, 169
  • [30] NEAR-OPTIMAL CONTROL OF DISCRETE-TIME NONLINEAR STOCHASTIC SYSTEMS
    HEALEY, M
    PROCEEDINGS OF THE INSTITUTION OF ELECTRICAL ENGINEERS-LONDON, 1972, 119 (02): : 260 - &
12345