Journal of Chongqing University of Technology(Natural Science) ›› 2024, Vol. 38 ›› Issue (2): 343-352.

• Mathematics·Statistics • Previous Articles     Next Articles

Receding horizon control for discrete-timemean-field stochastic system s

  

  • Online:2024-03-22 Published:2024-03-22

Abstract: This paper investigates the stabilization of receding horizon control(RHC)for a class of discrete-timemean field stochastic time-varying systems.First,a new cost function with the type of conditional expectation is designed.Second,through the stochastic maximum principle,the explicit solution of the RHC is obtained.Based on monotonically non-increasing of the optimal cost,the stabilization conditions of the mean-field stochastic system RHC are derived.That is,when the two coupled Lyapunov-type inequalities are satisfied,the system controlled by RHC is stabilizable.Finally,a numerical example is given to illustrate that under RHC controller,the state trajectory satisfies the condition of asymptotic mean square stabilization.In other words,mean-field stochastic system is asymptotically mean-square stabilized,illustrating the conclusion’s effectiveness.

CLC Number: 

  • TP391.9