Multistage Uncertain Random Bang-Bang Optimal Control

被引：0
|
作者：
Chen, Xin [1 ]
Yan, Hongyan [2 ]
Zhu, Yuanguo [1 ]
机构：
[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China
[2] Nanjing Foretry Univ, Sch Sci, Nanjing 210037, Jiangsu, Peoples R China
来源：
2018 37TH CHINESE CONTROL CONFERENCE (CCC) | 2018年
基金：
中国国家自然科学基金;
关键词：
optimal control; bang-bang control; uncertain random system;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, a linear optimal control model is studied for a multistage uncertain random system. First, recurrence equations are presented for this model based on Bellman's Principle. Second, analytical expressions are derived for both the bang-bang controls and the optimal objective values of the model. Finally, an application is given to illustrate our results.
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页码：2077 / 2082
页数：6
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