Optimal control problem of the uncertain second-order circuit based on first hitting criteria

摘要

First hitting criteria of a system are to initially achieve some performance indeces of the target state set. This paper primarily investigates the optimal control problem of the uncertain second-order circuit based on first hitting criteria. First, considering time efficiency and different from the ordinary expected utility criterion over an infinite time horizon, two first hitting criteria which are reliability index and reliable time criteria are innovatively proposed. Second, assuming the circuit output voltage as an uncertain variable when the historical data is lacking, we better model the real circuit system with the uncertain second-order differential equation which is essentially the uncertain fractional-order differential equation. Then, based on the first hitting time theorem of the uncertain fractional-order differential equation, the distribution function of the first hitting time under the second-order circuit system is proposed and the uncertain second-order circuit optimal control model (reliability index and reliable time-based model) is transformed into corresponding crisp optimal problem. Lastly, analytic expressions of the optimal control for the reliability index model are obtained. Meanwhile, sufficient condition and guidance for parameters for the optimal solution of the reliable time-based model are derived, and corresponding numerical examples are also given to demonstrate the fluctuation of our optimal solution for different parameters.