Optimal nonlinear feedback control of quasi-Hamiltonian systems

被引：0
|
作者：
朱位秋
应祖光
机构：
来源：
Science China Mathematics | 1999年 / 11期
基金：
中国国家自然科学基金;
关键词：
nonlinear system; stochastic control; stochastic averaging method; stochastic dynamic programming; controlled diffusion process;
D O I：
暂无
中图分类号：
O232 [最优控制];
学科分类号：
070105 ; 0711 ; 071101 ; 0811 ; 081101 ;
摘要：
An innovative strategy for optimal nonlinear feedback control of linear or nonlinear stochastic dynamic systems is proposed based on the stochastic averaging method for quasi-Hamiltonian systems and stochastic dynamic programming principle. Feedback control forces of a system are divided into conservative parts and dissipative parts. The conservative parts are so selected that the energy distribution in the controlled system is as requested as possible. Then the response of the system with known conservative control forces is reduced to a controlled diffusion process by using the stochastic averaging method. The dissipative parts of control forces are obtained from solving the stochastic dynamic programming equation.
引用
收藏
页码：1213 / 1219
页数：7
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