Decentralized risk-sensitive design for large-scale stochastic interconnected systems with time-varying delays

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• 作者：Shuangshuang Xiong^a ; ^b ; Quanxin Zhu^a ; ^c ; ^{zqx22@126.com" class="auth_mail" title="E-mail the corresponding author}
• 刊名：Journal of The Franklin Institute
• 出版年：2016
• 出版时间：May 2016
• 年：2016
• 卷：353
• 期：7
• 页码：1527-1552
• 全文大小：1095 K

文摘

In this paper, the problem of risk-sensitivity for a class of large-scale interconnected stochastic nonlinear systems with unbounded time-varying delays is investigated. The design procedure is dedicated to designing a decentralized controller by using only local measurements in each subsystems, and the designed controller can guarantee any desired achievable level of long-term average cost for a given risk-sensitivity parameter μ. Under some suitable conditions, we prove the globally asymptotic stability in probability by applying the design procedure. Finally, two examples are presented to illustrate our results.