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Stochastic Optimal Control of Nonlinear Jump Systems Using Neural Networks

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Advances in Neural Networks - ISNN 2006 (ISNN 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3972))

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Abstract

For a class of nonlinear stochastic Markovian jump systems, a novel feedback control law design is presented, which includes three steps. Firstly, the multi-layer neural networks are used to approximate the nonlinearities in the different jump modes. Secondly, the overall system is represented by the mode-dependent linear difference inclusion, which is suitable for control synthesis based on Lyapunov stability. Finally, by introducing stochastic quadratic performance cost, the existence of feedback control law is transformed into the solvability of a set of linear matrix inequalities. And the optimal upper bound of stochastic cost can be efficiently searched by means of convex optimization with global convergence assured.

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Authors and Affiliations

  1. Institute of Automation, Southern Yangtze University, Wuxi, 214122, P.R. China

    Fei Liu & Xiao-Li Luan

Authors
  1. Fei Liu
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  2. Xiao-Li Luan
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Editor information

Editors and Affiliations

  1. Department of Mechanical and Automation Engineering, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong, China

    Jun Wang

  2. Computational Intelligence Laboratory, School of Computer Science and Engineering, University of Electronic Science and Technology of China, 610054, Chengdu, P.R. China

    Zhang Yi

  3. Department of Electrical Engineering, University of Louisville, 40292, Louisville, KY, U.S.A

    Jacek M. Zurada

  4. Laboratory for Computational Biology, Shanghai Center for Systems Biomedicine, 800 Dong Chuan Rd., 200240, Shanghai, China

    Bao-Liang Lu

  5. School of Electrical and Electronic Engineering, University of Manchester, UK

    Hujun Yin

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© 2006 Springer-Verlag Berlin Heidelberg

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Liu, F., Luan, XL. (2006). Stochastic Optimal Control of Nonlinear Jump Systems Using Neural Networks. In: Wang, J., Yi, Z., Zurada, J.M., Lu, BL., Yin, H. (eds) Advances in Neural Networks - ISNN 2006. ISNN 2006. Lecture Notes in Computer Science, vol 3972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11760023_144

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  • DOI: https://doi.org/10.1007/11760023_144

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34437-7

  • Online ISBN: 978-3-540-34438-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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