TY - GEN
T1 - Decentralized Optimal Control for Linear Stochastic Systems with Control Signals subject to Unknown Noises
AU - Zhang, Zhaorong
AU - Xu, Juanjuan
AU - Fu, Minyue
AU - Li, Xun
N1 - Publisher Copyright:
© 2024 IEEE.
PY - 2024
Y1 - 2024
N2 - Decentralized strategies have been extensively applied to LQ optimal control problems, whereas, stochastic systems with unknown random parameters have not been comprehensively studied. In this paper, we consider a class of stochastic systems with a decentralized configuration consisting of multiple controllers which have access to Gaussian noises with unknown statistical information. The stabilizing and optimal control strategies are acquired by designing a novel stochastic approximation algorithm recursively evaluating the zero points of certain matrix equations, which is confirmed to be equivalent with solving the corresponding Riccati equations. The proof of convergence and boundness of the proposed algorithm is presented.
AB - Decentralized strategies have been extensively applied to LQ optimal control problems, whereas, stochastic systems with unknown random parameters have not been comprehensively studied. In this paper, we consider a class of stochastic systems with a decentralized configuration consisting of multiple controllers which have access to Gaussian noises with unknown statistical information. The stabilizing and optimal control strategies are acquired by designing a novel stochastic approximation algorithm recursively evaluating the zero points of certain matrix equations, which is confirmed to be equivalent with solving the corresponding Riccati equations. The proof of convergence and boundness of the proposed algorithm is presented.
UR - https://www.scopus.com/pages/publications/85200333193
U2 - 10.1109/ICCA62789.2024.10591873
DO - 10.1109/ICCA62789.2024.10591873
M3 - Conference article published in proceeding or book
AN - SCOPUS:85200333193
T3 - IEEE International Conference on Control and Automation, ICCA
SP - 186
EP - 191
BT - 2024 IEEE 18th International Conference on Control and Automation, ICCA 2024
PB - IEEE Computer Society
T2 - 18th IEEE International Conference on Control and Automation, ICCA 2024
Y2 - 18 June 2024 through 21 June 2024
ER -