The piecewise parametric optimal control of uncertain linear quadratic models

被引：4
|
作者：
Li, Bo [1 ]
Zhu, Yuanguo [2 ]
机构：
[1] Nanjing Univ Finance & Econ, Sch Appl Math, Nanjing 210023, Jiangsu, Peoples R China
[2] Nanjing Univ Sci & Technol, Sch Sci, Nanjing, Jiangsu, Peoples R China
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2019年 / 50卷 / 05期
基金：
中国国家自然科学基金;
关键词：
Optimal control; uncertain linear quadratic model; parametric optimisation; piecewise control parameter; OPTIMISTIC VALUE MODEL; INVENTORY CONTROL; PROMOTION; EQUATIONS; SYSTEMS;
D O I：
10.1080/00207721.2019.1586003
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The optimal control of linear quadratic model is given in a feedback form and determined by the solution of a Riccati equation. However, the control-related Riccati equation usually cannot be solved analytically such that the form of optimal control will become more complex. In this paper, we consider a piecewise parametric optimal control problem of uncertain linear quadratic model for simplifying the form of optimal control. By introducing a piecewise control parameter, a piecewise parametric optimal control model is established. Then we present a parametric optimisation method for solving the optimal piecewise control parameter. Finally, an uncertain inventory-promotion optimal control problem is discussed and a comparison is made to show the effectiveness of proposed piecewise parametric optimal control model.
引用
收藏
页码：961 / 969
页数：9
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