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| 随机分布参数系统的最优控制 | |
| 引用本文： | 王康宁. 随机分布参数系统的最优控制[J]. 电子科技大学学报(社会科学版), 1995, 0(6) |
| 作者姓名： | 王康宁 |
| 作者单位： | 成都电子科技大学应用数学系 |
| 摘 要： | 讨论了用柱布朗运动过程驱动，在Ｂａｎａｃｈ空间中取值，用随机发展方程描述的随机分布参数系统的最优控制问题。用文献［１］中的方法得到了状态过程的轨道变分的表达式和最优控制的必要条件与充分条件。 |
| 关 键 词： | 随机分布；参数；系统；最优控制；最大值原理；柱布朗运动 |
Optimal Control for the Stochastic Distributed Parameter Systems |
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| Wang Kangning. Optimal Control for the Stochastic Distributed Parameter Systems[J]. Journal of University of Electronic Science and Technology of China(Social Sciences Edition), 1995, 0(6) | |
| Authors: | Wang Kangning |
| Abstract: | In this paper,the optimal control problem for the stochastic distributed parameter systems is discussed which is discribed by stochastic evolution equations drived cylindrical Brownian mation and controlvariables only inclued in drift term.By using the approach in Reference[1] a variation expression for thetrajectory of the state equation is obtained. on the basis of the expression,the necessary condition and themaximum principle for an optimal control a re proved.The sufficient control for the optimal control isgiven,and the uniqueness of the optimal control is proved. |
| Keywords: | stochastic distributed parameter systems optimal control maximum principle cylindrical Brownian motion |
| 本文献已被 CNKI 等数据库收录！ | |