| 具有约束的离散时间线性二次型最优控制 |
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| 引用本文： | 周宁. 具有约束的离散时间线性二次型最优控制[J]. 北方工业大学学报, 1991, 0(3) |
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| 作者姓名： | 周宁 |
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| 作者单位： | 数量经济研究所 |
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| 摘 要： | 本文给出离散时间线性二次型最优控制系统具有控制约束问题的新方法。该方法以动态规划基本方程为基础,将非线性规划的技巧与微分动态规划方法相结合,把约束问题化为无约束问题,通过递推方程求得最优控制序列。本文给出了算法的收敛性证明以及计算实例。
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| 关 键 词： | 微分动态规划 非线性规划 最优控制 |
DISCRETE LINEAR QUADRATIC OPTIMAL CONTROL SYSTEM WITH CONTROL CONSTRAINTS |
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| Zhou Ming. DISCRETE LINEAR QUADRATIC OPTIMAL CONTROL SYSTEM WITH CONTROL CONSTRAINTS[J]. Journal of North China University of Technology, 1991, 0(3) |
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| Authors: | Zhou Ming |
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| Affiliation: | Institute of Quantitative Econmics |
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| Abstract: | A new method for solving discrete linear quadratic optimal control system with bounds constraints on control is proposed. The approach is based upon the basic dynamic programming equation. The con-straints problem is converted to unconstraints problem by the combina tion of nonlinear programming strategy and differential dynamic programming, and the optimal control sequences are obtained by means of recurrence equations. The convergence property of algorithm is established and the numerical example is also presented in the paper. |
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| Keywords: | differential dynamic programming nonlinear programming optimal control |
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