受扰动双线性离散系统的多目标最优控制

Multi-objective Optimal Control for Discrete Bilinear System with Disturbances

研究了双线性离散系统的多目标最优控制问题,给出了一种基于受扰动系统的两级最优控制算法。两级算法的下级用动态规划求解具有双线性二次型结构的辅助Lagrangian问题,上级通过迭代调整辅助Lagrangian问题中的参数向量,不断重复这个过程,直至从非劣解集中挑出最优解。最后,仿真实例证明了该算法的有效性。

The multi-objective control problems for discrete bilinear system are studied and a two-level optimal control algorithm based on disturbances system is proposed. In the lower order algorithm , the auxiliary Lagrangian problem of bilinear-two quadratic form structure is solved by dynamic programming. The weighting vector in the auxiliary Lagrangian problem is adjusted by the upper level iterative. The process is repeated con- tinuously until the optimal solution is selected from the set of non-inferior solutions. The simulation results show the effectiveness of the method.