Stochastic averaging and stochastic extremum seeking

DOI10.1007/978-1-4471-4087-0zbMath1253.93003OpenAlexW604319556MaRDI QIDQ430522

Shu-Jun Liu, Krstić, Miroslav

Publication date: 21 June 2012

Published in: Communications and Control Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4471-4087-0

zbMATH Keywords

stochastic averagingNash equilibrium seekingstochastic extremum seekingstochastic gradient seekingstochastic source seeking

Mathematics Subject Classification ID

Noncooperative games (91A10) Perturbations in control/observation systems (93C73) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Control of mechanical systems (70Q05) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Averaging method for ordinary differential equations (34C29) Averaging of perturbations for nonlinear problems in mechanics (70K65)

Related Items (29)

Extremum seeking-based optimal EGR set-point design for combustion engines in lean-burn mode ⋮ Deterministic and stochastic Newton-based extremum seeking for higher derivatives of unknown maps with delays ⋮ Observer-based perturbation extremum seeking control with input constraints for direct-contact membrane distillation process ⋮ Multivariable extremum seeking with distinct delays using a one-stage sequential predictor ⋮ Uniform weak attractivity and criteria for practical global asymptotic stability ⋮ Global Dynamical Solvers for Nonlinear Programming Problems ⋮ Extremum seeking control based on phasor estimation ⋮ Extremum seeking of dynamical systems via gradient descent and stochastic approximation methods ⋮ Feedback stabilization methods for the solution of nonlinear programming problems ⋮ Attitude optimization by extremum seeking for rigid bodies actuated by internal rotors only ⋮ 100 years of extremum seeking: a survey ⋮ Nonsmooth optimization by Lie bracket approximations into random directions ⋮ Inverse optimal extremum seeking under delays ⋮ Averaging and mixing for stochastic perturbations of linear conservative systems ⋮ Resident-invader dynamics of similar strategies in fluctuating environments ⋮ An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\) ⋮ Extremum Seeking Control for a Class of Nonholonomic Systems ⋮ Extremum seeking by a dynamic plant using mixed integral sliding mode controller with synchronous detection gradient estimation ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ An optimal Gauss-Markov approximation for a process with stochastic drift and applications ⋮ Predictor Feedback for Extremum Seeking with Delays ⋮ Extremum seeking control with an adaptive dither signal ⋮ Robust integral sliding mode controller for optimisation of measurable cost functions with constraints ⋮ Hybrid online learning control in networked multiagent systems: A survey ⋮ Extremum seeking via a time-delay approach to averaging ⋮ Robustness and averaging properties of a large-amplitude, high-frequency extremum seeking control scheme ⋮ Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation ⋮ \( L_2\)-gain analysis via time-delay approach to periodic averaging with stochastic extension ⋮ Slow-fast systems with fractional environment and dynamics

This page was built for publication: Stochastic averaging and stochastic extremum seeking