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Discrete-time Indefinite Stochastic LQ Optimal Control： Infinite Horizon Case
  • ISSN号：0254-4156
  • 期刊名称：《自动化学报》
  • 时间：0
  • 分类：TP271[自动化与计算机技术—控制科学与工程;自动化与计算机技术—检测技术与自动化装置]
  • 作者机构：[1]School of Mathematics and System Sciences, Shandong University, Jinan 250100, P. R. China, [2]College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, P. R. China
  • 相关基金：Supported by National Natural Science Foundation of China （60874032） The first author would like to express his gratitude to Mr. Ma Shu-Ping for her helpful comments, which led to an improved version of this paper.
作者： QI Jun-Jun[1,2], ZHANG Wei-Hai[2]
关键词： 随机系统, LQ, 浙近线, 自动化, Mean-square stabilization, generalized Lyapunov inequality （GLI）, generalized algebraic Riccati equation （GARE）
中文摘要：

QI Jun-Jun Master student at Shandong University. He received his bachelor degree from Nanjing Normal University in 2005, His research interest covers stochastic control theory. E-mail： qi_junjun@yahoo.com.cn ZHANG Wei-Hai Professor at Shandong University of Science and Technology. He received his Ph.D. degree from Zhejiang University in 1998. His research interest covers linear and nonlinear stochastic optimal control, robust H∞ control, and stochastic stability. Corresponding author of this paper. E-mail： w_hzhang@163.com

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期刊信息
  • 《自动化学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国自动化学会 中国科学院自动化研究所
  • 主编：王飞跃
  • 地址：北京东黄城根北街16号
  • 邮编：100717
  • 邮箱：aas@ia.ac.cn
  • 电话：010-64019820
  • 国际标准刊号：ISSN：0254-4156
  • 国内统一刊号：ISSN：11-2109/TP
  • 邮发代号:2-180
  • 获奖情况:
  • 1997年获全国优秀期刊奖,1985、1990、1996、2000年获中国科学院优秀期刊二等奖,2002年获国家期刊奖
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  • 被引量:27550