摘要
对多输入随机系统的线性二次控制问题进行了研究.针对性能指标是状态及控制向量的二次泛函的情况,给出了二人非零和微分对策问题的解.为了得到Nash均衡策略,需要求解两个耦合的Riccati方程,利用Newton算法得到了方程的迭代解.另外,讨论了随机系统的二人零和微分对策问题并给出了相应的结论.
The linear quadratic control problem in multi-inputs stochastic systems is studied.The solutions of two-person non-zero sum differential game problem are obtained when performance is the quadratic fuctional of states and controls.Two coupled Riccati equations are obtained in order to get Nash equilibrium strategies and the Newton＇s algorithm is used to get the iterative solutions.The corresponding conclusions about two-person zero sum differential game problem are also discussed.
出处
《山东理工大学学报（自然科学版）》
CAS
2010年第4期9-11,共3页
Journal of Shandong University of Technology:Natural Science Edition
基金
山东科技大学春蕾计划项目(2009AZZ086)
