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| Approximate solutions to infinite dimensional LQ problems over infinite time horizon | |
| 引用本文： | PAN Liping,ZHANG Xu & CHEN Qihong School of Mathematical Sciences,Fudan University,Shanghai 200433,China, School of Mathematics,Sichuan University,Chengdu 610064,China, Department of Applied Mathematics,Shanghai University of Finance & Economics,Shanghai 200433,China. Approximate solutions to infinite dimensional LQ problems over infinite time horizon[J]. 中国科学A辑(英文版), 2006, 49(7): 865-876. DOI: 10.1007/s11425-006-0865-3 |
| 作者姓名： | PAN Liping ZHANG Xu & CHEN Qihong School of Mathematical Sciences Fudan University Shanghai 200433 China School of Mathematics Sichuan University Chengdu 610064 China Department of Applied Mathematics Shanghai University of Finance & Economics Shanghai 200433 China |
| 作者单位： | PAN Liping，ZHANG Xu & CHEN Qihong School of Mathematical Sciences，Fudan University，Shanghai 200433，China; School of Mathematics，Sichuan University，Chengdu 610064，China; Department of Applied Mathematics，Shanghai University of Finance & Economics，Shanghai 200433，China |
| 基金项目： | 国家高技术研究发展计划(863计划);教育部新世纪高校优秀人才计划;高等学校全国优秀博士学位论文作者专项基金 |
| 摘 要： | This paper is addressed to develop an approximate method to solve a class of infinite dimensional LQ optimal regulator problems over infinite time horizon. Our algorithm is based on a construction of approximate solutions which solve some finite dimensional LQ optimal regulator problems over finite time horizon, and it is shown that these approximate solutions converge strongly to the desired solution in the double limit sense. |
| 收稿时间： | 2004-11-20 |
| 修稿时间： | 2006-02-13 |
Approximate solutions to infinite dimensional LQ problems over infinite time horizon |
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| PAN Liping,ZHANG Xu,CHEN Qihong. Approximate solutions to infinite dimensional LQ problems over infinite time horizon[J]. Science in China(Mathematics), 2006, 49(7): 865-876. DOI: 10.1007/s11425-006-0865-3 | |
| Authors: | PAN Liping ZHANG Xu CHEN Qihong |
| Affiliation: | 1. School of Mathematical Sciences, Fudan University, Shanghai 200433, China 2. School of Mathematics, Sichuan University, Chengdu 610064, China 3. Department of Applied Mathematics, Shanghai University of Finance & Economics, Shanghai 200433,China |
| Abstract: | This paper is addressed to develop an approximate method to solve a class of infinite dimensional LQ optimal regulator problems over infinite time horizon. Our algorithm is based on a construction of approximate solutions which solve some finite dimensional LQ optimal regulator problems over finite time horizon, and it is shown that these approximate solutions converge strongly to the desired solution in the double limit sense. |
| Keywords: | approximate solution LQ problem infinite dimensional infinite time horizon |
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