摘要
讨论了求解状态终端无约束线性-非二次最优控制问题的拟Riccati方程方法,并据此提出了计算无约束线性-非二次问题之数值解的方法;然后将这个方法与一种能近似地化有约束问题为无约束问题的惩罚方法结合起来,给出了一种算法,可以计算状态终端有约束的线性-非二次最优控制问题之近似解.
The quasi-Riccati equation method is discussed for solving the linear-nonquadratic optimal control problems without terminal state-constrains; and accordingly propose an efficient method for obtaining numerical solutions to the linear-nonquadratic problems without constraints. By combining this method with the penalty method which approximately converts a problem with constraints to one without constraints, we develop an algorithm for approximately computing the solutions to linear-nonquadratic optimal control problems with terminal state-constrains.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
2009年第2期215-224,共10页
Control Theory & Applications
基金
国家自然科学基金资助项目(10571030)
上海市科技委资助项目(04dz14003).
关键词
最优控制
线性-非二次
特征线
计算方法
optimal control
linear-nonquadratic
characteristic lines
computational method
