A local iterative approach for solving the stochastic Hamilton-Jacobi-Bellman equation (SHJBE) arising in the stochastic control of affine nonlinear systems

2017 ◽  
Vol 39 (2) ◽  
pp. 997-1010
Author(s):  
M.D.S. Aliyu
2019 ◽  
Vol 11 (3) ◽  
pp. 168781401983320
Author(s):  
Yan Li ◽  
Yuanchun Li

A novel framework of rapid exponential stability and optimal feedback control is investigated and analyzed for a class of nonlinear systems through a variant of continuous Lyapunov functions and Hamilton–Jacobi–Bellman equation. Rapid exponential stability means that the trajectories of nonlinear systems converge to equilibrium states in accelerated time. The sufficient conditions of rapid exponential stability are developed using continuous Lyapunov functions for nonlinear systems. Furthermore, according to a variant of continuous Lyapunov functions, a rapid exponential stability is guaranteed which satisfies some canonical conditions and Hamilton–Jacobi–Bellman equation for controlled nonlinear systems. It is can be seen that the solution of Hamilton–Jacobi–Bellman equation is a continuous Lyapunov function, and, therefore, rapid exponential stability and optimality are guaranteed for nonlinear systems. Last, the main result of this article is investigated via a nonlinear model of a spacecraft with one axis of symmetry through simulations and is used to check rapid exponential stability. Moreover, for the disturbance problem of initial point, a rapid exponential stable controller can reject the large-scale disturbances for controlled nonlinear systems. In addition, the proposed optimal feedback controller is applied to the tracking trajectories of 2-degree-of-freedom manipulator, and the numerical results have illustrated high efficiency and robustness in real time. The simulation results demonstrate the use of the rapid exponential stability and optimal feedback approach for real-time nonlinear systems.


2021 ◽  
pp. 1-14
Author(s):  
Daniel Saranovic ◽  
Martin Pavlovski ◽  
William Power ◽  
Ivan Stojkovic ◽  
Zoran Obradovic

As the prevalence of drones increases, understanding and preparing for possible adversarial uses of drones and drone swarms is of paramount importance. Correspondingly, developing defensive mechanisms in which swarms can be used to protect against adversarial Unmanned Aerial Vehicles (UAVs) is a problem that requires further attention. Prior work on intercepting UAVs relies mostly on utilizing additional sensors or uses the Hamilton-Jacobi-Bellman equation, for which strong conditions need to be met to guarantee the existence of a saddle-point solution. To that end, this work proposes a novel interception method that utilizes the swarm’s onboard PID controllers for setting the drones’ states during interception. The drone’s states are constrained only by their physical limitations, and only partial feedback of the adversarial drone’s positions is assumed. The new framework is evaluated in a virtual environment under different environmental and model settings, using random simulations of more than 165,000 swarm flights. For certain environmental settings, our results indicate that the interception performance of larger swarms under partial observation is comparable to that of a one-drone swarm under full observation of the adversarial drone.


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