LINEAR STOCHASTIC-CONTROL WITH CONSTRAINTS

被引：0

作者：

PONTIER, M ^{[1
]}

SZPIRGLAS, J ^{[1
]}

机构：

[1] CTR NATL ETUD TELECOMMUN,PAA TIM MTI,F-92131 ISSY MOULINEAUX,FRANCE

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1984年 / 29卷 / 12期

关键词：

CONTROL SYSTEMS; OPTIMAL - CONTROL SYSTEMS; STOCHASTIC - Mathematical Models - PROCESS CONTROL - Industrial Applications - SYSTEMS SCIENCE AND CYBERNETICS - Constraint Theory;

D O I：

10.1109/TAC.1984.1103453

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A problem of linear stochastic control with a quadratic cost and an average quadratic constraint is studied. The examples considered are the limitation of the average energy consumption in the case of controlled industrial processes, or, as a second example, a limitation of the average stress on the launch booster structure. The existence of an optimal control for the constrained problem associated with any nonnegative epsilon is shown. An approximate solution is actually constructed. Most of the results are strongly dependent on the particular linear quadratic structure of the problem.

引用

页码：1100 / 1103

页数：4

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