An Open-loop criterion for the solvability of a closed-loop guidance problem with incomplete information: Linear control systems

The method of open-loop control packages is a tool for stating the solvability of guaranteed closed-loop control problems under incomplete information on the observed states. In this paper, a solution method is specified for the problem of guaranteed closed-loop guidance of a linear control system to a convex target set at a prescribed point in time. It is assumed that the observed signal on the system’s states is linear and the set of its admissible initial states is finite. It is proved that the problem under consideration is equivalent to the problem of open-loop guidance of an extended linear control system to an extended convex target set. Using a separation theorem for convex sets, we derive a solvability criterion, which reduces to solving a finite-dimensional optimization problem. An illustrative example is considered.     

The problem of package guidance by a given time for a linear control system with delay

The problem of guaranteed closed-loop guidance by a given time under incomplete information on the initial state is studied for a dynamical control system with delay by means of the method of open-loop control packages. A solvability criterion is proved for this problem in the case of a finite set of admissible initial states. The proposed technique is illustrated by a specific linear control system of differential equations with delay.     

Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria

In this paper, we consider a linear–quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of forward–backward stochastic differential equations, and that of the latter is characterized by the solvability of a system of coupled symmetric Riccati differential equations. Sometimes, open-loop Nash equilibria admit a closed-loop representation, via the solution to a system of non-symmetric Riccati equations, which could be different from the outcome of the closed-loop Nash equilibria in general. However, it is found that for the case of zero-sum differential games, the Riccati equation system for the closed-loop representation of an open-loop saddle point coincides with that for the closed-loop saddle point, which leads to the conclusion that the closed-loop representation of an open-loop saddle point is the outcome of the corresponding closed-loop saddle point as long as both exist. In particular, for linear–quadratic optimal control problem, the closed-loop representation of an open-loop optimal control coincides with the outcome of the corresponding closed-loop optimal strategy, provided both exist.     

A control problem under incomplete information for a linear stochastic differential equation

A problem of guaranteed closed-loop control under incomplete information is considered for a linear stochastic differential equation (SDE) from the viewpoint of the method of open-loop control packages worked out earlier for the guidance of a linear control system of ordinary differential equations (ODEs) to a convex target set. The problem consists in designing a deterministic open-loop control providing (irrespective of a realized initial state from a given finite set) prescribed properties of the solution (being a random process) at a terminal point in time. It is assumed that a linear signal on some number of realizations is observed. By the equations of the method of moments, the problem for the SDE is reduced to an equivalent problem for systems of ODEs describing the mathematical expectation and covariance matrix of the original process. Solvability conditions for the problems in question are written.     

Investigating One Class of Extended Open-Loop Guidance Problems

An alternative solvability criterion and guiding control construction procedure are proposed in one class of extended open-loop guidance problems. A control system is described by linear differential equations. The control domain is a rectangular parallelepiped, and the convex and closed target set has a special form. An equivalent system of linear inequalities is constructed for the extended open-loop guidance problem, and a correspondence between their solutions is established. The difference between the developed scheme and the known research techniques of this class of problems is the possibility of solvability criterion verification and search for guiding control in analytical form in a finite number of steps. The proposed technique for solving the extended openloop guidance problem is illustrated using a concrete example.     

Idealized program packages and problems of positional control with incomplete information

The paper is devoted to developing the method of program packages as a tool for investigating problems of positional control with incomplete information. The method is embedded in the field of guaranteed control theory and was stipulated by a number of constructions from this theory. Under the assumption that an a priori given set of initial positions of a controlled system is finite, it is established that the solvability of a guaranteed guidance problem in the class of program packages (or, which is the same, in the class of positional strategies) is equivalent to the solvability of this problem in the class of considerably simpler program operators, namely, in the class of idealized program packages.     

On a class of nonzero-sum,linear-quadratic differential games

A class of two-player, nonzero-sum, linear-quadratic differential games is investigated for Nash equilibrium solutions when both players use closed-loop control and when one or both of the players are required to use open-loop control. For three formulations of the game, necessary and sufficient conditions are obtained for a particular strategy set to be a Nash equilibrium strategy set. For a fourth formulation of the game, where both players use open-loop control, necessary and sufficient conditions for the existence of a Nash equilibrium strategy set are developed. Several examples are presented in order to illustrate the differences between this class of differential games and its zero-sum analog.This research was supported by the National Science Foundation under Grant No. GK-3341.     

Programmed Iteration Method in Differential Games with a Functional Target Set

A variant of the programmed iteration method is developed for solving game problems of realizing trajectories of a nonlinear conflict controlled system in a given set of functions. Solving these open-loop control problems yields an iterative process in a space of sets whose elements are functional positions, and the corresponding limit determines the set of successful solvability of the original problem in the class of set-valued quasi-strategies (nonanticipating responses to disturbances). For the conflict controlled system, the conditions of generalized uniqueness and uniform boundedness of programmed motions are assumed to hold. The use of an infinite-dimensional space of functional positions is essential, since the arising differential game generally does not satisfy the alternative solvability conditions in classes of feedback strategies.     

Programmed iteration method in packages of spaces

An abstract version of the programmed iteration method (used in the theory of differential games) is considered that is intended for the problem of observing phase constraints on a nonempty subset of the real line. It is assumed that trajectories and uncontrolled disturbances are realized in packages of mutually inconsistent spaces. This consistency is postulated to investigate solvability conditions for the problem in the class of quasi-strategies. As a result, the set of successful solvability is constructed and the structure of resolving strategies is determined.     

Dual effect free stochastic controls

In stochastic optimal control, a key issue is the fact that “solutions” are searched for in terms of “closed-loop control laws” over available information and, as a consequence, a major potential difficulty is the fact that present control may affect future available information. This is known as the “dual effect” of control. Our main result consists in characterizing the maximal set of closed-loop control laws containing open-loop ones and for which the information provided by observations closed with such a feedback remains fixed. We give more specific results in the two following cases: multi-agent systems and discrete time stochastic input-output systems with dynamic information structure.     

Discrete-time Indefinite LQ Control with State and Control Dependent Noises

This paper deals with the discrete-time stochastic LQ problem involving state and control dependent noises, whereas the weighting matrices in the cost function are allowed to be indefinite. In this general setting, it is shown that the well-posedness and the attainability of the LQ problem are equivalent. Moreover, a generalized difference Riccati equation is introduced and it is proved that its solvability is necessary and sufficient for the existence of an optimal control which can be either of state feedback or open-loop form. Furthermore, the set of all optimal controls is identified in terms of the solution to the proposed difference Riccati equation.     

Control of the Burgers Equation by a Reduced-Order Approach Using Proper Orthogonal Decomposition

Proper orthogonal decomposition (POD) is a method to derive reduced-order models for dynamical systems. In this paper, POD is utilized to solve open-loop and closed-loop optimal control problems for the Burgers equation. The relative simplicity of the equation allows comparison of POD-based algorithms with numerical results obtained from finite-element discretization of the optimality system. For closed-loop control, suboptimal state feedback strategies are presented.     

Sensitivity of time-varying,linear optimal control systems

This paper analyzes the following fundamental question: In what precise sense, if any, is the closed-loop realization of an optimal control system less sensitive to parameter variations than the nominally equivalent open-loop system? This question is answered for time-varying, linear optimal control systems. It is shown that there is a closed-loop sensitivity reduction in terms of an inequality involving a particular integral-square of the first-order variation of the state due to first-order variations of plant parameters.     

On the regularity of optimal controls

We outline some recent results on the regularity of optimal controls. We formulate the general regularity problem for open-loop and closed-loop controls, and explain how results for the open-loop case have implications for the closed-loop case as well. We then describe a number of results on the regularity of open-loop controls.Partially supported by a fellowship from the Alfred P. Sloan Foundation.Partially supported by NSF Grant No. DMS83-01678-01.     

基于拟线性化方法的非线性系统闭环反馈控制保辛算法

提出了一种求解非线性系统闭环反馈控制问题的保辛算法．首先,通过拟线性化方法将非线性系统最优控制问题转化为线性非齐次Hamilton系统两端边值问题的迭代格式求解．然后,通过作用量变分原理与生成函数构造了保辛的数值算法,且该算法保持了原Hamilton系统的辛几何性质．最后,通过时间步的递进完成状态与控制变量的更新,进而达到闭环控制的目的．数值算例表明:保辛算法具有较高的计算精度和较快的收敛速度．此外,将闭环反馈控制与开环控制分别应用于驱动小车上的倒立摆控制系统中,结果表明:在存在初始偏差的情况下,开环控制会导致稳定控制任务的失败,而闭环反馈控制能够在一段时间后消除初始偏差的影响,并使系统达到稳定状态．     

N-person differential games governed by semilinear stochastic evolution systems

In this paper the problem ofN-person infinite-dimensional stochastic differential games governed by semilinear stochastic evolution control systems is discussed. First the minimax principle which is the necessary condition for the existence of open-loop Nash equilibrium is proved. Then the necessary and sufficient conditions of open-loop and closed-loop Nash equilibrium for linear quadratic infinite-dimensional stochastic differential games are derived.     

A near-optimal closed-loop solution method for nonsingular zero-sum differential games

This paper presents a method for generating nearoptimal closed-loop solutions to zero-sum perfect information differential games with and without the final time explicitly specified, and with and without control constraints. This near-optimal closed-loop solution is generated by periodically updating the solution to the two-point boundary-value problem obtained by the application of the necessary conditions for a saddle-point solution. The resulting updated open-loop control is then used between updating intervals. Three examples are presented to illustrate the application of this method.     

Continuous modal control of linear multicoupled objects

A modal control method is considered in which the spectrum of the closed-loop system is continuously deformed in such a way that the spectrum of the open-loop object transforms into the desired spectrum. The algorithm of the continuous modal control is synthesized. The conditions for spectral control in the method are obtained. The approach is based on similar ideas to those in /1/, but a different class of controls is considered here. Moreover, by using the appratus of Lyapunov functions, specified in the one-parameter family of the deformed spectrum, the deviation between the required spectrum and the closed-loop system spectrum can be minimized in the Euclidean metric, in the case when the wanted spectrum cannot be obtained in the closed-loop system.     

Numerical Implementation of Optimal Feedback Control for Nonlinear Systems

A method of on-line constructing an optimal feedback control for nonlinear systems with bang-bang optimal control is suggested. The realization of the algorithm of constructing a closed-loop solution is oriented on fast corrections of optimal open-loop control subject to small variations of initial state. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stable fuzzy logic design of point-to-point control for mechanical systems

An approach for the development of fuzzy point-to-point control laws for second-order mechanical systems is presented. Asymptotic stability of the resulting closed-loop system is proved using Lyapunov stability theory. Closed-loop performance and robustness are quantified in terms of the parameters of membership functions. As opposed to most existing fuzzy control laws, the closed-loop stability of the proposed controller does not depend on the knowledge of the entire dynamics. Moreover, the approach does not require the plant to be open-loop stable. The proposed approach is demonstrated on design and simulation study of a fuzzy controller for a two-link robotic arm.