含分布及非线性离散时滞Volterra积分系统的近最优控制

研究由关于状态为(仿射)线性的兼含分布及非线性离散时滞Volterra积分方程系统、紧控制域约束和控制与状态分离型目标泛函构成的最优控制问题.证明了近最优控制的必要条件和充分条件,并将之用于求近最优控制的算法设计.     

求时滞Volterra积分系统最优控制问题近似解的一个迭代算法

对一类典型的复杂系统—含多个非线性时滞的Volterra积分系统,给出其控制作用受限(硬约束)最优控制问题近似解的一个迭代算法,证明了该算法是well-defined的,并在一定的条件下证得了算法的收敛性.     

离散双线性系统二次型最优控制的迭代算法

1引言众所周知,某些复杂的工业过程用线性近似动态模型是不适宜的,而且许多对象如工业生产,生态,生物和社会经济等过程可以用双线性模型自然描述,能够在稳态工作点的一个较大领域内描述一大类严重非线性系统的动态特性,描述精度优于传统的线性模型     

基于线性时变模型的非线性动态系统最优控制DISOPE算法

本文针对现有的ＤＩＳＯＰＥ算法迭代次数过多的缺陷［１］,对连续时间非线性动态系统提出了一种基于时变线性二次型问题的ＤＩＳＰＯＥ算法,分析了该算法的最优性和收敛性,仿真例子表明本文算法可以减少迭代次数,从而节省计算时间．     

非线性灰色时滞离散系统的稳定性

的零解的稳定性,其中k∈Z(Z为全体整数之集),l为一确定的自然数;x∈R~n,f:Z×C→R~n,C为所有从{-1,-1 1,…,0}到R~n的映射组成的集合,x_k∈C,x_k=x_k(r)=x(k r)(r=-l,-l 1,…,0);A((×))=(α_(ij)((×)))及A_k((×))=(α_(ij)~(h)((×)))(h=1,2,…,l)为n×n矩阵,它们的元素不确知,只知其上、下界,即     

时滞线性和非线性系统的一致渐近稳定性

本文利用系数逼近法研究了时滞线性和非线性系统解的一致渐近稳定性,给出了一致渐近稳定性判别法则。     

一类时滞非线性系统的采样迭代学习控制

本文针对一类时滞非线性系统提出一种采样迭代学习控制算法,严格证明了该算法的指数收敛性.当系统满足所给出的条件时,跟踪误差以指数速率收敛至一个与采样周期有关的误差范围内.     

一类具有时滞和反馈控制的非线性离散模型的持久性

研究了一类具有时滞和反馈控制的非线性单种群离散模型的持久性,获得了该系统持久的充分条件,并通过例子表明结果的可行性,所得结果推广了已有文献的相关结果.     

非线性时滞系统的K-稳定性

本文研究非线性时滞系统的K-稳定性理论,在较一般的情况下建立了两个非线性时滞微分不等式,从而为研究K-稳定性提供了强有力的手段,文中利用了上述不等式分析了一些非线性时滞系统的K-稳定性条件,文末举例说明本文结果的优越性。     

非线性无穷时滞大系统的稳定性

关于大系统的稳定性问题的研究,已有不少成果。目前所用的方法主要有向量函数法、加权和函数法与迭代法。由于大系统问题本身的复杂性,这些方法在具体使用吋大都不可避免烦杂的运算。而且,对于具无穷时滞的系统,这些方法很难运用。故讫今为止,关于无穷时滞大系统的稳定性方面的成果还很少见到。本文给出一种研究大系统的简单方法,对非线性无穷时滞大系统的稳定性进行研究,通过对关联项的某种积分平均估值,获得了易于判定的简便稳定性准则。我们的定理还包含、改进了文[1]—[6]中的相应结果。考虑系统     

On Global Optimality Conditions for Nonlinear Optimal Control Problems

Let a trajectory and control pair maximize globally the functional g(x(T)) in the basic optimal control problem. Then (evidently) any pair (x,u) from the level set of the functional g corresponding to the value g( (T)) is also globally optimal and satisfies the Pontryagin maximum principle. It is shown that this necessary condition for global optimality of turns out to be a sufficient one under the additional assumption of nondegeneracy of the maximum principle for every pair (x,u) from the above-mentioned level set. In particular, if the pair satisfies the Pontryagin maximum principle which is nondegenerate in the sense that for the Hamiltonian H, we have along the pair on [0,T], and if there is no another pair (x,u) such that g(x(T))=g( (T)), then is a global maximizer.     

Optimal Control of Nonlinear Time-Delay Systems with Persistent Disturbances

This paper is concerned with the optimal control of a class of nonlinear time-delay systems affected by external persistent disturbances. A feedforward and feedback optimal control (FFOC) law, consisting of analytical linear feedforward and feedback terms and the limit of a compensation sequence, is obtained by a successive approximation approach (SAA). In order to obtain a physically realizable feedforward control, a disturbance observer is introduced in the exosystem. Simulation results demonstrate the validity of the SAA and the robustness of the FFOC. Communicated by Q. C. Zhao This work was supported by the National Natural Science Foundation of China, Grant 60574023 and the Natural Science Foundation of Qingdao City of China, Grant 05-1-JC-94.     

Superconvergence for Optimal Control Problem Governed by Nonlinear Elliptic Equations

In this article, we investigate the superconvergence of the finite element approximation for optimal control problem governed by nonlinear elliptic equations. The state and co-state are discretized by piecewise linear functions and control is approximated by piecewise constant functions. We give the superconvergence analysis for both the control variable and the state variables. Finally, the numerical experiments show the theoretical results.     

Necessary Conditions for Impulsive Nonlinear Optimal Control Problems without a priori Normality Assumptions

First-order and second-order necessary conditions of optimality for an impulsive control problem that remain informative for abnormal control processes are presented and derived. One of the main features of these conditions is that no a priori normality assumptions are required. This feature follows from the fact that these conditions rely on an extremal principle which is proved for an abstract minimization problem with equality constraints, inequality constraints, and constraints given by an inclusion in a convex cone. Two simple examples illustrate the power of the main result.The first author was partially supported by the Russian Foundation for Basic Research Grant 02-01-00334. The second author was partially supported by the Russian Foundation for Basic Research Grant 00-01-00869. The third author was partially supported by Fundacao para a Ciencia e Tecnologia and by INVOTAN Grant.     

基于极大极小方法的一类非线性系统的自适应控制

研究一类具有非线性不确定参数的非线性系统的自适应模型参考跟踪问题.假设系统的非线性项关于不确定参数是凸或凹的.去掉了在先前有关研究中要求参考模型矩阵有小于零的实特征值的条件.既考虑了状态反馈控制方式,也考虑了输出反馈控制方式.在采用输出反馈控制时,假设非线性项满足李普希兹条件,但李普希兹常数未知.基于一种极大极小方法,提出了一种自适应控制器的设计方法.控制器是连续的,能保证闭环系统的所有变量有界,并且渐近精确跟踪参考模型.举例说明了本结论的有用性.     

一类非线性时滞系统的时滞相关镇定及跟踪控制问题

本文讨论了一类满足Lipschitz条件的非线性时滞系统的镇定与跟踪控制问题.基于非线性状态反馈控制器,利用Lyapunov-Krasovskii泛函和矩阵理论,得到了系统时滞相关全局渐近镇定的新判据,并且保证了输出和状态跟踪控制的误差全局渐近收敛于零.本文推广了文献[9]所得到的结论.因此,本文所研究的模型及所给出的判定条件更具有一般性和实用性.     

Time Discretisation and Rate of Convergence for the Optimal Control of Continuous-Time Stochastic Systems with Delay

We study a semi-discretisation scheme for stochastic optimal control problems whose dynamics are given by controlled stochastic delay (or functional) differential equations with bounded memory. Performance is measured in terms of expected costs. By discretising time in two steps, we construct a sequence of approximating finite-dimensional Markovian optimal control problems in discrete time. The corresponding value functions converge to the value function of the original problem, and we derive an upper bound on the discretisation error or, equivalently, a worst-case estimate for the rate of convergence.     

一类具有年龄结构的非线性种群扩散系统的最优收获控制

讨论了一类与年龄相关的非线性种群扩散系统的最优收获控制问题,证明了最优收获控制的存在性,并且给出了控制为最优的必要条件及其由偏微分方程组和变分不等式组成的最优性组.这些结果可为种群扩散系统最优控制问题的实际研究提供理论基础.     

Optimal Control for Multiscale Elliptic Equations with Rough Coefficients

This paper concerns the convex optimal control problem governed by multiscale elliptic equations with arbitrarily rough $L^\infty$ coefficients, which has not only complex coupling between nonseparable scales and nonlinearity, but also important applications in composite materials and geophysics. We use one of the recently developed numerical homogenization techniques, the so-called Rough Polyharmonic Splines (RPS) and its generalization (GRPS) for the efficient resolution of the elliptic operator on the coarse scale. Those methods have optimal convergence rate which do not rely on the regularity of the coefficients nor the concepts of scale-separation or periodicity. As the iterative solution of the nonlinearly coupled OCP-OPT formulation for the optimal control problem requires solving the corresponding (state and co-state) multiscale elliptic equations many times with different right hand sides, numerical homogenization approach only requires one-time pre-computation on the fine scale and the following iterations can be done with computational cost proportional to coarse degrees of freedom. Numerical experiments are presented to validate the theoretical analysis.     

一类具有分离变量的非线性离散系统的镇定控制器

在控制理论和控制工程中，镇定控制器的设计是一个经典问题。许多有关这个问题的结论一般都是针对线性系统。对于非线性系统，很少见到有构造性结果能用于控制工程中。本针对一类广泛的非线性控制系统，我们构造了一些控制器，这些判据在工程实际问题中将具有一定的指导意义。