Robust and optimal control
Hybrid solution method for dynamic programming equations for MDOF stochastic systems
Dynamics and Control
Proceedings of the 5th international conference on Reachability problems
RP'11 Proceedings of the 5th international conference on Reachability problems
Control of robust design in multiobjective optimization under uncertainties
Structural and Multidisciplinary Optimization
On reachability and minimum cost optimal control
Automatica (Journal of IFAC)
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A stochastic minimax optimal control strategy for uncertain quasi-Hamiltonian systems is proposed based on the stochastic averaging method, stochastic maximum principle and stochastic differential game theory. First, the partially completed averaged Itô stochastic differential equations are derived from a given system by using the stochastic averaging method for quasi-Hamiltonian systems with uncertain parameters. Then, the stochastic Hamiltonian system for minimax optimal control with a given performance index is established based on the stochastic maximum principle. The worst disturbances are determined by minimizing the Hamiltonian function, and the worst-case optimal controls are obtained by maximizing the minimal Hamiltonian function. The differential equation for adjoint process as a function of system energy is derived from the adjoint equation by using the Itô differential rule. Finally, two examples of controlled uncertain quasi-Hamiltonian systems are worked out to illustrate the application and effectiveness of the proposed control strategy.