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The paper deals with a general formulation of the optimal active change detection and control problem for stochastic systems, which includes several design problems as special cases. The special case treated in this paper can be characterized as a decision making problem where decisions are transformed into inputs of a system and the aim is to control the system. The utilization of the general formulation...
In order to evaluate the robustness performance of process control system with uncertainties, four quantified stochastic robustness indices are introduced upon some typical stochastic variable ranking criteria. Based on them, four kinds of stochastic robust controller optimization problems are presented to meet the system requirements. To solve the multi-objective stochastic programming problems,...
A more general class of stochastic nonlinear systems with Markovian switching are considered in this paper. As preliminaries, the stability criteria and the existence theorem of strong solution are firstly presented by using the inequality of mathematic expectation of Lyapunov function and its infinitesimal generator. The state-feedback controller is designed by regarding Markovian switching as constant...
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