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.[点击复制]
PAN Li-ping,ZHOU Yuan.A method for solving the linear-nonquadratic optimal control problem[J].Control Theory and Technology,2009,26(2):215~224.[点击复制]
线性–非二次最优控制问题的一种解法
A method for solving the linear-nonquadratic optimal control problem
摘要点击 1532  全文点击 1012  投稿时间:2006-03-07  修订日期:2007-01-18
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DOI编号  
  2009,26(2):215-224
中文关键词  最优控制  线性–非二次  特征线  计算方法
英文关键词  optimal control  linear-nonquadratic  characteristic lines  computational method
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).
作者单位E-mail
潘立平 复旦大学 数学科学学院, 上海 200433 lppan@fudan.edu.cn 
周 渊 复旦大学 数学科学学院, 上海 200433 mayzhou@fudan.edu.cn 
中文摘要
      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.
英文摘要
      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.