Stochastic H2/H ∞ Control: A Nash Game Approach

Stochastic H2/H ∞ Control: A Nash Game Approach
Author: Weihai Zhang
Publisher: CRC Press
Total Pages: 319
Release: 2017-08-07
Genre: Computers
ISBN: 1351643975

The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, and studies more complex and practically useful mixed H2/H∞ controller synthesis rather than the pure H∞ control. Different from the commonly used convex optimization method, this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/H∞ control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/H∞ control theory, while practitioners can apply our efficient algorithms to address their practical problems.

Stochastic Game Strategies and their Applications

Stochastic Game Strategies and their Applications
Author: Bor-Sen Chen
Publisher: CRC Press
Total Pages: 545
Release: 2019-07-31
Genre: Mathematics
ISBN: 0429780508

Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are stimulated by a vast number of applications. This book addresses the gap to discuss general stochastic n-person noncooperative and cooperative game theory with wide applications to control systems, signal processing systems, communication systems, managements, financial systems, and biological systems. H∞ game strategy, n-person cooperative and noncooperative game strategy are discussed for linear and nonlinear stochastic systems along with some computational algorithms developed to efficiently solve these game strategies.

Multi-Objective Optimization System Designs and Their Applications

Multi-Objective Optimization System Designs and Their Applications
Author: Bor-Sen Chen
Publisher: CRC Press
Total Pages: 466
Release: 2023-12-05
Genre: Technology & Engineering
ISBN: 1000999491

This book introduces multi-objective design methods to solve multi-objective optimization problems (MOPs) of linear/nonlinear dynamic systems under intrinsic random fluctuation and external disturbance. The MOPs of multiple targets for systems are all transformed into equivalent linear matrix inequality (LMI)-constrained MOPs. Corresponding reverse-order LMI-constrained multi-objective evolution algorithms are introduced to solve LMI-constrained MOPs using MATLAB®. All proposed design methods are based on rigorous theoretical results, and their applications are focused on more practical engineering design examples. Features: Discusses multi-objective optimization from an engineer’s perspective Contains the theoretical design methods of multi-objective optimization schemes Includes a wide spectrum of recent research topics in control design, especially for stochastic mean field diffusion problems Covers practical applications in each chapter, like missile guidance design, economic and financial systems, power control tracking, minimization design in communication, and so forth Explores practical multi-objective optimization design examples in control, signal processing, communication, and cyber-financial systems This book is aimed at researchers and graduate students in electrical engineering, control design, and optimization.

Recent Results on Time-Delay Systems

Recent Results on Time-Delay Systems
Author: Emmanuel Witrant
Publisher: Springer
Total Pages: 328
Release: 2016-02-02
Genre: Technology & Engineering
ISBN: 3319263692

This book mostly results from a selection of papers presented during the 11th IFAC (International Federation of Automatic Control) Workshop on Time-Delay Systems, which took place in Grenoble, France, February 4 - 6, 2013. During this event, 37 papers were presented. Taking into account the reviewers' evaluation and the papers' presentation the best papers have been selected and collected into the present volume. The authors of 13 selected papers were invited to participate to this book and provided a more detailed and improved version of the conference paper. To enrich the book, three more chapters have been included from specialists on time-delay systems who presented their work during the 52nd IEEE Conference on Decision and Control, which held in December 10 - 13, 2013, at Florence, Italy. The content of the book is divided into four main parts as follows: Modeling, Stability analysis, Stabilization and control, and Input-delay systems. Focusing on various topics of time-delay systems, this book will be interesting for researchers and graduate students working on control and system theory.

Robust H∞ Team Formation Tracking Design Methods of Large-Scale UAV Networked Control Systems

Robust H∞ Team Formation Tracking Design Methods of Large-Scale UAV Networked Control Systems
Author: Bor-Sen Chen
Publisher: CRC Press
Total Pages: 278
Release: 2024-11-15
Genre: Technology & Engineering
ISBN: 1040225365

This book introduces the centralized robust H∞ team formation tracking control strategy of multi-unmanned aerial vehicle (multi-UAV) network system under intrinsic random fluctuation, time-varying delay and packet dropout in wireless communication, and external disturbance. A simple robust decentralized H∞ proportional-integral-derivative (PID) reference tracking network control strategy is introduced for practical applications of team formation of large-scale UAV under control saturation constraint, external disturbance, and vortex coupling. It provides practical design procedures based on linear matrix inequalities (LMIs) solvable via LMI TOOLBOX in MATLAB®. Features: Focuses on the stabilization of a QUAV under finite-time switching model control (SMC) Discusses robustness control design for formation tracking in UAV networks Introduces different robust centralized and decentralized H∞ attack-tolerant observer-based reference team formation tracking control of large-scale UAVs Reviews practical case studies in each chapter to introduce the design procedures Includes design examples of team formation of 25 quadrotor UAVs and a team formation example of five hybrid quadrotor/biped robot sub-teams This book is aimed at researchers and graduate students in control and electrical engineering.

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Author: Cheng-ke Zhang
Publisher: Springer
Total Pages: 196
Release: 2016-09-02
Genre: Technology & Engineering
ISBN: 331940587X

This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

Mathematical Control Theory for Stochastic Partial Differential Equations

Mathematical Control Theory for Stochastic Partial Differential Equations
Author: Qi Lü
Publisher: Springer Nature
Total Pages: 592
Release: 2021-10-19
Genre: Science
ISBN: 3030823318

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.

Essays on Pareto Optimality in Cooperative Games

Essays on Pareto Optimality in Cooperative Games
Author: Yaning Lin
Publisher: Springer Nature
Total Pages: 169
Release: 2022-09-21
Genre: Technology & Engineering
ISBN: 9811950490

The book focuses on Pareto optimality in cooperative games. Most of the existing works focus on the Pareto optimality of deterministic continuous-time systems or for the regular convex LQ case. To expand on the available literature, we explore the existence conditions of Pareto solutions in stochastic differential game for more general cases. In addition, the LQ Pareto game for stochastic singular systems, Pareto-based guaranteed cost control for uncertain mean-field stochastic systems, and the existence conditions of Pareto solutions in cooperative difference game are also studied in detail. Addressing Pareto optimality for more general cases and wider systems is one of the major features of the book, making it particularly suitable for readers who are interested in multi-objective optimal control. Accordingly, it offers a valuable asset for researchers, engineers, and graduate students in the fields of control theory and control engineering, economics, management science, mathematics, etc.

Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics

Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics
Author: Chang-Hee Won
Publisher: Springer Science & Business Media
Total Pages: 368
Release: 2010-07-08
Genre: Mathematics
ISBN: 0817647953

This volume is a collection of chapters covering recent advances in stochastic optimal control theory and algebraic systems theory. The book will be a useful reference for researchers and graduate students in systems and control, algebraic systems theory, and applied mathematics. Requiring only knowledge of undergraduate-level control and systems theory, the work may be used as a supplementary textbook in a graduate course on optimal control or algebraic systems theory.

Advances in Discrete Time Systems

Advances in Discrete Time Systems
Author: Magdi Mahmoud
Publisher: BoD – Books on Demand
Total Pages: 260
Release: 2012-12-05
Genre: Computers
ISBN: 9535108751

This volume brings about the contemporary results in the field of discrete-time systems. It covers papers written on the topics of robust control, nonlinear systems and recent applications. Although the technical views are different, they all geared towards focusing on the up-to-date knowledge gain by the researchers and providing effective developments along the systems and control arena. Each topic has a detailed discussions and suggestions for future perusal by interested investigators.