| 广义L.Q.最优控制模型的状态迭代法与并行计算 |
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| 引用本文： | 何志明 张迪生. 广义L.Q.最优控制模型的状态迭代法与并行计算[J]. 北京理工大学学报, 1993, 13(3): 393-399 |
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| 作者姓名： | 何志明 张迪生 |
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| 作者单位： | 北京理工大学自动控制系，北京理工大学自动控制系 北京 100081，北京 100081 |
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| 摘 要： | 提出了用状态迭代法与并行计算求一类广义L. Q.最优控制模型的最优解.这一计算方法既可以有效地克服多维状态动态决策问题中的维数困难,又可以大大提高计算机的计算速度.针对所讨论的模型研究了算法的性质,得到了相应的理论结果.本文还改正了文献[1]中的一个关键性错误,并推广了其所得的结果。
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| 关 键 词： | 最优控制 并行计算 状态迭代法 |
Method of State Iteration and Parallel Computation in the Solution of Generalized Linear Quadric Optimal Control Models |
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| He Zhiming Zhang Disheng. Method of State Iteration and Parallel Computation in the Solution of Generalized Linear Quadric Optimal Control Models[J]. Journal of Beijing Institute of Technology(Natural Science Edition), 1993, 13(3): 393-399 |
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| Authors: | He Zhiming Zhang Disheng |
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| Abstract: | The method of state iteration and parallel computation for a class of the generalized linear quadric optimal, control models is presented. The method devised is effective in overcoming the dimensionality difficulties in multi-state dynamic decision problems and can greatly accelerate the speed of computation with parallel computers.For the stated model, this paper gives the relevant theoretical results. The paper corrects a key error in the results given by some authors (Ref. 1) and extends their results. |
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| Keywords: | optimal control dynamic programming parallel computation |
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