机会约束下部分观测线性随机系统的最优协方差控制

IF 2.5 3区计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS

Systems & Control Letters Pub Date : 2025-09-29 DOI:10.1016/j.sysconle.2025.106249

Dipankar Maity , Panagiotis Tsiotras

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引用次数: 0

摘要

研究一类部分观测离散线性随机系统的最优控制问题，该系统的状态和控制轨迹都有机会约束，同时控制系统的一阶矩和二阶矩。利用机会约束的分布无关的近似，我们证明了仿射控制器类包含最优控制器。此外，在保证近似问题的任何可行解对原问题也是可行的情况下，进行了这种与分布无关的近似。最后，我们设计了一个凸优化问题来离线求解对于逼近问题的最优控制器。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimal covariance control for partially observed linear stochastic systems under chance constraints

We consider the optimal control problem of a partially observed discrete-time linear stochastic system with chance constraints on the state and control trajectories, while simultaneously controlling the first and second order moments of the state. Using a distribution-independent approximation of the chance constraints, we show that the class of affine controllers contains the optimal controller. Furthermore, this distribution-independent approximation is carried out while ensuring that any feasible solution for the approximated problem is also feasible for the original problem. Finally, we design a convex optimization problem to solve offline for the optimal controller for the approximated problem.

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来源期刊

Systems & Control Letters 工程技术-运筹学与管理科学

CiteScore

4.60

自引率

3.80%

发文量

144

审稿时长

6 months

期刊介绍： Founded in 1981 by two of the pre-eminent control theorists, Roger Brockett and Jan Willems, Systems & Control Letters is one of the leading journals in the field of control theory. The aim of the journal is to allow dissemination of relatively concise but highly original contributions whose high initial quality enables a relatively rapid review process. All aspects of the fields of systems and control are covered, especially mathematically-oriented and theoretical papers that have a clear relevance to engineering, physical and biological sciences, and even economics. Application-oriented papers with sophisticated and rigorous mathematical elements are also welcome.