当前位置: 首页 / 科研学术 / 学术预告 / 正文

Optimal Control for Stochastic Systems with Multiple Controllers of Different Information Structures

作者:   时间:2022-07-30   点击数:

报告题目:Optimal Control for Stochastic Systems with Multiple Controllers of Different Information Structures

报告人:亓庆源, 青岛大学,副教授

报告时间:2022810 09:30-10:30

报告地点:腾讯会议

摘要:In this talk, it is devoted to investigate the optimal linear quadratic (LQ) control problem for stochastic systems with multiple controllers, where each controller has its own information structure, which differs from each other. More specifically, we consider the optimal control problem for systems with multiple controllers of different delayed state information. First, the necessary and sufficient solvability conditions are given in terms of forward and backward difference equations (FBSDEs). Further, an innovation method is proposed to decouple the FBSDEs, and the optimal control strategies are derived based on a given non-symmetric Riccati equation. The proposed methods and results can be seen as an important addition to the optimal control theory with asymmetric-information-structure controllers.

主讲人简介:亓庆源,青岛大学,副教授。2012年获得山东大学理学学士学位,2018年获得山东大学工学博士学位。20177月至201711月期间访问香港理工大学应用数学系,于2019年至2020年在新加坡南洋理工大学电气与电子工程学院从事博士后研究。先后入选青年卓越优秀人才、青岛大学特聘教授。研究方向包括随机控制、最优估计等。截至目前,以第一作者或通讯作者发表高水平SCI论文十余篇,其中包括IEEE TAC发表论文5篇,长文3篇。此外,主持的项目有:国家自然科学青年基金、中国博士后基金特别资助、山东省自然科学博士基金等。社会兼职包括:美国《数学评论》(Mathematical Reviews)评论员,中国自动化学会会员。

邀请人:聂天洋

联系人:聂天洋,联系方式:nietianyang@sdu.edu.cn



地址:中国山东省济南市山大南路27号   邮编:250100  

电话:0531-88364652  院长信箱:sxyuanzhang@sdu.edu.cn

Copyright@必威betway东盟体育

微信公众号