| 具有约束的动态投入产出最优控制模型 |
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| 引用本文： | 亢京力,毛云英,杨正方. 具有约束的动态投入产出最优控制模型[J]. 天津大学学报(自然科学与工程技术版), 2002, 35(3): 384-388 |
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| 作者姓名： | 亢京力 毛云英 杨正方 |
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| 作者单位： | [1]天津大学理学院，天津300072 [2]南开大学天津大学刘微应用数学中心，天津300072 |
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| 摘 要： | 研究了一类具有终端产出约束的动态投入产出问题的紧优控制模型，分析了该模型最优控制的存在性和唯一性。利用与其相应的无约束问题已有结论。把该模型最优控制的研究转化成一个较为简单的扰动模型最优控制的研究，利用罚函数法，推导出扰动模型的最优反馈控制。最终得到了具有终端产出约束最优控制问题的最优反馈控制。实例仿真计算验证了结果的有效性。
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| 关 键 词： | 投入产出 最优控制 最优反馈控制 转移矩阵 |
| 文章编号： | 0493-2137(2002)03-0384-05 |
| 修稿时间： | 2001-09-18 |
An Optimal Control Model on Dynamic Input-OutputWith Constraints |
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| KANG Jing li ,MAO Yun ying ,,YANG Zheng fang. An Optimal Control Model on Dynamic Input-OutputWith Constraints[J]. Journal of Tianjin University(Science and Technology), 2002, 35(3): 384-388 |
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| Authors: | KANG Jing li MAO Yun ying YANG Zheng fang |
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| Affiliation: | KANG Jing li 1,MAO Yun ying 1,2,YANG Zheng fang 1 |
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| Abstract: | The input output model is the important model of economic mathematics In this paper,we deal with an optimal control model on a class of dynamic input output problem with constrained terminal state,analyze the existence and uniqueness of the optimal control on this model Using the known conclusion of the corresponding unconstrained problem,the study of the optimal control on this model is changed into the study of the optimal control on a simple perturbed model On the perturbed model,the optimal feedback control is derived by the penalty function method At last,the optimal feedback control of this class of the optimal control problem with constrained terminal state is obtained The example of numerical simulation demonstrates the effciency of the result |
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| Keywords: | input output optimal control optimal feedback control transfer matrix |
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