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一类连续最优控制问题的有限维近似
引用本文:林卫东,徐成贤.一类连续最优控制问题的有限维近似[J].高等学校计算数学学报,2000,22(1):90-96.
作者姓名:林卫东  徐成贤
作者单位:西安交通大学理学院,西安,710049
摘    要:1 引  言本文考虑具有状态终端约束、控制受限的非线性连续最优控制问题min h0(x(0))+∫T0f0(x(t),u(t))dt+g0(x(T))(1.1)s.t. x(t)=f(x(t),u(t)),  t∈0,T](1.2)D(x(0))=0,(1.3)E(x(T))=0,(1.4)S(u(t))≤0,  t∈0,T](1.5)其中,h0:Rn→R,f0:Rn×Rm→R,f:Rn×Rm→Rn,g0:Rn→R,D:Rn→Rp,E:Rn→Rq,S:Rm→Rr均为二次连续可微函数.T为终端时间(固定),p,q≤n,x(t)∈W1,∞0,T]n,u(t)∈L∞0,T]m分别为状态函数和控制函数.U(t)={u:S(u(t))≤0}为紧凸集.问题(1.1)—(1.5)要求寻找最佳控制u(t)使得目标函数(1.1)达到极小.…

关 键 词:连续最优控制  有限维近似  最优化

FINITE-DIMENSIONAL APPROXIMATION TO A CLASS OF CONTINUOUS OPTIMAL CONTROL PROBLEMS
Lin Weidong,Xu Chenxian.FINITE-DIMENSIONAL APPROXIMATION TO A CLASS OF CONTINUOUS OPTIMAL CONTROL PROBLEMS[J].Numerical Mathematics A Journal of Chinese Universities,2000,22(1):90-96.
Authors:Lin Weidong  Xu Chenxian
Abstract:A class of continuous optimal control problems with constraints on the control variables and on the terminal state are considered. Using discretizing idea from Lin 3], we construct a sequence of finite dimensional optimization problems whose extremes (in particular, optimal solutions) converge to the extremes for the original continuous problems.
Keywords:Optimal control problem  discretization  SQP algorithm convergence analysis  
本文献已被 CNKI 维普 万方数据 等数据库收录!
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