在这篇论文,有概率标准的线性分离时间的随机的系统的最佳的生存能力决定问题被调查。在顺序可达到的分离时间的动态系统的条件下面,最佳的生存能力策略的存在定理被给,最佳的策略的解决的过程基于动态编程被提供。一个数字例子显示出建议方法的有效性。
In this paper, the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated. Under the condition of sequence-reachable discrete-time dynamic systems, the existence theorem of optimal viability strategy is given and the solving procedure of the optimal strategy is provided based on dynamic programming. A numerical example shows the effectiveness of the proposed methods.