【摘要】 非线性随机系统的最优控制,采用基于性能势的随机优化数值算法。在合适的性能指标并能找到一个使系统性能有界的控制的前提下,通过策略迭代可以求出逐步改善系统性能的控制序列,同时得到状态序列在相应反馈控制作用下构成遍历的马尔可夫链。该算法先根据相关参数得出系统的基于性势能的最优方程,由随机系统的一条样本路径估计得到性势能,最后得出的控制就是系统的最优控制。更多还原

【Abstract】 The optimal control of nonlinear random system adopted random optimal numerical algorithm based on performance potential.With a suitable performance function and an initial control that made the closed system bounded,a serial of controls that made the performances better could be obtained by policy iteration,and ergodic Markov chains were constructed by the state serial with the corresponding feedback control.An optimal equation was established based on performance potential which could be estimated by using a sample path of the given system.At last,the optimal control was obtained.更多还原