| 线性–非二次最优控制问题的一种解法 |
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| 引用本文： | 潘立平,周 渊.线性–非二次最优控制问题的一种解法[J].控制理论与应用,2009,26(2):215-224. |
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| 作者姓名： | 潘立平 周 渊 |
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| 作者单位： | 复旦大学,数学科学学院,上海,200433 |
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| 基金项目： | 国家自然科学基金资助项目(10571030); 上海市科技委资助项目(04dz14003). |
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| 摘 要： | 讨论了求解状态终端无约束线性–非二次最优控制问题的拟Riccati方程方法, 并据此提出了计算无约束线性–非二次问题之数值解的方法; 然后将这个方法与一种能近似地化有约束问题为无约束问题的惩罚方法结合起来, 给出了一种算法, 可以计算状态终端有约束的线性–非二次最优控制问题之近似解.
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| 关 键 词： | 最优控制 线性-非二次 特征线 计算方法 |
| 收稿时间： | 3/7/2006 12:00:00 AM |
| 修稿时间： | 2007/1/18 0:00:00 |
A method for solving the linear-nonquadratic optimal control problem |
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| PAN Li-ping and ZHOU Yuan.A method for solving the linear-nonquadratic optimal control problem[J].Control Theory & Applications,2009,26(2):215-224. |
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| Authors: | PAN Li-ping and ZHOU Yuan |
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| Affiliation: | College of Mathematical Science, Fudan University, Shanghai 200433, China;College of Mathematical Science, Fudan University, Shanghai 200433, China |
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| Abstract: | The quasi-Riccati equation method is discussed for solving the linear-nonquadratic optimal control problems without terminal state-constrains; and accordingly propose an efficient method for obtaining numerical solutions to the linear-nonquadratic problems without constraints. By combining this method with the penalty method which approximately converts a problem with constraints to one without constraints, we develop an algorithm for approximately computing the solutions to linear-nonquadratic optimal control problems with terminal state-constrains. |
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| Keywords: | optimal control linear-nonquadratic characteristic lines computational method |
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