| 无穷时间多维不确定线性二次最优控制 |
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| 作者单位： | ;1.信阳师范学院数学与信息科学学院;2.河南财经政法大学数学与信息科学学院 |
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| 摘 要： | 研究了一类无穷时间区间多维不确定系统的线性二次最优控制模型,推导出求解该模型的最优性方程,并证明了该模型最优控制存在的充分和必要条件.
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| 关 键 词： | 无穷时间 线性二次最优控制 典范过程 最优性方程 |
Infinite Horizon Linear Quadratic Optimal Control for Multidimensional Uncertain Systems |
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| Institution: | ,College of Mathematics and Information Science, Xinyang Normal University,College of Mathematics and Information Science, Henan University of Economics and Law |
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| Abstract: | An infinite horizon linear quadratic optimal control model for multidimensional uncertain systems wasstudied. The equation of optimality was deduced to solve the model, the necessary and sufficient condition for the exist-ence of the optimal control of the model was also proved. |
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| Keywords: | infinite horizon linear quadratic optimal control canonical process equation of optimality |
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