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Mean-field Stochastic H 2 / H ∞ Control with Delay
International Journal of Control ( IF 1.6 ) Pub Date : 2020-12-10 Zhang Qixia
中文翻译:
时滞平均场随机H 2 / H∞控制
更新日期:2020-12-11
International Journal of Control ( IF 1.6 ) Pub Date : 2020-12-10 Zhang Qixia
The finite horizon control problem of mean-field type for delayed stochastic systems is considered in this paper. Firstly, we derive a sufficient mean-field generalized stochastic bounded real lemma (SBRL). Then a sufficient condition for the existence of a solution to delayed stochastic control of mean-field type is established. Finally, optimal state feedback regulators are studied for the case with delays in control variable and disturbance signal.
中文翻译:
时滞平均场随机H 2 / H∞控制
有限的视野 考虑了时滞随机系统的平均场类型控制问题。首先,我们推导了足够的平均场广义随机有界实数引理(SBRL)。然后是存在条件的随机延迟解的充分条件建立了均场类型的控制。最后,针对具有控制变量和干扰信号延迟的情况,研究了最佳状态反馈调节器。