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11月14日 王光臣:Robust optimal control of Bi-objective LQ system with noisy observation
2024-11-14 13:30:00
活动主题:Robust optimal control of Bi-objective LQ system with noisy observation
主讲人:王光臣
开始时间:2024-11-14 13:30:00
举行地点:普陀校区理科大楼A1714
主办单位:统计学院
报告人简介

王光臣,山东大学控制科学与工程学院教授、博士生导师、常务副院长,教育部新世纪优秀人才。从事基于不完备信息的随机系统优化控制理论研究,取得了以倒向分离原理为特色的创新成果,在Springer出版社出版专著1部。在控制理论国际期刊IEEE TAC、Automatica和SIAM J.Control Optim.发表学术论文多篇。曾获陈翰馥奖1项,省部级科技奖3项。


内容简介

This talk is concerned with a kind of partially observable LQ control problem, where the coefficients of cost functional are uncertain representing different market conditions. By virtue of backward separation technique, stochastic maximum principle, as well as filtering method, a feedback form of candidate optimal control is designed. Moreover, through some delicate analysis, the existence of maximal reference probability is certified. Finally, a numerical simulation is presented to authenticate the theoretical results.