带有运行成本函数的Hamilton-Jacobi可达性分析

水平集方法将可达集表示为Hamilton-Jacobi方程解的零水平集,保存多个不同时间范围的可达集则需要保存Hamilton-Jacobi方程在多个时刻的解,这不仅需要消耗大量的存储空间还为控制律的设计造成了困难.针对这些局限性,提出了一种改进的基于Hamilton-Jacobi方程的可达集表示方法.该方法在Hamilton-Jacobi方程中加入了一项运行成本函数,可以用同一个时刻的解的多个非零水平集表示多个不同时间范围的可达集,极大地节省了存储空间并为控制律的设计提供了便利.为了求解所构造的带有运行成本函数的Hamilton-Jacobi方程,采用了一种基于递归和插值的方法.最后,通过一些数值算例验证了所提出的方法的精确性、在存储空间方面的优越性以及设计的控制律的有效性.     

Optimal control for multi-stage and continuous-time linear singular systems

In this paper, optimal control problems for multi-stage and continuous-time linear singular systems are both considered. The singular systems are assumed to be regular and impulse-free. First, a recurrence equation is derived according to Bellman's principle of optimality in dynamic programming. Then, by applying the recurrence equation, bang-bang optimal controls for the control problems with linear objective functions subject to two types of multi-stage singular systems are obtained. Second, employing the principle of optimality, a equation of optimality for settling the optimal control problem subject to a class of continuous-time singular systems is proposed. The optimal control problem may become simpler through solving this equation of optimality. Two numerical examples and a dynamic input–output model are presented to show the effectiveness of the results obtained.     

广义系统具有正定解的Lyapunov方程

本文研究线性广义系统有正定解的Lyapunov方程，给出广义系统稳定等价于Lyapunov方程有正定解，进一步研究了广义系统R－能观，稳定和Lyapunov方程存在正定解三者之间的关系。基于该Lyapunov方程，给出广义系统允许（正则，稳定，无脉冲）的等价条件。     

随机运动目标搜索问题的最优控制模型

提出了Rn空间中做布朗运动的随机运动目标的搜索问题的最优控制模型.采用分析的方法来研究随机运动目标的最优搜索问题,并将原问题转化为由一个二阶偏微分方程(HJB方程)所表示的确定性分布参数系统的等价问题,推导出随机运动目标的最优搜索问题的HJB方程,并证明了该方程的解即是所寻求的最优搜索策略.由此给出了一个计算最优搜索策略的算法和一个实例.     

H-infinity output feedback control for descriptor systems with delayed states

1IntroductionSingular systems have comprehensive practical back-ground such as power systems[1,2],social economicsystems[3],circuit systems[4],and so on.Great progress[5~7]has been made in the theory and its applicationssince1970s.On the other hand,control of delay systemshas been a topic of recurring interest over the past decadessince time_delays are often the main causes for instabilityand poor performance of systems and encounteredfrequently in various engineering systems.There exist anext…     

UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL

Optimal control is a very important field of study not only in theory but in applications, and stochastic optimal control is also a significant branch of research in theory and applications. Based on the concept of uncertain process, an uncertain optimal control problem is dealt with. Applying Bellman's principle of optimality, the principle of optimality for uncertain optimal control is obtained, and then a fundamental result called the equation of optimality in uncertain optimal control is given. Finally, as an application, the equation of optimality is used to solve a portfolio selection model.