最优控制问题中Riccati方程解的一致收敛性

The Uniform Convergence of the Solutions of Riccati Equations in Optimal Control Problems

讨论了在Hilbert空间中无限时区线性时变系统状态方程组中最优控制问题的背景下,Riccati微分方程组解的一致收敛性.给出了Riccati微分方程解一致收敛的一些充分条件.Riccati微分方程解的一致收敛性,对于随机演化系统自适应控制问题的应用具有重要意义.

This paper discusses the uniform convergence of the solution of Riccati differential equations under the background of the optimal control problem in the state equations of linear time-varying systems in infinite time zone in Hilbert space,and gives some sufficient conditions for the uniform convergence,which is of great significance for the application of adaptive control problems of stochastic evolution systems.