In this paper, the linear-quadratic optimal control problem is considered for discretetime stochastic systems with indefinite weight matrices in the cost function and mean-field terms in both the cost function and system dynamics. A set of generalized difference Riccati equations (GDREs) is introduced in terms of algebraic equality constraints and matrix pseudo-inverse. It is shown that the sol...

this study proposes a combination of a fuzzy sliding mode controller (fsmc) with integral-proportion-derivative switching surface based superconducting magnetic energy storage (smes) and pid tuned by a multi-objective optimization algorithm to solve the load frequency control in power systems. the goal of design is to improve the dynamic response of power systems after load demand changes. in t...

This paper studies a two-legged kneed walking robot with point feet. At any given moment, only one foot is in contact with the ground, and the switching is instantaneous. The robot can be considered as a simpli ed model of human walking. The periodic torque histories applied to each link are a priori prescribed for a motion and are not changed by any feedback interference. Nevertheless the robo...

This dissertation deals with the problem of characterizing the controllers which are potentially optimal in the robustness optimization for (weighted) normalized coprime factor/gap metric uncertainty, which is the basis for the H1 Loop Shaping Design Method. This dissertation considers single-input-single-output systems. Given a plant P and a stabilizing controller C, we ask if C can be obtaine...

For an optimal control problem of Itô’s type stochastic differential equation, the process could be taken in open-loop or closed-loop forms. In standard literature, provided appropriate regularity, value functions under these two types controls are equal and unique (viscosity) solution to corresponding (path-dependent) HJB equation. this short note, we provide a counterexample path dependent se...

in this paper, simultaneous control of source terms is considered in a vibrational string problem.in the considered problem, the terms to be controlled are the force and the initial velocity functions. we statethe generalized (weak) solution about the considered problem. the existence and uniqueness of the solutionfor optimal control problem is investigated. the frechet derivative of the functi...

This paper concerns the filtering problem for a class of stochastic nonlinear systems where the drift term may depend either on some external function (open-loop system) or on the system output (closed-loop system), through a controller. Such systems are denoted feedback systems. The following result is proven: for feedback systems, the optimal filter in the open-loop case remains optimal when ...