Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties

Zhang，Zhaorong1; Xu，Juanjuan2; Fu，Minyue3; Li，Xun4

2024-12-01

10.1016/j.jfranklin.2024.107274

Journal of the Franklin Institute   影响因子和分区

0016-0032

In this paper, we study the optimal control problem of a linear quadratic stochastic system where the randomness results from multiplicative noises. Especially, two controllers having access to different information are involved in the system. Different from most of the existing results which are based on the condition that the information of multiplicative noise is known during the design of optimal controllers, we focus on a more general case that the statistical information of the multiplicative noise is inaccessible. Under this setting, we propose a stochastic approximation algorithm to derive the solutions to algebraic Riccati equations (AREs) and obtain the optimal and stabilizing decentralized controllers.

Decentralized control Stochastic systems Unknown statistics

英语

其他

2-s2.0-85204954919

Scopus

1.School of Computer Science and Technology,Shandong University,Qingdao,266237,China
2.School of Control Science and Engineering,Shandong University,Jinan,250061,China
3.School of Automation and Intelligent Manufacturing,Southern University of Science and Technology,Shenzhen,518055,China
4.Department of Applied Mathematics,The Hong Kong Polytechnic University,Kowloon,999077,Hong Kong

Zhang，Zhaorong,Xu，Juanjuan,Fu，Minyue,et al. Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties[J]. Journal of the Franklin Institute,2024,361(18).

Zhang，Zhaorong,Xu，Juanjuan,Fu，Minyue,&Li，Xun.(2024).Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties.Journal of the Franklin Institute,361(18).

Zhang，Zhaorong,et al."Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties".Journal of the Franklin Institute 361.18(2024).