状态空间约束下一个最大值原理互补松驰强形式的分析  

Analysis of a Complementary Slackness Stronger Form of Maximum Principle with State Space Constraints

作　　者：李可柏[1] 陈森发[1] 赵禹骅[2] 周小庄[2] 

机构地区：[1]东南大学经济管理学院,南京 211189 [2]广西行政学院经济学部,南宁 530000

出　　处：《运筹学学报》2008年第1期109-114,共6页Operations Research Transactions

摘　　要：分析了约束条件不显式地包含控制变量时的有界状态变量约束条件下,一种应用最大值原理求解最优控制问题的方法所要求的互补松驰条件的强形式.在最优轨线从约束条件起作用到不起作用的连接点,该强形式条件不是总成立的,此时应使用互补松驰条件的一般形式来求解.算例分析证明了上述结论.Complementary slackness stronger form in a method which applying maximum principle to solving optimal control problem with bounded state variable constraint was analyzed, in which constraint conditions don＇t explicitly contain control variable. The stronger form condition hasn＇t always been true on the junction point which optimal trajectory changes from active into inactive, and the normal form of complementary slackness condition should be applied to solving the problem under the circumstances. Following, the conclusion was proved by illustrations.

关 键 词：运筹学 最优控制 状态空间约束 最大值原理 互补松驰 强形式 

分 类 号：O232[理学—运筹学与控制论] O172.2[理学—数学]