Minimax optimal control of uncertain quasi-integrable Hamiltonian systems with time-delayed bounded feedback

作者：Huan R H; Ying Z G; Jin W L; Zhu W Q^*

来源：Probabilistic Engineering Mechanics, 2010, 25(2): 271-278.

DOI：10.1016/j.probengmech.2010.01.007

• Actuator saturation
• Time delayed
• Uncertain disturbance
• Minimax optimal control
• Stochastic averaging

A minimax optimal control strategy for uncertain quasi-integrable Hamiltonian systems with time-delayed bounded feedback control is proposed. First, a quasi-integrable Hamiltonian system with time-delayed bounded control forces and uncertain excitation and system parameters is converted into a set of Ito stochastic differential equations without time delay. Then, the partially averaged Ito stochastic differential equations for the energy processes are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems. For these equations together with an appropriate performance index, a worst-case optimal control strategy is derived via solving a stochastic differential game problem. The worst-case disturbances and the optimal bounded controls are obtained by solving a Hamilton-Jacobi-Isaacs (HJI) equation. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed method.

• 出版日期2010-4
• 单位浙江大学