信阳师范学院学报（自然科学版）2016，Vol.29Issue(3)：336-339,4.DOI:10.3969/j.issn.1003-0972.2016.03.007
无穷时间多维不确定线性二次最优控制
Infinite Horizon Linear Quadratic Optimal Control for Multidimensional Uncertain Systems
摘要
Abstract
An infinite horizon linear quadratic optimal control model for multidimensional uncertain systems was studied. The equation of optimality was deduced to solve the model, the necessary and sufficient condition for the exist⁃ence of the optimal control of the model was also proved.关键词
无穷时间/线性二次最优控制/典范过程/最优性方程Key words
infinite horizon/linear quadratic optimal control/canonical process/equation of optimality分类
数理科学引用本文复制引用
陈越奋,李志强..无穷时间多维不确定线性二次最优控制[J].信阳师范学院学报（自然科学版）,2016,29(3):336-339,4.基金项目
河南省科技攻关计划项目 （）
