講座主題:Pareto-Based Guaranteed Cost Control of the Uncertain Mean-Field Stochastic Systems
專家姓名:張維海
工作單位:山東科技大學(xué)
講座時(shí)間:2018年5月14日14:20
講座地點(diǎn):數(shù)學(xué)院大會(huì)議室
主辦單位:煙臺(tái)大學(xué)數(shù)學(xué)與信息科學(xué)學(xué)院
內(nèi)容摘要:
Pareto-based guaranteed cost control (GCC) problem of uncertain mean-field stochastic systems is investigated in infinite horizon. Firstly, the Pareto game of nominal mean-field stochastic systems is studied. Applying the convexity of the cost functionals, it is shown that all Pareto efficient solutions can be obtained by solving a weighted sum optimal control problem, based on which, Pareto-based GCC problem is solved by the GCC of the weighted sum objective functional. Secondly, applying the Karush–Kuhn–Tucker (KKT) conditions, the necessary conditions for the existence of the Pareto-based guaranteed cost controllers are derived. In particular, it turns out that all controllers are expressed as linear feedback forms involving the state and its mean based on the solutions of the cross-coupled generalized algebraic Riccati equations (CGAREs). Thirdly, this paper presents an LMI-based approach to reduce greatly the computational complexity in the controller design. Finally, two examples are given to show the effectiveness of the proposed results.
主講人介紹:
張維海,山東科技大學(xué)二級(jí)教授,、博士生導(dǎo)師,,山東省“泰山學(xué)者”特聘教授、山東省突出貢獻(xiàn)的中青年專家,、青島市拔尖人才,。以第一完成人獲得教育部和山東省自然科學(xué)二等獎(jiǎng)各1項(xiàng)、山東省高等學(xué)校優(yōu)秀科研成果一等獎(jiǎng)2項(xiàng),。作為博士生指導(dǎo)教師獲得山東省優(yōu)秀研究生科技創(chuàng)新成果一等獎(jiǎng)1項(xiàng),,山東省優(yōu)秀博士學(xué)位論文2篇,。 主要研究興趣為隨機(jī)控制、魯棒控制,、濾波和估計(jì)理論,。主持和完成國(guó)家自然科學(xué)基金面上項(xiàng)目4項(xiàng),重點(diǎn)項(xiàng)目1項(xiàng),,發(fā)表SCI期刊收錄論文80余篇,, SCI 引用1800余次。 目前是中國(guó)自動(dòng)化學(xué)會(huì)控制理論專業(yè)委員會(huì)委員,,IEEE 高級(jí)會(huì)員,,Asian Journal of Control 副編輯。