Research article Special Issues

Uncertain random problem for multistage switched systems

  • Received: 21 March 2023 Revised: 18 June 2023 Accepted: 25 June 2023 Published: 18 July 2023
  • MSC : 93C55, 49L20

  • Optimal control problems for switched systems how best to switch between different subsystems. In this paper, two kinds of linear quadratic optimal control problems for multistage switched systems composing of both randomness and uncertainty are studied. Chance theory brings us a useful tool to deal with this indeterminacy. Based on chance theory and Bellman's principle, the analytical expressions are derived for calculating both the optimal control input and the optimal switching control law. Optimal control is implemented by genetic algorithm instead of enumerating all the elements of a series of sets whose size grows exponentially. Finally, the results of numerical examples are provided to illustrate the effectiveness of the proposed method.

    Citation: Guangyang Liu, Yang Chang, Hongyan Yan. Uncertain random problem for multistage switched systems[J]. AIMS Mathematics, 2023, 8(10): 22789-22807. doi: 10.3934/math.20231161

    Related Papers:

  • Optimal control problems for switched systems how best to switch between different subsystems. In this paper, two kinds of linear quadratic optimal control problems for multistage switched systems composing of both randomness and uncertainty are studied. Chance theory brings us a useful tool to deal with this indeterminacy. Based on chance theory and Bellman's principle, the analytical expressions are derived for calculating both the optimal control input and the optimal switching control law. Optimal control is implemented by genetic algorithm instead of enumerating all the elements of a series of sets whose size grows exponentially. Finally, the results of numerical examples are provided to illustrate the effectiveness of the proposed method.



    加载中


    [1] X. Xu, P. J. Antsaklis, Optimal control of switched systems based on parameterization of the switching instants, IEEE Trans. Automat. Control, 49 (2004), 2–16. https://doi.org/10.1109/TAC.2003.821417 doi: 10.1109/TAC.2003.821417
    [2] F. Zhu, P. J. Antsaklis, Optimal control of hybrid switched systems: a brief survey, Discrete Event Dyn. Syst., 25 (2015), 345–364. https://doi.org/10.1007/s10626-014-0187-5 doi: 10.1007/s10626-014-0187-5
    [3] S. C. Bengea, R. A. Decarlo, Optimal control of switching systems, Automatica, 41 (2005), 11–27. https://doi.org/10.1016/j.automatica.2004.08.003 doi: 10.1016/j.automatica.2004.08.003
    [4] M. Kamgarpour, C. Tomlin, On optimal control of non-autonomous switched systems with a fixed mode sequence, Automatica, 48 (2012), 1177–1181. https://doi.org/10.1016/j.automatica.2012.03.019 doi: 10.1016/j.automatica.2012.03.019
    [5] R. Li, K. L. Teo, K. H. Wong, G. R. Duan, Control parameterization enhancing transform for optimal control of switched systems, Math. Comput. Model., 43 (2006), 1393–1403. https://doi.org/10.1016/j.mcm.2005.08.012 doi: 10.1016/j.mcm.2005.08.012
    [6] X. Wu, K. Zhang, M. Cheng, Computational method for optimal control of switched systems with input and state constraints, Nonlinear Anal.: Hybrid Syst., 26 (2017), 1–18. https://doi.org/10.1016/j.nahs.2017.04.001 doi: 10.1016/j.nahs.2017.04.001
    [7] Y. Yang, F. Chen, J. Lang, X. Chen, J. Wang, Sliding mode control of persistent dwell-time switched systems with random data dropouts, Appl. Math. Comput., 400 (2021), 126087. https://doi.org/10.1016/j.amc.2021.126087 doi: 10.1016/j.amc.2021.126087
    [8] Q. Abushov, C. Aghayeva, Stochastic maximum principle for nonlinear optimal control problem of switching systems, J. Comput. Appl. Math., 259 (2014), 371–376. https://doi.org/10.1016/j.cam.2013.06.010 doi: 10.1016/j.cam.2013.06.010
    [9] X. D. Koutsoukos, Optimal control of stochastic hybrid systems based on locally consistent markov decision processes, Proceedings of the 2005 IEEE International Symposium on, Mediterrean Conference on Control and Automation Intelligent Control, 2005,435–440. https://doi.org/10.1109/.2005.1467054
    [10] W. Zhang, J. Hu, J. Lian, Quadratic optimal control of switched linear stochastic systems, Syst. Control Lett., 59 (2010), 736–744. https://doi.org/10.1016/j.sysconle.2010.08.010 doi: 10.1016/j.sysconle.2010.08.010
    [11] X. Liu, K. Zhang, S. Li, S. Fei, H. Wei, Optimal control of switching times in switched stochastic systems, Asian J. Control, 17 (2015), 1580–1589. https://doi.org/10.1002/asjc.961 doi: 10.1002/asjc.961
    [12] X. Liu, S. Li, K. Zhang, Optimal control of switching time in switched stochastic systems with multi-switching times and different costs, Int. J. Control, 90 (2017), 1604–1611. https://doi.org/10.1080/00207179.2016.1214879 doi: 10.1080/00207179.2016.1214879
    [13] Y. Zhu, Uncertain optimal control with application to a portfolio selection model, Cybern. Syst.: Int. J., 41 (2010), 535–547. https://doi.org/10.1080/01969722.2010.511552 doi: 10.1080/01969722.2010.511552
    [14] H. Yan, Y. Zhu, Bang-bang control model for uncertain switched systems, Appl. Math. Model., 39 (2015), 2994–3002. https://doi.org/10.1016/j.apm.2014.10.042 doi: 10.1016/j.apm.2014.10.042
    [15] T. Jia, X. Chen, L. He, F. Zhao, J. Qiu, Finite-time synchronization of uncertain fractional-order delayed memristive neural networks via adaptive sliding mode control and its application, Fractal Fract., 6 (2022), 502. https://doi.org/10.3390/fractalfract6090502 doi: 10.3390/fractalfract6090502
    [16] Suriguga, Y. Kao, C. Shao, X. Chen, Stability of high-order delayed Markovian jumping reaction-diffusion HNNs with uncertain transition rates, Appl. Math. Comput., 389 (2021), 125559. https://doi.org/10.1016/j.amc.2020.125559 doi: 10.1016/j.amc.2020.125559
    [17] Y. Liu, Uncertain random variables: a mixture of uncertainty and randomness, Soft Comput., 17 (2013), 625–634. https://doi.org/10.1007/s00500-012-0935-0 doi: 10.1007/s00500-012-0935-0
    [18] Y. Liu, Uncertain random programming with applications, Fuzzy Optim. Decis. Making, 12 (2013), 153–169. https://doi.org/10.1007/s10700-012-9149-2 doi: 10.1007/s10700-012-9149-2
    [19] Y. Yu, X. Liu, Y. Zhang, Z. Jia, On the complete convergence for uncertain random variables, Soft Comput., 26 (2022), 1025–1031. https://doi.org/10.1007/s00500-021-06504-8 doi: 10.1007/s00500-021-06504-8
    [20] B. Li, X. Li, K. L. Teo, P. Zheng, A new uncertain random portfolio optimization model for complex systems with downside risks and diversification, Chaos, Solitons Fract., 160 (2022), 112213. https://doi.org/10.1016/j.chaos.2022.112213 doi: 10.1016/j.chaos.2022.112213
    [21] R. Gao, K. Yao, Importance index of components in uncertain random systems, Knowl.-Based Syst., 109 (2016), 208–217. https://doi.org/10.1016/j.knosys.2016.07.006 doi: 10.1016/j.knosys.2016.07.006
    [22] X. Chen, Y. Zhu, B. Li, Optimal control for uncertain random continuous-time systems, Optimization, 72 (2023), 1385–1428. https://doi.org/10.1080/02331934.2021.2017429 doi: 10.1080/02331934.2021.2017429
    [23] H. Ke, T. Su, Y. Ni, Uncertain random multilevel programming with application to production control problem, Soft Comput., 19 (2015), 1739–1746. https://doi.org/10.1007/s00500-014-1361-2 doi: 10.1007/s00500-014-1361-2
    [24] H. Dalman, Uncertain random programming models for fixed charge multi-item solid transportation problem, New Trends Math. Sci., 6 (2018), 37–51. https://doi.org/10.20852/ntmsci.2018.244 doi: 10.20852/ntmsci.2018.244
    [25] M. K. Mehlawat, P. Gupta, A. Z. Khan, Portfolio optimization using higher moments in an uncertain random environment, Inf. Sci., 567 (2021), 348–374. https://doi.org/10.1016/j.ins.2021.03.019 doi: 10.1016/j.ins.2021.03.019
    [26] J. Zhai, M. Bai, J. Hao, Uncertain random mean-variance-skewness models for the portfolio optimization problem, Optimization, 71 (2022), 3941–3964. https://doi.org/10.1080/02331934.2021.1928122 doi: 10.1080/02331934.2021.1928122
    [27] X. Chen, Y. Zhu, Optimal control for multistage uncertain random dynamic systems with multiple time delays, ISA Trans., 129 (2022), 171–191. https://doi.org/10.1016/j.isatra.2022.02.016 doi: 10.1016/j.isatra.2022.02.016
    [28] H. Yan, Y. Sun, L. Lin, Y. Zhu, A linear control problem of uncertain discrete-time switched systems, J. Ind. Manag. Optim., 13 (2017), 267–282. https://doi.org/10.3934/jimo.2016016 doi: 10.3934/jimo.2016016
    [29] W. Zhang, J. Hu, A. Abatet, On the value functions of the discrete-time switched LQR problem, IEEE Trans. Automat. Control, 54 (2009), 2669–2674. https://doi.org/10.1109/TAC.2009.2031574 doi: 10.1109/TAC.2009.2031574
    [30] X. Chen, Y. Zhu, B. Li, H. Yan, A linear quadratic model based on multistage uncertain random systems, Eur. J. Control, 47 (2019), 37–43. https://doi.org/10.1016/j.ejcon.2018.09.009 doi: 10.1016/j.ejcon.2018.09.009
    [31] Y. Zhu, Functions of uncertain variables and uncertain programming, J. Uncertain Syst., 6 (2012), 278–288.
    [32] S. Mirjalili, Genetic algorithm, In: Evolutionary algorithms and neural networks: theory and applications, 780 (2019), 43–55. https://doi.org/10.1007/978-3-319-93025-1
  • Reader Comments
  • © 2023 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(1010) PDF downloads(59) Cited by(0)

Article outline

Figures and Tables

Figures(8)  /  Tables(4)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog