First generation seismic-AMD benchmark: robust structural protection by the cost cumulant control paradigm

摘要

The topic of risk sensitive (RS) control is receiving substantial and continued research from the theoretical community oriented toward stochastic control theory. If one regards the RS optimization criterion as a denumerable linear combination of cumulants, then it is seen as a very interesting case of control design based upon linear combinations of cumulants. The present paper reports the application of cost-cumulant control, based upon the first three cumulants, to control the benchmark structural control problem studied by numerous authors using a variety of control algorithms. The cost-cumulant control performs quite respectably. Moreover, the present results involving the first three cost cumulants appear to be the first of their type to appear in the literature.