A stochastic minimax optimal control strategy for uncertain quasi-Hamiltonian systems is proposed based on the stochastic averaging method, stochastic maximum principle and stochastic differential game theory. First, the partially completed averaged Itô stochastic differential equations are derived from a given system by using the stochastic averaging method for quasi-Hamiltonian systems with u...

We consider an infinite-horizon linear-quadratic minimax optimal control problem for stochastic uncertain systems with output measurement. A new description of stochastic uncertainty is introduced using a relative entropy constraint. For the stochastic uncertain system under consideration, a connection between the worst-case control design problem and a specially parametrized risk-sensitive sto...

this paper presents a cooperative control which is applied to the secondary control of a microgrid controlled via a multi-agent scheme. balancing power that leads to voltage and frequency stability in a microgrid is essential. the voltage and frequency regulations are limiting within the specified limits and conveying them to their nominal values. limiting and conveying the voltage and frequenc...

in this paper, we intend to solve special kind of ordinary differential equations which is called heun equations, by converting to a corresponding stochastic differential equation(s.d.e.). so, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this s.d.e. is solved by numerically methods. mo...

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we propose an actor-critic reinforcement learning algorithm that provably converges to equilibrium in this class of problems. The method employed is to analyse th...

Abstract: The paper deals with the approximate controllability of a semi-linear stochastic system with multiple delays in control in infinite dimensional spaces. Sufficient conditions for the approximate controllability of the semi-linear control system have been established. The results are obtained using the Banach fixedpoint theorem. An example is introduced to show the effectiveness of the ...

This paper studies a maintenance policy for a system composed of two components, which are subject to continuous deterioration and consequently stochastic failure. The failure of each component results in the failure of the system. The components are inspected periodically and their deterioration degrees are monitored. The components can be maintained using different maintenance actions (repair...

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...