On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

被引：18

作者：

Zhu W.-Q. ^{[1
]}

Ying Z.-G. ^{[1
]}

机构：

[1] Dept. of Mech., Coll. of Mech. and Energy Eng., Zhejiang Univ.

来源：

Journal of Zhejiang University-SCIENCE A | 2004年 / 5卷 / 11期

基金：

中国国家自然科学基金;

关键词：

Dynamical programming; Nonlinear system; Partially observation; Separation principle; Stochastic averaging; Stochastic optimal control;

D O I：

10.1631/jzus.2004.1313

中图分类号：

学科分类号：

摘要：

A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.

引用

页码：1313 / 1317

页数：4

共 9 条

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