Distributed Adaptive Optimization Algorithm for High-Order Nonlinear Multi-Agent Stochastic Systems with Lévy Noise

An adaptive neural network output-feedback control strategy is proposed in this paper for the distributed optimization problem (DOP) of high-order nonlinear stochastic multi-agent systems (MASs) driven by Lévy noise. On the basis of the penalty-function method, the consensus constraint is removed and the global objective function (GOF) is reconstructed. The stability of the system is analyzed by combining the generalized Itô's formula with the Lyapunov function method. Moreover, the command filtering mechanism is introduced to solve the "complexity explosion" problem in the process of designing virtual controller, and the filter errors are compensated by introducing compensating signals. The proposed algorithm has been proved that the outputs of all agents converge to the optimal solution of the DOP with bounded errors. The simulation results demonstrate the effectiveness of the proposed approach.