Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

2014 ◽  
Vol 75 (11) ◽  
pp. 1948-1963 ◽  
Author(s):  
M. M. Khrustalev ◽  
A. S. Khalina
Keyword(s):  
Numerical Methods ◽  
Incomplete Information ◽  
Stochastic Systems ◽  
Necessary Conditions ◽  
The State ◽  
Controller Synthesis ◽  
Optimal Controller ◽  
Linear Stochastic Systems

Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint

2018 ◽  
Vol 20 (01) ◽  
pp. 1750025
Author(s):  
Hiroaki Mukaidani ◽  
Hua Xu
Keyword(s):  
Large Scale ◽  
Stochastic Systems ◽  
Necessary Conditions ◽  
Design Method ◽  
Infinite Horizon ◽  
Efficient Design ◽  
Reduced Order ◽  
Riccati Differential Equations ◽  
Weakly Coupled ◽  
Linear Stochastic Systems

A differential game approach for the finite-horizon stochastic control problem with an [Formula: see text]-constraint is considered for a class of large-scale linear systems. First, necessary conditions for the existence of a control strategy set are established by means of cross-coupled stochastic Riccati differential equations (CSRDEs). Second, an efficient design method to obtain a reduced-order parameter-independent approximate strategy set is proposed. Moreover, the performance degradation is estimated. Infinite-horizon case is also discussed. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed design scheme.

Numerical Methods for Monitoring Rare Events in Nonlinear Stochastic Systems

2021 ◽  
Vol 22 (6) ◽  
pp. 291-297
Author(s):  
A. A. Kabanov ◽  
S. A. Dubovik
Keyword(s):  
Optimal Control ◽  
Numerical Methods ◽  
Large Deviations ◽  
Stochastic Systems ◽  
Rare Events ◽  
Rare Event ◽  
Stable State ◽  
The State ◽  
Nonlinear Stochastic Systems ◽  
State Dependent

In this article, we consider the development of numerical methods of large deviations analysis for rare events in nonlinear stochastic systems. The large deviations of the controlled process from a certain stable state are the basis for predicting the occurrenceof a critical situation (a rare event). The rare event forecasting problem is reduced to the Lagrange-Pontryagin optimal control problem.The presented approach for solving the Lagrange-Pontryagin problem differs from the approach used earlier for linear systems in that it uses feedback control. In the nonlinear case, approximate methods based on the representation of the system model in the state-space form with state-dependent coefficients (SDC) matrixes are used: the state-dependent Riccati equation (SDRE) and the asymptotic sequence of Riccati equations (ASRE). The considered optimal control problem allow us to obtain a numerical-analytical solutionthat is convenient for real-time implementation. Based on the developed methods of large deviations analysis, algorithms for estimating the probability of occurrence of a rare event in a dynamical systemare presented. The numerical applicability of the developed methods is shown by the example of the FitzHugh-Nagumo model for the analysis of switching between excitable modes. The simulation results revealed an additional problem related to the so-called parameterization problem of the SDC matrices. Since the use of different representations for SDC matrices gives different results in terms of the system trajectory, the choice of matrices is proposed to be carried out at each algorithm iteration so as to provide conditions for the solvability of the Lagrange-Pontryagin problem.

SOCIAL PROTECTION IS A GUARANTEE OF FAMILY UNITY

2020 ◽  
Vol 7 (3) ◽  
pp. 89-96
Author(s):  
Dilbar Karshieva ◽  
Keyword(s):  
Social Protection ◽  
Necessary Conditions ◽  
Family Members ◽  
The State ◽  
The Military ◽  
Family Unity

This article demonstrates the great attention and care paid by the state to the military and their families in our country.Social protection of families of military men consists in creating necessary conditions for family members to develop and demonstrate their abilities in socio-economic, cultural, medical and other spheres.

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