The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the on...The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the only viscosity solution of the corresponding quasi-variational inequality. The authors show the optimal cost function for the problem with incomplete information can be approximated by a sequence of value functions of the previous type.展开更多
The paper is concerned with the reliable H ∞ state feedback control and controller parameterization problem for nonlinear systems with strictly redundant actuators. Based on Hamilton Jacobi inequality, the suff...The paper is concerned with the reliable H ∞ state feedback control and controller parameterization problem for nonlinear systems with strictly redundant actuators. Based on Hamilton Jacobi inequality, the sufficient condition is presented such that the reliable control problem is resolved, and a family of controllers is given such that the resulting closed loop systems are asymptotically stable and their L 2 gain is limitable not only when all actuators are operational but also when any one,but only one of actuators experiences an outage. The results of this paper provide a deep insight into the synthesis of the reliable nonlinear H ∞ state feedback.展开更多
文摘The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the only viscosity solution of the corresponding quasi-variational inequality. The authors show the optimal cost function for the problem with incomplete information can be approximated by a sequence of value functions of the previous type.
文摘The paper is concerned with the reliable H ∞ state feedback control and controller parameterization problem for nonlinear systems with strictly redundant actuators. Based on Hamilton Jacobi inequality, the sufficient condition is presented such that the reliable control problem is resolved, and a family of controllers is given such that the resulting closed loop systems are asymptotically stable and their L 2 gain is limitable not only when all actuators are operational but also when any one,but only one of actuators experiences an outage. The results of this paper provide a deep insight into the synthesis of the reliable nonlinear H ∞ state feedback.
