A minimax optimal control strategy for partially observable uncertain quasi-Hamiltonian systems

Ju Feng, Z.G. Ying, W.Q. Zhu

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

A stochastic minimax optimal control strategy for partially observable uncertain quasi-Hamiltonian systems is proposed. First, the stochastic optimal control problem of a partially observable nonlinear uncertain quasi-Hamiltonian system is converted into that of a completely observable linear uncertain system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by a minimax optimal control strategy based on stochastic averaging method and stochastic differential game. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs (HJI) equation. As an example, the stochastic minimax optimal control of a partially observable Duffing–van der Pol oscillator with uncertain disturbances is worked out in detail to illustrate the procedure and effectiveness of the proposed control strategy.
Original languageEnglish
JournalInternational Journal of Non-Linear Mechanics
Volume47
Issue number10
Pages (from-to)1147-1153
ISSN0020-7462
DOIs
Publication statusPublished - 2012
Externally publishedYes

Keywords

  • Partial observation
  • Minimax optimal control
  • Quasi-Hamiltonian system
  • Uncertain disturbance
  • Stochastic averaging
  • Stochastic differential game

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