| 随机经济系统的最优估计与控制 |
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| 引用本文： | 匡永祝.随机经济系统的最优估计与控制[J].武汉大学学报(工学版),1988(6). |
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| 作者姓名： | 匡永祝 |
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| 作者单位： | 武汉水利电力学院管理工程系 |
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| 摘 要： | 本文是在研究“随机经济系统最优预测”、“动态投入产出与经济系统最优控制”等问题基础上,进一步研究随机经济系统的最优估计与最优控制问题,利用Kalmao现代滤波理论导出了随机线性经济系统状态的最优估计,利用Bellman动态规划原理导出了线性二次经济系统的最优控制规律。由估计定理及最优控制律给出了随机线性经济系统最优估计与最优控制的一套算法。最后给出一个随机经济计划的例子。
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| 关 键 词： | 经济 随机系统 随机控制 最优化 |
Optimal Estimation and Control of Stochastic Economic Systems |
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| Kuany Yongzhu.Optimal Estimation and Control of Stochastic Economic Systems[J].Engineering Journal of Wuhan University,1988(6). |
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| Authors: | Kuany Yongzhu |
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| Affiliation: | Kuany Yongzhu |
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| Abstract: | In this paper, the suthor made a further study on the problems of optimal estimation and control for stochastic economic systems. The kalman filtering theory was used to derive the optimal state estimation of stochastic linear economic systems and the Bellman dynamic program to derive the optimal control law for linear quadric econmic systems. A set of algorithms of estimation and control were given out, and finally, an example of the simple stochastic production planning was provided. |
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| Keywords: | economics stochastic system stochastic control optimization |
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