Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes

doi:10.1109/JAS.2020.1003036

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	Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes
	Khac Duc Do
发表期刊	IEEE/CAA Journal of Automatica Sinica
ISSN	2329-9266
	2020
卷号	7 期号:2 页码:405-419
摘要	This paper first develops a Lyapunov-type theorem to study global well-posedness (existence and uniqueness of the strong variational solution) and asymptotic stability in probability of nonlinear stochastic evolution systems (SESs) driven by a special class of Lévy processes, which consist of Wiener and compensated Poisson processes. This theorem is then utilized to develop an approach to solve an inverse optimal stabilization problem for SESs driven by Lévy processes. The inverse optimal control design achieves global well-posedness and global asymptotic stability of the closed-loop system, and minimizes a meaningful cost functional that penalizes both states and control. The approach does not require to solve a Hamilton-Jacobi-Bellman equation (HJBE). An optimal stabilization of the evolution of the frequency of a certain genetic character from the population is included to illustrate the theoretical developments.
关键词	Evolution system inverse optimal control Lévy processes stability in probability well-posedness
DOI	10.1109/JAS.2020.1003036
引用统计	被引频次：7[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.ia.ac.cn/handle/173211/42952
专题	学术期刊_IEEE/CAA Journal of Automatica Sinica
推荐引用方式 GB/T 7714	Khac Duc Do. Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes[J]. IEEE/CAA Journal of Automatica Sinica,2020,7(2):405-419.
APA	Khac Duc Do.(2020).Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes.IEEE/CAA Journal of Automatica Sinica,7(2),405-419.
MLA	Khac Duc Do."Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes".IEEE/CAA Journal of Automatica Sinica 7.2(2020):405-419.

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