论文标题
无限的地平线线性二次超越最佳控制问题
Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems
论文作者
论文摘要
考虑到无限时间范围内具有二次成本功能的线性控制系统，而无需假设状态方程非均匀项的可控性/稳定性条件和全局可集成条件，并且在运行成本率函数中以线性项的重量函数。经典方法不适用于此类问题。在各种情况下，超车最佳控制的存在和不存在。提出了一些具体的例子。这些结果表明，超过的最优方法可用于解决上述问题，同时，也揭示了这种方法的局限性。
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state equation and the weight functions in the linear terms in the running cost rate function. Classical approaches do not apply for such kind of problems. Existence and non-existence of overtaking optimal controls in various cases are established. Some concrete examples are presented. These results show that the overtaking optimality approach can be used to solve some of the above-mentioned problems and at the same time, the limitation of this approach is also revealed.
