摘要
研究了一类具有终端产出约束的动态投入产出问题的最优控制模型 ,分析了该模型最优控制的存在性和唯一性 .利用与其相应的无约束问题已有结论 ,把该模型最优控制的研究转化成一个较为简单的扰动模型最优控制的研究 ,利用罚函数法 ,推导出扰动模型的最优反馈控制 .最终得到了具有终端产出约束最优控制问题的最优反馈控制 .实例仿真计算验证了结果的有效性 .
The input output model is the important model of economic mathematics In this paper,we deal with an optimal control model on a class of dynamic input output problem with constrained terminal state,analyze the existence and uniqueness of the optimal control on this model Using the known conclusion of the corresponding unconstrained problem,the study of the optimal control on this model is changed into the study of the optimal control on a simple perturbed model On the perturbed model,the optimal feedback control is derived by the penalty function method At last,the optimal feedback control of this class of the optimal control problem with constrained terminal state is obtained The example of numerical simulation demonstrates the effciency of the result
出处
《天津大学学报(自然科学与工程技术版)》
EI
CAS
CSCD
北大核心
2002年第3期384-388,共5页
Journal of Tianjin University:Science and Technology
关键词
投入产出
最优控制
最优反馈控制
转移矩阵
input output
optimal control
optimal feedback control
transfer matrix