Guaranteed Cost Strategy for Hierarchical Game in Financial Systems: LMIs-Constrained Method

2021 ◽  
pp. 324-332
Author(s):  
Min Shi ◽  
Yuan Yuan
2021 ◽  
Vol 11 (4) ◽  
pp. 1400
Author(s):  
Junfeng Zhou ◽  
Lin Zhao ◽  
Hui Li ◽  
Jianhua Cheng ◽  
Shuo Wang

This paper studies the orbital pursuit-evasion problem with imperfect information, including measurement noise and input delay. The presence of imperfect information will degrade the players’ control performance and lead to mission failure. To solve this problem, a compensation control strategy for the players is proposed. The compensation control strategy consists of two parts: the guaranteed cost strategy and the time delay compensation method. First, a near-optimal feedback strategy called guaranteed cost strategy with perfect information is proposed based on a Lyapunov-like function and matrix analysis theory. Second, a time delay compensation method based on an uncertainty set is proposed to compensate for delayed information. The compensation control strategy is derived by combining the time delay compensation method with the guaranteed cost strategy. While applying this strategy to the game, the input of the strategy is generated by processing the measured data with the state estimation algorithm based on the unscented Kalman filter (UKF). The simulation results show that the proposed strategy can handle the orbital pursuit-evasion problem with imperfect information effectively.


Author(s):  
Guoxu Wang ◽  
Jie Wu ◽  
Xiaoqian Ma

This paper proposes a guaranteed cost strategy for longitudinal control of vehicles mainly considering speed-limit control based on map information. Firstly, a state-space model is developed to calculate the desired acceleration for the speed-limit control. Secondly, based on the formulated state-space model, a state-feedback guaranteed cost strategy is developed for the speed-limit control with system uncertainties considered. The stability of the proposed state-feedback guaranteed cost control system is discussed according to Lyapunov stability theory by means of linear matrix inequality approach and Schur complement. Moreover, with the proposed control law, it is proved that the defined cost function has an upper bound. Thirdly, to reduce potential unnecessary acceleration or deceleration caused by disturbances, an event-triggered filter is designed. Finally, to evaluate the performance of the proposed guaranteed cost controller, a switching PID controller, and a guaranteed cost controller without the proposed event-triggered filter are developed for comparisons. The effectiveness and the advantages of the proposed guaranteed cost strategy are proved by simulations where model uncertainties, disturbances, and the latency of the actuator are considered.


2015 ◽  
pp. 94-108 ◽  
Author(s):  
K. Krinichansky

The paper identifies and assesses the closeness of the connection between incremental indicators of the financial development in the regions of Russia with the incremental regional GDP and the investment in fixed capital. It is shown that the positioning of the region as an independent participant of public debt market matters: the regional GDP and investment in fixed capital grow more rapidly in the regions which are regularly borrowing on the sub-federal bonds market. The paper also demonstrates that the poorly developed financial system in some regions have caused the imperfection of the growth mechanisms since the economy is not able to use the financial system’s functions.


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