講座主題：Pareto-Based Guaranteed Cost Control of the Uncertain Mean-Field Stochastic Systems
專家姓名：張維海
工作單位：山東科技大學
講座時間：2018年5月14日14:20
講座地點：數學院大會議室
主辦單位：煙臺大學數學與信息科學學院
內容摘要：
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.
主講人介紹：
張維海，山東科技大學二級教授、博士生導師，山東省“泰山學者”特聘教授、山東省突出貢獻的中青年專家、青島市拔尖人才。以第一完成人獲得教育部和山東省自然科學二等獎各1項、山東省高等學校優秀科研成果一等獎2項。作為博士生指導教師獲得山東省優秀研究生科技創新成果一等獎1項，山東省優秀博士學位論文2篇。 主要研究興趣為隨機控制、魯棒控制、濾波和估計理論。主持和完成國家自然科學基金面上項目4項，重點項目1項，發表SCI期刊收錄論文80余篇， SCI 引用1800余次。 目前是中國自動化學會控制理論專業委員會委員，IEEE 高級會員，Asian Journal of Control 副編輯。
