倒向微分方程在一类奇异最优控制中的应用  

Solution to Singular Optimal Control by Canonical Backward Differential Equation

作　　者：刘国华[1,2] 朱经浩[1] 

机构地区：[1]同济大学数学系上海200092 [2]同济大学数学系,上海200092

出　　处：《同济大学学报（自然科学版）》2013年第11期1751-1754,共4页Journal of Tongji University:Natural Science

摘　　要：利用Krotov方法把一类奇异最优控制问题转化为一族球约束的全局优化问题,然后引入一族初值连续依赖于时间参量的倒向微分方程,给出相应的全局优化问题的解析解,用以构造最优控制的解析表达式.A singular optimal control problem is solved by Krotov Extension method and Canonical backward differential flows. By using Krotov equivalent transformation, the cost functional of the problem is converted to a class of global optimization problems which are solved by a class of backward differential equations with initial values relying on the time point continuously.

关 键 词：奇异最优控制 全局优化 倒向微分流 

分 类 号：O232[理学—运筹学与控制论]