重庆理工大学学报2024，Vol.38Issue(3)：343-352,10.DOI:10.3969/j.issn.1674-8425(z).2024.02.037
离散时间平均场随机系统的滚动时域控制
Receding horizon control for discrete-time mean-field stochastic systems
摘要
Abstract
This paper investigates the stabilization of receding horizon control(RHC)for a class of discrete-time mean field stochastic time-varying systems.First,a new cost function with the type of conditional expectation is designed.Second,through the stochastic maximum principle,the explicit solution of the RHC is obtained.Based on monotonically non-increasing of the optimal cost,the stabilization conditions of the mean-field stochastic system RHC are derived.That is,when the two coupled Lyapunov-type inequalities are satisfied,the system controlled by RHC is stabilizable.Finally,a numerical example is given to illustrate that under RHC controller,the state trajectory satisfies the condition of asymptotic mean square stabilization.In other words,mean-field stochastic system is asymptotically mean-square stabilized,illustrating the conclusion's effectiveness.关键词
滚动时域控制(RHC)/平均场随机系统/均方镇定/离散时间Key words
receding horizon control/mean-field stochastic system/mean square stability/discrete-time分类
信息技术与安全科学引用本文复制引用
叶志勇,贾亚琪,张春梅,杨路,陈柏江,宋江敏..离散时间平均场随机系统的滚动时域控制[J].重庆理工大学学报,2024,38(3):343-352,10.基金项目
重庆市自然科学基金项目(2019cc27) （2019cc27）
