GLQOCM状态迭代法的收敛性研究

On the Convergency of State Iteration Method in the Solution of Generalized Linear Quadric Optimal Control Models

摘要: 用状态迭代法求解广义L. Q.最优控制的核心是该迭代法的收敛性问题.利用泛函分析的一些思想与方法,借助不动点的概念,证明了优化算子的连续性,进而证明了状态迭代法的收敛性。

Abstract: The theoretical core of the state iteration method in the solution of GLQOCM is the convergency of the state iteration method. Some concepts and methods of functional analysis, making use of the fixed point theory, are applied to prove that the optimal operator is continuous. Then the convergency of the state iteration method is proved.