PROBLEMS OF OPTIMAL INFINITE-HORIZON CONTROL

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PIUNOVSKIY, AB
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TP301 [理论、方法];
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081202 ;
摘要
Problems of controlling a dynamic system on an infinite time interval are considered. The average rate of revenue accumulation and total discounted revenue are used as the optimality criterion. Methods based on the dynamic programming principle are developed for the solution of optimal synthesis problems, and easily verifiable sufficient conditions for optimality are presented. The obtained theoretical results are illustrated by specific examples.
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页码:65 / 71
页数:7
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