Linear quadratic Pareto optimal control problem of stochastic singular systems

被引：30
|
作者：
Zhang, Weihai [1 ]
Lin, Yaning [1 ,2 ]
Xue, Lingrong [1 ]
机构：
[1] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Shandong, Peoples R China
[2] Shandong Univ Technol, Coll Sci, Zibo 255000, Shandong, Peoples R China
来源：
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2017年 / 354卷 / 02期
关键词：
DIFFERENTIAL-ALGEBRAIC EQUATIONS; SUFFICIENT CONDITIONS; STABILIZATION; STABILITY; NETWORKS;
D O I：
10.1016/j.jfranklin.2016.11.021
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with the finite horizon linear quadratic (LQ) Pareto optimal control problem of stochastic singular systems. By means of the square completion technique, for the finite horizon LQ optimal control of stochastic singular systems, we establish a new kind of generalized differential Riccati equations (GDREs) and present the existence condition of the solution of the GDREs. Then, for the finite horizon LQ Pareto optimal control, it is shown that under the solvability of the corresponding GDREs, all Pareto candidates can be obtained by solving a weighting sum optimal control. Finally, an example is provided to show the effectiveness of our main results. (C) 2016 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码：1220 / 1238
页数：19
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