| 终时不确定的随机最优控制 |
| |
| 引用本文： | 朱昌杰.终时不确定的随机最优控制[J].淮北煤炭师范学院学报(自然科学版),2005,26(2):6-10. |
| |
| 作者姓名： | 朱昌杰 |
| |
| 作者单位： | 淮北煤炭师范学院数学系,安徽,淮北,235000 |
| |
| 摘 要： | 文章研究了终时不确定的随机最优控制问题．通过变换．将终时不确定的随机最优控制问题转化为终时确定的随机最优控制问题；然后，利用终时确定的随机最优控制理论来求解。
|
| 关 键 词： | 随机最优控制 不确定 最优控制问题 最优控制理论 问题转化 求解 |
| 文章编号： | 1672-7177(2005)02-0006-05 |
Stochastic Optimal Control with Uncertain Terminating Time |
| |
| ZHU Chang-jie.Stochastic Optimal Control with Uncertain Terminating Time[J].Journal of Huaibei Coal Industry Teachers College(Natural Science edition),2005,26(2):6-10. |
| |
| Authors: | ZHU Chang-jie |
| |
| Abstract: | In this paper, the problem of stochastic optimal control with uncertain terminating time is discussed. By use of transform, the problem of stochastic optimal control with uncertain terminating time is transformed into that with determinate terminating time; then the problem is solved using the theory of stochastic optimal control with determinate terminating time. |
| |
| Keywords: | stochastic system stochastic optimal control stochastic maximum principle |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
