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Output Feedback H~∞ Control for a Class of Nonlinear Stochastic Systems

Acta Mathematicae Applicatae Sinica 2010年第2期26卷 251-266页

作者： yuan-hua ni Key Laboratory of Systems and Control Institute of Systems Science Academy of Mathematics and SystemsScience Chinese Academy of Sciences Beijing 100190 China

This paper deals with the output feedback H∞ control problem for a class of nonlinear stochastic systems. Based on the latest developed theory of stochastic dissipation, a notable result about the nonlinear H∞ output feedback control of deterministic system is generalized to the stochastic case. Finally, in the cases of state feedback and output feedback, two families of controllers are provided respectively.

关键词： H∞ control stochastic nonlinear systems Hamilton-Jacobi-Isaacs equations output feedback

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Mean Field Games for Multiagent Systems with Control-dependent Multiplicative Noises 36

Mean Field Games for Multiagent Systems with Control-depende...

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第36届中国控制会议

作者： Bing-Chang Wang yuan-hua ni Dan-Dan Pang Bingchang Wang is with School of Control Science and Engineering Shandong University College of Computer and Control Engineering Nankai University School of Information and Electrical Engineering Shandong Jianzhu University

ISBN: (纸本)9781538629185

This paper studies mean field games for multiagent systems with multiplicative noises. By solving an auxiliary limiting optimal control problems subject to consistent mean field approximations, a set of decentralized strategies is obtained and further shown to be an asymptotical Nash equilibrium. Then, we apply the result to the consensus problem for the model of single integrators with multiplicative noises. It is shown that under the proposed strategies all the agents achieve asymptotic average consensus in the mean square sense.

关键词： mean field game multiplicative noise decentralized strategy asymptotic average consensus

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Stochastic LQ Problem with Delayed Control 36

Stochastic LQ Problem with Delayed Control

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第36届中国控制会议

作者： yuan-hua ni Cedric Ka-Fai Yiu huanshui Zhang Ji-Feng Zhang College of Computer and Control Engineering Nankai University Department of Applied Mathematics The Hong Kong Polytechnic University School of Control Science and Engineering Shandong University Academy of Mathematics and Systems Science Chinese Academy of Sciences

ISBN: (纸本)9781538629185

A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper,which does not require any definiteness constraint on the cost weighting matrices. Necessary and sufficient conditions are derived for the case with a fixed time-state initial pair. A set of coupled discrete-time Riccati-like equations can be derived to characterize the existence and the form of the delayed optimal control. Furthermore, the convexity of the cost functional is fully characterized via certain properties of the solution of the Riccati-like equations.

关键词： Indefinite stochastic linear-quadratic optimal control input delay forward-backward stochastic difference equation convexity

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Optimization-based Design of Communication Topology for Decentralized Linear-Quadratic Problem

Optimization-based Design of Communication Topology for Dece...

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第43届中国控制会议

作者： Lechen Feng yuan-hua ni College of Artificial Intelligence Nankai University

This study investigates the decentralized linear-quadratic（LQ） problem with a certain block structure and group sparsity ***,a nonconvex optimization problem with group ? penalty is formulated for the first time,which can guide us to design the communication topology of intelligent agents with minimal network ***,the convex relaxation of the abovementioned nonconvex problem is of concern,and a two-timescale algorithm is proposed to solve the convex relaxation based on a differential equation solver ***,the convergence analysis is provided,showing that the proposed algorithm exhibits O（1/k） convergence rate to global minimizers of the convex relaxation.

关键词： Decentralized Linear-quadratic Problem Group ?0 Penalty Two-timescale Algorithm Differential Equation Solver

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Decentralized Conjugate Gradient Tracking for Sum-of-Nonconvex Optimization

Decentralized Conjugate Gradient Tracking for Sum-of-Nonconv...

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第43届中国控制会议

作者： Zhen Zhang yuan-hua ni College of Artificial Intelligence Nankai University

Minimizing sum-of-nonconvex functions is the critical respect in decentralized optimization,which is also the focus for machine *** this paper,we propose a decentralized conjugate gradient tracking method for the sum-of-nonconvex optimization problem,where each agent computes an optimal solution cooperatively with the uncoordinated and constant step-size during the iteration *** prove that the proposed decentralized method for such a class of problems shows a linear convergence rate when step-size satisfies certain ***,we provide some numerical experiments to demonstrate the efficiency and accuracy of our proposed decentralized conjugate gradient algorithm.

关键词： Distributed optimization Sum-of-nonconvex problem Conjugate gradient tracking Convergence

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Actor-Critic Method to Solve the Linear Quadratic Problem of Markov Jump Linear System

Actor-Critic Method to Solve the Linear Quadratic Problem of...

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第43届中国控制会议

作者： Haoran Li yuan-hua ni College of Artificial Intelligence Nankai University

This paper investigates learning linear quadratic regulator of Markov jump linear system(MJLS). Firstly, we propose an estimation method for state-action value function(Qfunction) based on Bellman residual equation. This method can be seen as solving a stochastic optimization problem. Secondly,we propose a single time scale actor-critic(AC) method to solve the optimal control problem. It is based on the natural gradient descent and estimation method of Q-function we ***, we analyze the convergence rate of AC method when the estimation of gradient is accurate and inaccurate respectively.

关键词： Markov jump linear system actor-critic method mean square stabilize policy optimization

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Optimal Control and Stabilization of Truncated Networked Systems with Input Delay

Optimal Control and Stabilization of Truncated Networked Sys...

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第43届中国控制会议

作者： Han Ge yuan-hua ni College of Artificial Intelligence Nankai University

This paper considers the problem of optimal control and stabilization of a networked system with input delay in both the centralized and truncated form. It is assumed that the state information transmitting from controllers to plants is delay *** main contributions are two folds. First, the optimal control policy and stabilization results are established for the centralized discrete-time networked system with input delay. Second, the parameter N is added to limit the range of information sources and balance the trade-offs between the performance degradation and the degree of decentralization. Information from N hops away decreases exponentially with the distance. Numerical examples over a given undirected graph verify the results mentioned above.A reasonable value of N does not have negative impact on the stability and optimality of the whole system.

关键词： optimal control stabilization N-distributed networked control system input delay

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Distributed Event-Triggered Time-Varying Formation Control of High-Order Multiagent Systems with Multiplicative Noise

Distributed Event-Triggered Time-Varying Formation Control o...

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第43届中国控制会议

作者： Ruru Jia yuan-hua ni Guangchen Wang College of Artificial Intelligence Nankai University

This paper discusses the distributed event-triggered time-varying formation(TVF) problem for high-order multiagent systems(MASs) with multiplicative noise on the undirected graph. Based on relative state measurements among agents, a distributed TVF protocol with multiplicative noise for MASs is proposed via event-triggered control. Then, a specific algorithm design is given and corresponding sufficient conditions are established, which shows that all agents can asymptotically converge to the target formation in the mean square sense. Finally, a numerical example is presented to prove the availability of the designed algorithm.

关键词： Event-triggered Multiagent systems Multiplicative noise Time-varying formation

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An Introductory Review of Time-Inconsistent Stochastic Optimal Control

An Introductory Review of Time-Inconsistent Stochastic Optim...

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第37届中国控制会议

作者： yuan-hua ni Ji-Feng Zhang Georgi M.Dimirovski College of Computer and Control Engineering Nankai University Academy of Mathematics and Systems Science Chinese Academy of Sciences School of Mathematical Sciences University of Chinese Academy of Sciences School FEIT St Cyril and St Methodius University School of Engineering Dogus University

This paper gives an introductory review of time-inconsistent stochastic optimal control. We mainly explain the reasons that result in the time inconsistency, and review the recent progresses in time-inconsistent stoch... 详细信息

关键词： Time inconsistency Stochastic optimal control

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Privacy-preserving Leader-following Consensus with Continuous-time Dynamics

Privacy-preserving Leader-following Consensus with Continuou...

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第40届中国控制会议

作者： Haoran Li Hongyuan Xu yuan-hua ni Feng Duan Zengqiang Chen College of Artificial Intelligence Nankai University Key Laboratory of Intelligent Robotics of Tianjin

Leader-following consensus is an essential problem for tracking control. However, the state trajectories of agents may be exposed because of frequent exchange of information. Hence, this paper considers the secure leader-following consensus with continuous-time dynamics over directed fixed topologies. For each follower, introduce a virtual node that forms a directed node pair combining with the real node, i.e., the information can only transmit from virtual node to real node in a node pair. In this case, we design a control law utilizing neighboring information, and analyze convergence and privacy preservation of the leader-following multi-agent systems. Finally, a numerical simulation is provided to illustrate our results.

关键词： leader-following consensus privacy preservation continuous systems node-augment mechanism

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