摘要
本文提出了随机经济系统模式,研究了随机经济系统状态的最优估计与控制问题。利用Kalman现代滤波理论导出了随机线性经济系统状态的最优估计,由Bellman动态规划原理导出了线性二次经济系统的最优控制规律。由估计定理和最优控制规律给出了随机经济系统分析的一整套算法。
The economic system is not only dynamic but also stochastic. A stochastic economic system model is proposed and the problems concerning optimal estimation and control for stochastic economic systems are dealt with. Kal-man filtering is used to derive the optimal state estimation of stochastic linear economic systems and the Bellman dynamic program the optimal control rules for linear quadric economic systems. Algorithms for estimation and control as well as a simple stochastic production planning example are given.
出处
《华中理工大学学报》
CSCD
北大核心
1990年第1期167-172,共6页
Journal of Huazhong University of Science and Technology
关键词
经济预测
随机系统
经济控制论
Economic prediction
Economic decision
Economic control theory
Stochastic system
Optimal control
