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拟哈密顿系统非线性随机最优控制

朱位秋 应祖光

朱位秋, 应祖光. 拟哈密顿系统非线性随机最优控制[J]. 力学进展, 2013, 43(1): 39-55. doi: 10.6052/1000-0992-12-045
引用本文: 朱位秋, 应祖光. 拟哈密顿系统非线性随机最优控制[J]. 力学进展, 2013, 43(1): 39-55. doi: 10.6052/1000-0992-12-045
ZHU Weiqiu, YING Zuguang. ADVANCES IN RESEARCH ON NONLINEAR STOCHASTIC OPTIMAL CONTROL OF QUASI-HAMILTONIAN SYSTEMS[J]. Advances in Mechanics, 2013, 43(1): 39-55. doi: 10.6052/1000-0992-12-045
Citation: ZHU Weiqiu, YING Zuguang. ADVANCES IN RESEARCH ON NONLINEAR STOCHASTIC OPTIMAL CONTROL OF QUASI-HAMILTONIAN SYSTEMS[J]. Advances in Mechanics, 2013, 43(1): 39-55. doi: 10.6052/1000-0992-12-045

拟哈密顿系统非线性随机最优控制

doi: 10.6052/1000-0992-12-045
基金项目: 国家自然科学基金重点项目(10932009)和面上项目(11072212,11072215,11272279)资助
详细信息
    作者简介:

    朱位秋, 男, 汉族, 浙江义乌人. 现为浙江大学航空航天学院应用力学研究所教授, 博士生导师, 所长, 中国科学院院士. 1967s1975 年在飞机结构强度研究所工作, 1975 年调浙江大学任教. 曾先后访问美国Wisconsin Univ., MIT, Florida Atlantic Univ., New York State Univ. at Buffalo, 日本Kyoto Univ.等. 长期从事非线性随机动力学与控制研究, 他领导课题组创建了非线性随机动力学与控制的哈密顿理论体系, 2002 年获国家自然科学二等奖.

    通讯作者:

    朱位秋

  • 中图分类号: O32,O23,TB123

ADVANCES IN RESEARCH ON NONLINEAR STOCHASTIC OPTIMAL CONTROL OF QUASI-HAMILTONIAN SYSTEMS

Funds: The project was supported by the National Natural Science Foundation of China (10932009, 11072212, 11072215, 11272279).
More Information
    Corresponding author: ZHU Weiqiu
  • 摘要: 主要介绍近十几年来拟哈密顿系统非线性随机最优控制理论方法及其应用的研究成果, 包括基于拟哈密顿系统随机平均法与随机动态规划原理的非线性随机最优控制基本策略, 即响应极小化控制、随机稳定化、首次穿越损坏最小化控制、以概率密度为目标的控制, 为将它们应用于工程实际而作的部分可观测系统最优控制、有界控制、时滞控制、半主动控制、极小极大控制的进一步研究, 以及综合考虑这些实际问题的非线性随机最优控制的综合策略, 非线性随机最优控制在滞迟系统、分数维系统等中的若干应用, 介绍与这些研究有关的背景, 并指出今后有待进一步研究的问题.

     

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出版历程
  • 收稿日期:  2012-03-26
  • 修回日期:  2012-11-14
  • 刊出日期:  2013-01-24

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