H

This paper studies the infinite horizon H∞ control problem for a general class of nonlinear stochastic systems with time-delay and multiplicative noise. The exponential/asymptotic mean square H∞ control design of delayed nonlinear stochastic systems is presented by solving Hamilton-Jacobi inequalities. Two numerical examples are provided to show the effectiveness of the proposed design method

Almost sure state estimation with H2-type performance constraints for nonlinear hybrid stochastic systems

This paper is concerned with the problem of almost sure state estimation for general nonlinear hybrid stochastic systems whose coefficients only satisfy local Lipschitz conditions. By utilizing the stopping time method combined with martingale inequalities, a theoretical framework is established for analyzing the so-called almost surely asymptotic stability of the addressed system. Within such a theoretical framework, some sufficient conditions are derived under which the estimation dynamics is almost sure asymptotically stable and the upper bound of estimation error is also determined. Furthermore, a suboptimal state estimator is obtained by solving an optimization problem in the H2 sense. According to the obtained results, for a class of special nonlinear hybrid stochastic systems, the corresponding conditions reduce to a set of matrix inequalities for the purpose of easy implementation. Finally, two numerical simulation examples are used to demonstrate the effectiveness of the results derived.This work was supported in part by the National Natural Science Foundation of China under Grants 61134009 and 61329301, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

How Does Driver Non-compliance Destroy Traffic Routing Control?

Routing control is one of important traffic management strategies against urban congestion. However, it could be compromised by heterogeneous driver non-compliance with routing instructions. In this article we model the compliance in a stochastic manner and investigate its impacts on routing control. We consider traffic routing for two parallel links. Particularly, we consider two scenarios: one ignores congestion spillback while the other one considers it. We formulate the problem as a non-linear Markov chain, given random compliance rates. Then we propose the stability and instability conditions to reveal when the routing is able or unable to stabilize the traffic. We show that for links without congestion spillback there exists a sufficient and necessary stability criterion. For links admiting congestion propagation, we present one stability condition and one instability condition. This stability conditions allow us to quantify the impacts of driver non-compliance on the two-link network in terms of throughput. Finally, we illustrate the results with a set of numerical examples

Discrete-time controlled markov processes with average cost criterion: a survey

This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation