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Singular optimal control for stochastic linear quadratic singular system using ant colony programming
Abstract:In this article, singular optimal control for stochastic linear singular system with quadratic performance is obtained using ant colony programming (ACP). To obtain the optimal control, the solution of matrix Riccati differential equation is computed by solving differential algebraic equation using a novel and nontraditional ACP approach. The obtained solution in this method is equivalent or very close to the exact solution of the problem. Accuracy of the solution computed by the ACP approach to the problem is qualitatively better. The solution of this novel method is compared with the traditional Runge Kutta method. An illustrative numerical example is presented for the proposed method.
Keywords:ant colony programming  differential algebraic equation  matrix Riccati differential equation  Runge Kutta method  singular optimal control  stochastic linear singular system
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