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DOI:
上海电力大学学报:2002,18(3):63-66
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一类有约束LQ最优控制问题的求解
(1.上海电力学院信息与计算科学系, 上海 200090;2.同济大学应用数学系, 上海 200092)
Solution to Constraint LQ Optimal Control Problems
(1.Department of Information and Computing Science, Shanghai University of Electric Power, Shanghai 200090, China;2.Department of Applied Mathematics, Tongji University, Shanghai 2000092, China)
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投稿时间:2002-05-14    
中文摘要: 通过构造最优控制序列的方法,给出了一类有约束LQ最优控制问题的的优化求解方法,并证明了近似解的收敛性
Abstract:In this paper a sequence of optimizations is constructed to solve linear quadratic optimal problems under constraint. Not only the method of computation is established, but also convergence of the sequence of optimization value is studied.
文章编号:20020312     中图分类号:    文献标志码:
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引用文本:
李康弟,蔡建平.一类有约束LQ最优控制问题的求解[J].上海电力大学学报,2002,18(3):63-66.
LI Kangdi,CAI Jianping.Solution to Constraint LQ Optimal Control Problems[J].Journal of Shanghai University of Electric Power,2002,18(3):63-66.