The piecewise parametric optimal control of uncertain linear quadratic models

被引：5

作者：

Li, Bo ^{[1
]}

Zhu, Yuanguo ^{[2
]}

机构：

[1] Nanjing Univ Finance & Econ, Sch Appl Math, Nanjing 210023, Jiangsu, Peoples R China

[2] Nanjing Univ Sci & Technol, Sch Sci, Nanjing, Jiangsu, Peoples R China

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2019年 / 50卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Optimal control; uncertain linear quadratic model; parametric optimisation; piecewise control parameter; OPTIMISTIC VALUE MODEL; INVENTORY CONTROL; PROMOTION; EQUATIONS; SYSTEMS;

D O I：

10.1080/00207721.2019.1586003

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The optimal control of linear quadratic model is given in a feedback form and determined by the solution of a Riccati equation. However, the control-related Riccati equation usually cannot be solved analytically such that the form of optimal control will become more complex. In this paper, we consider a piecewise parametric optimal control problem of uncertain linear quadratic model for simplifying the form of optimal control. By introducing a piecewise control parameter, a piecewise parametric optimal control model is established. Then we present a parametric optimisation method for solving the optimal piecewise control parameter. Finally, an uncertain inventory-promotion optimal control problem is discussed and a comparison is made to show the effectiveness of proposed piecewise parametric optimal control model.

引用

页码：961 / 969

页数：9

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