Discrete-time drift counteraction stochastic optimal control: Theory and application-motivated examples

被引：29

作者：

Kolmanovsky, I. V. ^{[1
]}

Lezhnev, L. ^{[2
]}

Maizenberg, T. L. ^{[3
]}

机构：

[1] Ford Motor Co, Powertrain Control Res & Adv Engn, Dearborn, MI 48121 USA

[2] Russian Cent Automot & Engnie Res Inst NAMI, Moscow, Russia

[3] Moscow State Mining Univ, Moscow, Russia

来源：

AUTOMATICA | 2008年 / 44卷 / 01期

关键词：

stochastic control; dynamic programming; constrained systems; automotive applications; hybrid electric vehicles;

D O I：

10.1016/j.automatica.2007.06.002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We develop stochastic optimal control results for nonlinear discrete-time systems driven by disturbances modeled by a Markov chain. A characterization and a computational procedure for a control law which maximizes a cost functional, related to expected time-to-violate specified constraints or to expected total yield before constraint violation occurs, are discussed. Such an optimal control law may be viewed as providing drift counteraction and is, therefore, referred to as drift counteraction stochastic optimal control. Two simulation examples highlight opportunities for applications of these results to hybrid electric vehicle (HEV) powertrain management and to oil extraction. (C) 2007 Elsevier Ltd. All rights reserved.

引用

页码：177 / 184

页数：8

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