首页 > 最新文献

IMA Journal of Mathematical Control and Information最新文献

英文 中文
Structural controllability analysis based on dilations under leader-follower framework leader-follower框架下基于膨胀的结构可控性分析
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2022-01-01 DOI: 10.1093/imamci/dnab032
Shuhui Sun, Zhijian Ji, Chong Lin, Yungang Liu
{"title":"Structural controllability analysis based on dilations under leader-follower framework","authors":"Shuhui Sun, Zhijian Ji, Chong Lin, Yungang Liu","doi":"10.1093/imamci/dnab032","DOIUrl":"https://doi.org/10.1093/imamci/dnab032","url":null,"abstract":"","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"20 1","pages":"1-21"},"PeriodicalIF":1.5,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76668873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Positive observers for semilinear positive systems 半线性正系统的正观测器
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2022-01-01 DOI: 10.1093/imamci/dnac018
Abdellaziz Binid, M. E. Achhab, M. Laabissi
{"title":"Positive observers for semilinear positive systems","authors":"Abdellaziz Binid, M. E. Achhab, M. Laabissi","doi":"10.1093/imamci/dnac018","DOIUrl":"https://doi.org/10.1093/imamci/dnac018","url":null,"abstract":"","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"16 1","pages":"968-984"},"PeriodicalIF":1.5,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81345551","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
GE-evolution operator method for controllability of time-varying stochastic descriptor systems in Hilbert spaces Hilbert空间中时变随机广义系统可控性的ge演化算子方法
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2022-01-01 DOI: 10.1093/imamci/dnab038
Zhao-qiang Ge
{"title":"GE-evolution operator method for controllability of time-varying stochastic descriptor systems in Hilbert spaces","authors":"Zhao-qiang Ge","doi":"10.1093/imamci/dnab038","DOIUrl":"https://doi.org/10.1093/imamci/dnab038","url":null,"abstract":"","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"39 1","pages":"80-92"},"PeriodicalIF":1.5,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"61175417","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Stabilization of a class of switched dynamic systems: the Riccati-equation-based Approach 一类切换动态系统的镇定:基于riccati方程的方法
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-13 DOI: 10.1093/imamci/dnab022
M. B. Estrada, N. Aguillon, Marco Antonio Ortiz Castillo, J. Loiseau, M. Malabre, V. Azhmyakov, S. Salazar
Our paper deals with the stabilization of a class of time-dependent linear autonomous complex systems with a switched structure. The initially given switched dynamic system is assumed to be controlled by a specific state feedback strategy associated with the linear quadratic regulator (LQR) type control. The proposed control design guarantees stabilization of the closed-loop system for all of the possible location transitions. In the solution procedure of the Algebraic Riccati Equation related to the LQR control strategy, only the knowledge of the algebraic structure related to the switched system are needed. We prove that the proposed optimal LQR type state feedback control design stabilizes the closed-loop switched system for every possible active location. The theoretical approach proposed in this paper is finally applied to a model of the Single Wing Quadrotor Aircraft, when changing from its Quadrotor Flight Envelope to its Airplane Flight Envelope.
本文研究了一类具有切换结构的时变线性自治复杂系统的镇定问题。假设初始给定的切换动态系统由与线性二次型调节器(LQR)类型控制相关联的特定状态反馈策略控制。所提出的控制设计保证了闭环系统在所有可能的位置转移情况下的稳定性。在与LQR控制策略相关的代数Riccati方程的求解过程中,只需要了解与切换系统相关的代数结构。我们证明了所提出的最优LQR型状态反馈控制设计对于每一个可能的有源位置都能使闭环切换系统保持稳定。最后将本文提出的理论方法应用到单翼四旋翼飞机模型中,该模型由四旋翼飞行包线转变为飞机飞行包线。
{"title":"Stabilization of a class of switched dynamic systems: the Riccati-equation-based Approach","authors":"M. B. Estrada, N. Aguillon, Marco Antonio Ortiz Castillo, J. Loiseau, M. Malabre, V. Azhmyakov, S. Salazar","doi":"10.1093/imamci/dnab022","DOIUrl":"https://doi.org/10.1093/imamci/dnab022","url":null,"abstract":"\u0000 Our paper deals with the stabilization of a class of time-dependent linear autonomous complex systems with a switched structure. The initially given switched dynamic system is assumed to be controlled by a specific state feedback strategy associated with the linear quadratic regulator (LQR) type control. The proposed control design guarantees stabilization of the closed-loop system for all of the possible location transitions. In the solution procedure of the Algebraic Riccati Equation related to the LQR control strategy, only the knowledge of the algebraic structure related to the switched system are needed. We prove that the proposed optimal LQR type state feedback control design stabilizes the closed-loop switched system for every possible active location. The theoretical approach proposed in this paper is finally applied to a model of the Single Wing Quadrotor Aircraft, when changing from its Quadrotor Flight Envelope to its Airplane Flight Envelope.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"101 1","pages":"518-532"},"PeriodicalIF":1.5,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72858870","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Realizations and orientation of implicit systems 隐式系统的实现与定位
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-07 DOI: 10.1093/imamci/dnab025
Dimitris Vafiadis
The paper considers the problem of model orientation, i.e. the classification of the external signals into inputs and outputs. The problem is considered in the behavioural context where the external model is an autoregressive system. Orientation of a system automatically induces equivalent first order models in state–space or descriptor form via a realization procedure. A new realization procedure is proposed where the realization is implemented in two steps, first an intermediate ARMA realization is obtained. Then, this realization is transformed into the final descriptor system via an appropriate reduction procedure corresponding to the input/output partition of the external variables. Studying the dependency of the resulting system properties and invariants on the different selections of input and output variables and the structure of the initial external behaviour is considered in the paper.
本文考虑了模型定向问题,即将外部信号分类为输入和输出。这个问题是在行为背景下考虑的,其中外部模型是一个自回归系统。系统的定向通过实现过程自动导出状态空间或描述符形式的等价一阶模型。提出了一种新的实现过程,分两步实现,首先获得中间ARMA实现;然后,通过与外部变量的输入/输出分区相对应的适当约简过程,将该实现转换为最终的描述符系统。研究了系统性质和不变量与输入输出变量的不同选择和初始外部行为结构的关系。
{"title":"Realizations and orientation of implicit systems","authors":"Dimitris Vafiadis","doi":"10.1093/imamci/dnab025","DOIUrl":"https://doi.org/10.1093/imamci/dnab025","url":null,"abstract":"\u0000 The paper considers the problem of model orientation, i.e. the classification of the external signals into inputs and outputs. The problem is considered in the behavioural context where the external model is an autoregressive system. Orientation of a system automatically induces equivalent first order models in state–space or descriptor form via a realization procedure. A new realization procedure is proposed where the realization is implemented in two steps, first an intermediate ARMA realization is obtained. Then, this realization is transformed into the final descriptor system via an appropriate reduction procedure corresponding to the input/output partition of the external variables. Studying the dependency of the resulting system properties and invariants on the different selections of input and output variables and the structure of the initial external behaviour is considered in the paper.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"10 1","pages":"498-517"},"PeriodicalIF":1.5,"publicationDate":"2021-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78279345","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Non-uniform ISS small-gain theorem for infinite networks 无限网络的非一致ISS小增益定理
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-01 DOI: 10.1093/imamci/dnab026
Andrii Mironchenko
We introduce the concept of non-uniform input-to-state stability for networks. It combines the uniform global stability with the uniform attractivity of any subnetwork while it allows for non-uniform convergence of all components. For an infinite network consisting of input-to-state stable subsystems, which do not necessarily have a uniform $mathscr{K}mathscr{L}$-bound on the transient behaviour, we show the following: if the gain operator satisfies the uniform small-gain condition, then the whole network is non-uniformly input-to-state stable and all its finite subnetworks are input-to-state stable.
我们引入了网络非均匀输入状态稳定性的概念。它将一致全局稳定性与任何子网络的一致吸引性相结合,同时允许所有分量的非均匀收敛。对于一个由输入到状态稳定子系统组成的无限网络,其瞬态行为不一定具有一致的$mathscr{K}mathscr{L}$界,我们证明了:如果增益算子满足一致小增益条件,则整个网络是非一致输入到状态稳定的,并且它的所有有限子网络都是输入到状态稳定性的。
{"title":"Non-uniform ISS small-gain theorem for infinite networks","authors":"Andrii Mironchenko","doi":"10.1093/imamci/dnab026","DOIUrl":"https://doi.org/10.1093/imamci/dnab026","url":null,"abstract":"We introduce the concept of non-uniform input-to-state stability for networks. It combines the uniform global stability with the uniform attractivity of any subnetwork while it allows for non-uniform convergence of all components. For an infinite network consisting of input-to-state stable subsystems, which do not necessarily have a uniform \u0000<tex>$mathscr{K}mathscr{L}$</tex>\u0000-bound on the transient behaviour, we show the following: if the gain operator satisfies the uniform small-gain condition, then the whole network is non-uniformly input-to-state stable and all its finite subnetworks are input-to-state stable.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"38 4","pages":"1029-1045"},"PeriodicalIF":1.5,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67895357","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Iterative learning control for consensus of second-order multi-agent systems with interval uncertain topologies 具有区间不确定拓扑的二阶多智能体系统一致性的迭代学习控制
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-01 DOI: 10.1093/imamci/dnab024
Liming Wang;Guoshan Zhang
This paper is devoted to the robust consensus tracking problem of second-order nonlinear multi-agent systems (MASs) with the interval uncertain topologies. For the second-order MASs including one leader agent and multiple follower agents, a control protocol is proposed by combining the iterative learning control scheme with the sliding mode control method. By analyzing the convergence of sliding mode variables, the consensus conditions including the unknown eigenvalues and the undetermined weight coefficient are obtained. In order to deal with the difficulties of weight coefficient design caused by the unknown eigenvalues of graphs, a min-max optimization problem is formulated based on the fastest convergence of the λ-norm of sliding mode variables, then the optimal weight coefficient is obtained by solving the min-max optimization problem. Moreover, for the undirected and directed interval uncertain graphs, two algorithms about the optimal weight coefficients are proposed, respectively. Finally, three numerical simulation examples are presented to demonstrate the effectiveness of the proposed methods.
研究具有区间不确定拓扑的二阶非线性多智能体系统的鲁棒一致性跟踪问题。对于包含一个前导agent和多个跟随agent的二阶MAS,将迭代学习控制方案与滑模控制方法相结合,提出了一种控制协议。通过分析滑模变量的收敛性,得到了包含未知特征值和未知权系数的一致性条件。为了解决图的特征值未知给权重系数设计带来的困难,基于滑模变量的λ-范数的最快收敛性,提出了一个最小-最大优化问题,并通过求解该问题得到了最优权重系数。此外,对于无向和有向区间不确定图,分别提出了两种关于最优权系数的算法。最后,通过三个数值模拟实例验证了所提方法的有效性。
{"title":"Iterative learning control for consensus of second-order multi-agent systems with interval uncertain topologies","authors":"Liming Wang;Guoshan Zhang","doi":"10.1093/imamci/dnab024","DOIUrl":"https://doi.org/10.1093/imamci/dnab024","url":null,"abstract":"This paper is devoted to the robust consensus tracking problem of second-order nonlinear multi-agent systems (MASs) with the interval uncertain topologies. For the second-order MASs including one leader agent and multiple follower agents, a control protocol is proposed by combining the iterative learning control scheme with the sliding mode control method. By analyzing the convergence of sliding mode variables, the consensus conditions including the unknown eigenvalues and the undetermined weight coefficient are obtained. In order to deal with the difficulties of weight coefficient design caused by the unknown eigenvalues of graphs, a min-max optimization problem is formulated based on the fastest convergence of the λ-norm of sliding mode variables, then the optimal weight coefficient is obtained by solving the min-max optimization problem. Moreover, for the undirected and directed interval uncertain graphs, two algorithms about the optimal weight coefficients are proposed, respectively. Finally, three numerical simulation examples are presented to demonstrate the effectiveness of the proposed methods.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"38 4","pages":"1084-1108"},"PeriodicalIF":1.5,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"68072256","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Distributed event-triggered consensus protocols for discrete-time multiagent systems 离散时间多智能体系统的分布式事件触发共识协议
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-01 DOI: 10.1093/imamci/dnab023
Bilal J Karaki;Magdi S Mahmoud
This paper focuses on leader-following and leaderless consensus problems of discrete-time multiagent systems. A distributed observer-based consensus protocol is proposed to investigate the consensus problem for multiagent systems of general discrete-time linear dynamics. By means of the observer, the distributed control law of each agent is designed using local information to guarantee consensus, and the corresponding sufficient conditions are obtained by exploiting graph and control theory approach. A modified distributed event-triggered consensus protocol is designed to reduce communication congestion. Detailed analysis of the leaderless and the leader-following consensus is presented for both observer-based and full-information protocols. Finally, two simulation examples are provided to demonstrate the effectiveness and capabilities of the established theories.
本文主要研究离散时间多智能体系统的领导者跟随和无领导者一致性问题。针对一般离散时间线性动力学多智能体系统的一致性问题,提出了一种基于分布式观测器的一致性协议。通过观测器,利用局部信息来保证一致性,设计了每个智能体的分布式控制律,并利用图论和控制论的方法得到了相应的充分条件。设计了一种改进的分布式事件触发共识协议来减少通信拥塞。针对基于观察者的协议和全信息协议,对无领导者和遵循领导者共识的协议进行了详细分析。最后,通过两个仿真实例验证了所建立理论的有效性和能力。
{"title":"Distributed event-triggered consensus protocols for discrete-time multiagent systems","authors":"Bilal J Karaki;Magdi S Mahmoud","doi":"10.1093/imamci/dnab023","DOIUrl":"https://doi.org/10.1093/imamci/dnab023","url":null,"abstract":"This paper focuses on leader-following and leaderless consensus problems of discrete-time multiagent systems. A distributed observer-based consensus protocol is proposed to investigate the consensus problem for multiagent systems of general discrete-time linear dynamics. By means of the observer, the distributed control law of each agent is designed using local information to guarantee consensus, and the corresponding sufficient conditions are obtained by exploiting graph and control theory approach. A modified distributed event-triggered consensus protocol is designed to reduce communication congestion. Detailed analysis of the leaderless and the leader-following consensus is presented for both observer-based and full-information protocols. Finally, two simulation examples are provided to demonstrate the effectiveness and capabilities of the established theories.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"38 4","pages":"1046-1071"},"PeriodicalIF":1.5,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67895356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Extended set of solutions of a bounded finite-time stabilization problem via the controllability function 一类有界有限时间镇定问题的可控制性函数扩展解集
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-01 DOI: 10.1093/imamci/dnab028
A E Choque-Rivero
For the two-dimensional canonical system, an extended set of bounded finite-time stabilizing positional controls is proposed. For the construction of such controls, which depend on a certain parameter, the Korobov's controllability function method is used. Such an extension is based on the enlarging of the interval of the mentioned parameter, as well as the use of the non-uniqueness of the controllability function for some regions of the phase space ${mathbb R}^2.$ Additionally, we characterize a region of initial conditions $x^0$ on ${mathbb R}^2$ of the given system for which the time of motion from $x^0$ to the origin is less than the value of the controllability function.
对于二维正则系统,提出了一组有界有限时间稳定位置控制的扩展集。对于这种依赖于某个参数的控制的构造,使用了Korobov的可控性函数方法。这种扩展是基于扩大上述参数的区间,以及对相空间${mathbb R}^2的某些区域使用可控性函数的非唯一性。$此外,我们刻画了给定系统的${mathbb R}^2$上的初始条件$x^0$的区域,对于该区域,从$x^0到原点的运动时间小于可控性函数的值。
{"title":"Extended set of solutions of a bounded finite-time stabilization problem via the controllability function","authors":"A E Choque-Rivero","doi":"10.1093/imamci/dnab028","DOIUrl":"10.1093/imamci/dnab028","url":null,"abstract":"For the two-dimensional canonical system, an extended set of bounded finite-time stabilizing positional controls is proposed. For the construction of such controls, which depend on a certain parameter, the Korobov's controllability function method is used. Such an extension is based on the enlarging of the interval of the mentioned parameter, as well as the use of the non-uniqueness of the controllability function for some regions of the phase space \u0000<tex>${mathbb R}^2.$</tex>\u0000 Additionally, we characterize a region of initial conditions \u0000<tex>$x^0$</tex>\u0000 on \u0000<tex>${mathbb R}^2$</tex>\u0000 of the given system for which the time of motion from \u0000<tex>$x^0$</tex>\u0000 to the origin is less than the value of the controllability function.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"38 4","pages":"1174-1188"},"PeriodicalIF":1.5,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"61174724","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs SDE控制的随机线性二次控制问题离散化的误差分析
IF 1.5 4区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS Pub Date : 2021-08-01 DOI: 10.1093/imamci/dnab031
Yanqing Wang
In this work, a time-implicit discretization for stochastic linear quadratic problems subject to stochastic differential equations with control-dependence noises is proposed, and the convergence rate of this discretization is proved. Compared to the existing results, the control variables are stochastic processes and can be contained in systems’ diffusion term. Based on this discretization, a gradient descent algorithm and its convergence rate are presented. Finally, a numerical example is provided to support the theoretical finding.
本文对具有控制相关噪声的随机微分方程随机线性二次型问题提出了一种时间隐式离散化方法,并证明了该离散化方法的收敛速度。与现有结果相比,控制变量是随机过程,可以包含在系统的扩散项中。在此基础上,提出了一种梯度下降算法及其收敛速度。最后,给出了一个数值例子来支持理论发现。
{"title":"Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs","authors":"Yanqing Wang","doi":"10.1093/imamci/dnab031","DOIUrl":"10.1093/imamci/dnab031","url":null,"abstract":"In this work, a time-implicit discretization for stochastic linear quadratic problems subject to stochastic differential equations with control-dependence noises is proposed, and the convergence rate of this discretization is proved. Compared to the existing results, the control variables are stochastic processes and can be contained in systems’ diffusion term. Based on this discretization, a gradient descent algorithm and its convergence rate are presented. Finally, a numerical example is provided to support the theoretical finding.","PeriodicalId":56128,"journal":{"name":"IMA Journal of Mathematical Control and Information","volume":"38 4","pages":"1148-1173"},"PeriodicalIF":1.5,"publicationDate":"2021-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"61174866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
期刊
IMA Journal of Mathematical Control and Information
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1