Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes
文献类型：期刊论文
| 作者 | Khac Duc Do |
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2020 |
| 卷号 | 7期号:2页码:405-419 |
| 关键词 | Evolution system inverse optimal control Lévy processes stability in probability well-posedness |
| ISSN号 | 2329-9266 |
| DOI | 10.1109/JAS.2020.1003036 |
| 英文摘要 | This paper first develops a Lyapunov-type theorem to study global well-posedness (existence and uniqueness of the strong variational solution) and asymptotic stability in probability of nonlinear stochastic evolution systems (SESs) driven by a special class of Lévy processes, which consist of Wiener and compensated Poisson processes. This theorem is then utilized to develop an approach to solve an inverse optimal stabilization problem for SESs driven by Lévy processes. The inverse optimal control design achieves global well-posedness and global asymptotic stability of the closed-loop system, and minimizes a meaningful cost functional that penalizes both states and control. The approach does not require to solve a Hamilton-Jacobi-Bellman equation (HJBE). An optimal stabilization of the evolution of the frequency of a certain genetic character from the population is included to illustrate the theoretical developments. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/42952]  |
| 专题 | 自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica |
| 推荐引用方式 GB/T 7714 | Khac Duc Do. Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes[J]. IEEE/CAA Journal of Automatica Sinica,2020,7(2):405-419. |
| APA | Khac Duc Do.(2020).Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes.IEEE/CAA Journal of Automatica Sinica,7(2),405-419. |
| MLA | Khac Duc Do."Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes".IEEE/CAA Journal of Automatica Sinica 7.2(2020):405-419. |
入库方式： OAI收割
来源：自动化研究所
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