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Zhang Weihai

Publications and source records attributed to Zhang Weihai.

2 recordsLinked to original sources
arXiv2018

Stability analysis of random nonlinear systems with time-varying delay and its application

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and uniqueness of the global solution to random nonlinear time-delay systems. Secondly, some definitions and criteria on noise-to-state stability in the moment sense and in probability sense are given by Lyapunov method respectively. Finally, two regulation controllers are constructed respectively for two corresponding random nonlinear time-delay systems and the effectiveness of two proposed recursive procedures are demonstrated by two simulation examples.

math.OC↗
arXiv2016

Discrete-time Mean-field Stochastic $H_2/H_\infty$ Control

The finite horizon $H_2/H_\infty$ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, we derive a mean-field stochastic bounded real lemma (SBRL). Secondly, a sufficient condition for the solvability of discrete-time mean-field stochastic linear-quadratic (LQ) optimal control is presented. Thirdly, based on SBRL and LQ results, this paper establishes a sufficient condition for the existence of discrete-time stochastic $H_2/H_\infty$ control of mean-field type via the solvability of coupled matrix-valued equations.

math.OC↗