讲座主题：Pareto-Based Guaranteed Cost Control of the Uncertain Mean-Field Stochastic Systems

专家姓名：张维海

工作单位：山东科技大学

讲座时间：2018年5月14日14:20

讲座地点：数学院大会议室

主办单位：bob体育在线app数学与信息科学学院

内容摘要：

Pareto-based guaranteed cost control (GCC) problem of uncertain mean-field stochastic systems is investigated in infinite horizon. Firstly, the Pareto game of nominal mean-field stochastic systems is studied. Applying the convexity of the cost functionals, it is shown that all Pareto efficient solutions can be obtained by solving a weighted sum optimal control problem, based on which, Pareto-based GCC problem is solved by the GCC of the weighted sum objective functional. Secondly, applying the Karush–Kuhn–Tucker (KKT) conditions, the necessary conditions for the existence of the Pareto-based guaranteed cost controllers are derived. In particular, it turns out that all controllers are expressed as linear feedback forms involving the state and its mean based on the solutions of the cross-coupled generalized algebraic Riccati equations (CGAREs). Thirdly, this paper presents an LMI-based approach to reduce greatly the computational complexity in the controller design. Finally, two examples are given to show the effectiveness of the proposed results.

主讲人介绍：

张维海，山东科技大学二级教授、博士生导师，山东省“泰山学者”特聘教授、山东省突出贡献的中青年专家、青岛市拔尖人才。以第一完成人获得教育部和山东省自然科学二等奖各1项、山东省高等学校优秀科研成果一等奖2项。作为博士生指导教师获得山东省优秀研究生科技创新成果一等奖1项，山东省优秀博士学位论文2篇。 主要研究兴趣为随机控制、鲁棒控制、滤波和估计理论。主持和完成国家自然科学基金面上项目4项，重点项目1项，发表SCI期刊收录论文80余篇， SCI 引用1800余次。 目前是中国自动化学会控制理论专业委员会委员，IEEE 高级会员，Asian Journal of Control 副编辑。