| Markov控制过程基于性能势的平均代价最优策略 |
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| 引用本文： | 周亚平,奚宏生,殷保群,孙德敏.Markov控制过程基于性能势的平均代价最优策略[J].自动化学报,2002,28(6):904-910. |
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| 作者姓名： | 周亚平 奚宏生 殷保群 孙德敏 |
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| 作者单位： | 1.中国科技大学管理科学系,合肥; |
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| 基金项目： | 国家自然科学基金 ( 6 9974 0 37)，国家高性能计算基金 ( 0 0 2 12 )资助 |
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| 摘 要： | 研究了一类离散时间Markov控制过程平均代价性能最优控制决策问题.应用
Markov性能势的基本性质,在很一般性的假设条件下,直接导出了无限时间平均代价模型在紧
致行动集上的最优性方程及其解的存在性定理.提出了求解最优平稳控制策略的迭代算法,并
讨论了这种算法的收敛性问题.最后通过分析一个实例来说明这种算法的应用.
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| 关 键 词： | Markov控制过程 性能势 平均代价模型 最优平稳策略 |
| 收稿时间： | 2000-12-7 |
| 修稿时间： | 2000年12月7日 |
OPTIMALITY STRATEGY OF AVERAGE COST BASED PERFORMANCE POTENTIALS FOR MARKOV CONTROL PROCESS |
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| ZHOU Ya-Ping,XI Hong-Sheng,YIN Bao-Qun,SUN De-Min.OPTIMALITY STRATEGY OF AVERAGE COST BASED PERFORMANCE POTENTIALS FOR MARKOV CONTROL PROCESS[J].Acta Automatica Sinica,2002,28(6):904-910. |
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| Authors: | ZHOU Ya-Ping XI Hong-Sheng YIN Bao-Qun SUN De-Min |
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| Affiliation: | 1.Department of Management Science,University of Science and Technology of China,Hefei;Department of Automation,University of Science and Technology of China,Hefei |
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| Abstract: | This paper deals with the average cost optimization problem for a class of discrete time Markov control processes. Under quite general assumptions, the optimality equation is directly established and the existence theorem of optimal solution is proved for infinite time average cost model in a compact action set by using basic properties of the Markov performance potentials. The iterate algorithm for solving optimal stationary control strategy is suggested and the convergence problem of this algorithm is discussed. Finally, a numerical example is analyzed to illustrate the application of the proposed algorithm. |
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| Keywords: | Markov control process performance potentials average cost model optimal stationary strategy |
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