In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and suf...In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and sufficient condition for the existence of positive definite solutions of the Riccati- Ito equations is obtained and an iterative solution to the Riccati- Ito equations is also given in the paper thus a complete solution to the basic problem of optimal control of time-invariant linear Ito stochastic systems is then obtained. An example is given at the end of the paper to illustrate the application of the result of the paper.展开更多
By using the general solutions of a new coupled Riccati equations, a direct algebraic method is described to construct doubly periodic solutions (Jacobi elliptic function solution) for the coupled nonlinear Klein-Gord...By using the general solutions of a new coupled Riccati equations, a direct algebraic method is described to construct doubly periodic solutions (Jacobi elliptic function solution) for the coupled nonlinear Klein-Gordon equations.It is shown that more doubly periodic solutions and the corresponding solitary wave solutions and trigonometric function solutions can be obtained in a unified way by this method.展开更多
文摘In this paper, the matrix algebraic equations involved in the optimal control problem of time-invariant linear Ito stochastic systems, named Riccati- Ito equations in the paper, are investigated. The necessary and sufficient condition for the existence of positive definite solutions of the Riccati- Ito equations is obtained and an iterative solution to the Riccati- Ito equations is also given in the paper thus a complete solution to the basic problem of optimal control of time-invariant linear Ito stochastic systems is then obtained. An example is given at the end of the paper to illustrate the application of the result of the paper.
文摘By using the general solutions of a new coupled Riccati equations, a direct algebraic method is described to construct doubly periodic solutions (Jacobi elliptic function solution) for the coupled nonlinear Klein-Gordon equations.It is shown that more doubly periodic solutions and the corresponding solitary wave solutions and trigonometric function solutions can be obtained in a unified way by this method.
基金Supported in part by National Natural Science Foundation of China(11401424)Scientific and Technologial Innovation Programs of Higher Education Institutions in Shanxi(2019L0783)Cultivate Scientific Research Excellence Programs of Higher Education Institutions in Shanxi(2019KJ035)
基金This work is supported by the National Natural Science Foundation of China(Grant No.12001395)the Natural Science Foundation of Shanxi province(Grant No.201901D211423)。
基金Supported in part by the National Natural Science Foundation of China(11401424)the Natural Science Foundation of Shanxi province(201901D211423)the Scientific and Technologial Innovation Programs of Higher Education Institutions in Shanxi(2019L0783)。
