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具有状态约束的动态经济系统最优控制
引用本文:杨帆,张庆灵,翟丁.具有状态约束的动态经济系统最优控制[J].东北大学学报(自然科学版),2004,25(5):475-477.
作者姓名:杨帆  张庆灵  翟丁
作者单位:东北大学,理学院,辽宁,沈阳,110004;东北大学,理学院,辽宁,沈阳,110004;东北大学,理学院,辽宁,沈阳,110004
基金项目:辽宁省高等学校中青年学科带头人基金,辽宁省科技厅资助项目
摘    要:利用动态投入产出模型和控制理论方法相结合,对经济系统进行分析和宏观调控·具有状态积分不等式约束的确定性线性经济系统最优控制模型,是基于动态投入产出理论建立的·利用无约束条件的极大值原理,分析了最优技术与经济控制策略的存在性和惟一性,使得产品的实际产出尽量接近理想产出,同时使能源、资金等消耗最小,并给出了最优反馈控制的形式·

关 键 词:动态投入产出  容许控制  最优反馈控制  转移矩阵  极大值原理  线性二次控制
文章编号:1005-3026(2004)05-0475-03
修稿时间:2003年9月4日

Optimal Control of Dynamic Economic Systems with State Constraint
YANG Fan,ZHANG Qing-ling,ZHAI Ding.Optimal Control of Dynamic Economic Systems with State Constraint[J].Journal of Northeastern University(Natural Science),2004,25(5):475-477.
Authors:YANG Fan  ZHANG Qing-ling  ZHAI Ding
Institution:(1) Sch. of Sci., Northeastern Univ., Shenyang 110004, China
Abstract:Combining the known input-output model with the methods based on control theory, an economic system is analyzed for the macro regulation and control of it. An optimal control model is developed for the definite linear economic systems with an inequality constraint on state integrals, based on the dynamic input-output theory. According to the principle of maximum without constraint, the study on the optimal control of this model is changed into that of a simple perturbation model to which an optimal feedback control is derived. Therefore, on suitable assumptions, the existence and uniqueness of both optimal technology and economic control strategy are obtained then discussed. It is revealed that they enable the real output to be ideal with the energy consumption and cost minimized. Finally, the optimal feedback control is given.
Keywords:dynamic input-output  admissible control  optimal feedback control  transfer matrix  maximum principle  linear quadratic control
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