Stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems

被引：7

作者：

Feng Ju ^{[1
]}

Zhu WeiQiu ^{[1
]}

Ying ZuGuang ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Mech, State Key Lab Fluid Power Transmiss & Control, Hangzhou 310027, Zhejiang, Peoples R China

来源：

SCIENCE CHINA-PHYSICS MECHANICS & ASTRONOMY | 2010年 / 53卷 / 01期

基金：

中国国家自然科学基金;

关键词：

quasi-integrable Hamiltonian system; partial observation; stochastic optimal control; FEEDBACK-CONTROL; CONTROL STRATEGY;

D O I：

10.1007/s11433-010-0081-6

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. The response of the controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation and the Riccati equation for the estimated error of system states. As an example to illustrate the procedure and effectiveness of the proposed method, the stochastic optimal control problem of a partially observable two-degree-of-freedom quasi-integrable Hamiltonian system is worked out in detail.

引用

页码：147 / 154

页数：8

共 50 条

[1] Stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems
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[J]. Science China(Physics,Mechanics & Astronomy), 2010, Mechanics & Astronomy)2010 (01) : 147 - 154
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