摘要
提出了用状态迭代法与并行计算求一类广义L. Q.最优控制模型的最优解.这一计算方法既可以有效地克服多维状态动态决策问题中的维数困难,又可以大大提高计算机的计算速度.针对所讨论的模型研究了算法的性质,得到了相应的理论结果.本文还改正了文献[1]中的一个关键性错误,并推广了其所得的结果。
The method of state iteration and parallel computation for a class of the generalized linear quadric optimal, control models is presented. The method devised is effective in overcoming the dimensionality difficulties in multi-state dynamic decision problems and can greatly accelerate the speed of computation with parallel computers.For the stated model, this paper gives the relevant theoretical results. The paper corrects a key error in the results given by some authors (Ref. 1) and extends their results.
出处
《北京理工大学学报》
EI
CAS
CSCD
1993年第3期393-399,共7页
Transactions of Beijing Institute of Technology
关键词
最优控制
并行计算
状态迭代法
optimal control
dynamic programming
parallel computation
