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1.
一类脉冲控制最佳费用的解析表达式   总被引:5,自引:0,他引:5  
§1.导言 脉冲控制是一种重要类型的随机控制,其实用价值及理论意义都很大,故已有很多文章对其各种模型从不同角度进行各种研究,比如[1]—[3]等.但在过去的这些研究中,或是只给了最佳控制存在的充分条件,或是证明了最佳控制的存在性,但最佳费用函数却  相似文献   

2.
一类与半鞅有关的推广型脉冲控制(II)   总被引:1,自引:0,他引:1  
本文在(Ⅰ)中建立了一类推广型的脉冲控制模型,证明了相应的变分方程解的存在性.本篇首先对(Ⅰ)中的结论进行了强化,进而证明了新模型最佳控制的存在性.分析表明,新模型的最佳控制呈四种形态,这与以前类似模型最佳控制只呈一种形态已有较大差异.本篇的分析方法基本上是新的.  相似文献   

3.
局部区域的最佳脉冲随机控制   总被引:18,自引:0,他引:18  
刘坤会 《数学学报》1992,35(3):289-295
本文分析了一类脉冲随机控制模型,用新方法给出了初始状态在某一区域时最佳费用函数的解析表达式,从而构造出一个最佳控制.研究结果表明,该控制结构简单因而便于实际应用.  相似文献   

4.
本文研究了一类脉冲控制模型的最小费用问题,在一定条件下,给出了相应的最佳费用函数具体解析式.  相似文献   

5.
一类半鞅状态的平稳型脉冲随机控制   总被引:3,自引:2,他引:1  
本文提出了一类新的随机控制模型,这类模型不但在费用结构上推广了此前的平稳型脉冲随机控制,而且首次将一类半鞅引入脉冲控制模型的状态结构从而推广了相应的状态过程.通过对一类相当复杂的变分方程问题的研究并利用其有关结论,我们证明了新模型最佳控制的存在性并刻划出其结构.  相似文献   

6.
本文讨论一类系统的最佳转换与脉冲控制问题。我们证明了问题的值函数是相应的Hamilton-Jacobi-Bellman方程组唯一的粘性解。利用值函数,我们还构造出一个最优控制。  相似文献   

7.
周荧  罗子健  韦维 《经济数学》2018,(4):102-105
针对快速路交通微分系统,结合该交通系统具有明显的重复性和周期性等特点,设计了一种脉冲迭代学习策略,并建立了迭代学习误差的收敛性条件.其次,利用λ范数和脉冲Gronwall不等式等方法证明了算法的收敛性.结合脉冲控制与学习控制的特点,该方法的优点在于容易实现和经济环保,且能有效地达到控制目的.最后,通过数值仿真实证进一步说明所设计控制方法的有效性.  相似文献   

8.
考察了较为一般形式的泛函微分系统x(t)=f(t,x(t),x(t—r))的脉冲控制问题.通过使用比较定理得到了系统在解存在唯一及f(t,x,y)连续的前提下,即可脉冲控制有界,吸引的结论;在弱利普希茨条件下,得到可脉冲控制稳定,渐近稳定及指数稳定的结论,并得到了脉冲控制的具体算法.  相似文献   

9.
具有有限燃料的奇异型最佳随机控制问题之推广   总被引:1,自引:0,他引:1  
本文推广了有限燃料情况下的奇异型随控制模型,对推广后的模型求出了最佳费用函数的结构表达式及最佳控制的存在条件,且当最佳控制存在时具体地构造出了该最佳控制。  相似文献   

10.
主要研究奇异脉冲系统的奇异H∞控制问题.当系统不满足正则条件时,给出奇异脉冲系统的奇异H∞控制问题可解的充分条件,控制律使得闭环系统在保证内稳定的条件下达到干扰衰减.  相似文献   

11.
首次在比例再保险模型中引入脉冲控制过程,为获得最优回报函数,不但给出了该函数所应满足的充分性定理,而且得出了该函数的具体解析式及相应的最优脉冲与正则控制策略.  相似文献   

12.
13.
Rim Amami 《Optimization》2013,62(11):1525-1552
We establish existence results for adapted solutions of infinite horizon backward stochastic differential equations with two reflected barriers. We also apply these results to get the existence of an optimal impulse control strategy for the infinite horizon impulse control problem. The properties of the Snell envelope reduce our problem to the existence of a pair of continuous processes.  相似文献   

14.
Deterministic impulse control in native forest ecosystems management   总被引:1,自引:0,他引:1  
This paper illustrates an application of impulse control systems analysis to the management of renewable resources. We obtain an explicit definition for the impulse optimal strategy in the case of a nonlinear natural system which models certain types of forests. The result is in agreement with an econo-ecological conservative action on the forest. The examples developed in this paper associate new theories on impulse or jump control with natural forest management. In addition, we compare our results with the classical ones. We also show that a nonoptimal managing action on the forest is frequently the cause for significant medium-term losses.This work was supported by CONICET, Consejo Nacional de Investigaciones Científicas y Técnicas, and by the Universidad Nacional del Litoral, Argentina.  相似文献   

15.
We present a receding horizon algorithm that converges to the exact solution in polynomial time for a class of optimal impulse control problems with uniformly distributed impulse instants and governed by so-called reverse dwell time conditions. The cost has two separate terms, one depending on time and the second monotonically decreasing on the state norm. The obtained results have both theoretical and practical relevance. From a theoretical perspective we prove certain geometrical properties of the discrete set of feasible solutions. From a practical standpoint, such properties reduce the computational burden and speed up the search for the optimum thus making the algorithm suitable for the on-line implementation in real-time problems. Our approach consists in approximating the optimal impulse control problem via a binary linear programming problem with a totally unimodular constraint matrix. Hence, solving the binary linear programming problem is equivalent to solving its linear relaxation. Then, given the feasible solution from the linear relaxation, we find the optimal solution via receding horizon and local search. Numerical illustrations of a queueing system are performed.  相似文献   

16.
首先讨论了一类线性随机脉冲控制系统的精确能控性质,给出了该类控制系统的脉冲精确能控的等价的代数判据.然后提出了一个确定性的二维线性脉冲控制系统的时间-脉冲强度最优控制问题;利用动态规划原理,给出了脉冲最优控制的反馈形式和值函数的显式表达式;说明了值函数在整个平面上是连续的,在左右两个半平面的内部还是连续可微的.  相似文献   

17.
In this paper we consider the problem of impulse and continuous control on the jump rate and post jump location parameters of piecewise-deterministic Markov processes (PDP's). In a companion paper we studied the optimal stopping with continuous control problem of PDP's assuming only absolutely continuity along trajectories hypothesis on the final cost function. In this paper we apply these results to obtain optimality equations for the impulse and continuous control problem of PDP's in terms of a set of quasi-variational inequalities as well as on the first jump time operator of the process. No continuity or differential assumptions on the whole state space, neither stability assumptions on the parameters of the problem are required. It is shown that if the post intervention operator satisfies some locally lipschitz continuity along trajectories properties then so will the value function of the impulse and continuous control problem.  相似文献   

18.
We consider a class of stochastic impulse control problems where the controlled process evolves according to a linear, regular, and time homogeneous diffusion. We state a set of easily verifiable sufficient conditions under which the problem is explicitly solvable. We also state an algebraic equation from which the optimal impulse boundary can be determined and, given this threshold, we present the value of the optimal policy in terms of the minimal increasing r-excessive mapping for the controlled diffusion. We also consider the comparative static properties of the optimal policy and state a set of typically satisfied conditions under which increased volatility unambiguously increases the value of the optimal policy and expands the continuation region where exercising the irreversible policy is suboptimal. We also illustrate our results explicitly in two models based on geometric Brownian motion.  相似文献   

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