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The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Lévy Processes

Journal of Systems Science & Complexity 2019年第4期32卷 997-1018页

作者： WANG Wencan WU Jinbiao LIU Zaiming School of Control Science and Engineering Shandong UniversityJinan 250061China School of Mathematics and Statistics Central South UniversityChangsha 410083China

This paper studies the optimal control of a fully-coupled forward-backward doubly stochastic system driven by Ito-Lévy processes under partial information.The existence and uniqueness of the solution are obtained for a type of fully-coupled forward-backward doubly stochastic differential equations(FBDSDEs in short).As a necessary condition of the optimal control,the authors get the stochastic maximum principle with the control domain being convex and the control variable being contained in all coefficients.The proposed results are applied to solve the forward-backward doubly stochastic linear quadratic optimal control problem.

关键词： Forward-backward doubly stochastic differential equations Ito-Lévy processes linear quadratic problem maximum principle variational equation

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Multistage Uncertain Random linear quadratic Optimal Control

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Journal of Systems Science & Complexity 2020年第6期33卷 1847-1872页

作者： CHEN Xin ZHU Yuanguo School of Science Nanjing University of Science and TechnologyNanjing 210094China

In this paper,linear quadratic(LQ)optimal control problems are investigated for two types of uncertain random systems which consider the coefficient of the perturbed term as a constant vector or a vector-valued function of state vector and control vector.First,the uncertain random optimal control model is established under expected value criterion.Second,based on Bellman’s principle,recurrence equations are presented for settling such problem.Then by applying the recurrence equations and chance theory,the analytical expressions of the optimal results for the LQ problems are derived.Furthermore,some examples and an application are given to show the effectiveness of our results.

关键词： linear quadratic problem optimal control recurrence equations uncertain random system

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Stochastic maximum principle for optimal control problems involving delayed systems

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Science China(Information Sciences) 2021年第1期64卷 269-271页

作者： Feng ZHANG School of Mathematics and Quantitative Economics Shandong University of Finance and Economics

Dear editor,The main objective of this study is to investigate one type of stochastic optimal control problem for a delayed system using the maximum principle method.The existing research can be categorized into two categories.In the first category,the adjoint equation comprises two backward stochastic differential equations (BSDEs) and one backward ordinary differential equation (BODE),which is assumed to have a zero solution;see e.g.,[1-3].However,there is still scope for improvement in this research direction.Here,a special setting is considered for the system parameters;see e.g.,(3.9)and (3.12) in 21.The BODE is assumed to result in a zero solution when the necessary maximum principle is strictly applied;see e.g.,Theorem 5.1 in 31.In the second category,a typee of anticipated/time-advanced BSDE is introduced as the adjoint equation;see e.g.,[1,4-7].

关键词： stochastic optimal control maximum principle delayed system anticipated BSDE linear quadratic problem

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Online Actuator Reassignment for Fault Tolerant Flight Control

Online Actuator Reassignment for Fault Tolerant Flight Contr...

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第26届中国控制与决策会议

作者： Lunlong Zhong Félix Mora-Camino College of Electronic Information Engineering Civil Aviation University of China

This communication considers the case in which some aerodynamic actuator failures occur when an aircraft performs the intended maneuver. The problem considered deals with online reassignment of the remaining effective actuators to continue performing the current maneuver safely. First, through analysis of a general nonlinear system, the concept of virtual inputs and fault tolerance is proposed and analyzed. Taking a pure roll maneuver as an example, the values of its virtual inputs can be computed through nonlinear inverse control approach. Then, a linear quadratic programming problem is formulated for actuator reassignment, to find a best utilization of remaining effective actuators, as well as taking into account various constraints for safety. Three fast solution approaches are studied to solve this reassignment problem. The simulation results show the feasibility of the proposed method. Finally, a general conclusion is drawn.

关键词： Fault tolerant flight control linear quadratic problem Interior point method Active set method Neural networks Actuators reassignment

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