Budget-constrained infinite horizon optimal control problems with linear dynamics
Budget-constrained infinite horizon optimal control problems with linear dynamics
复制标题
线性动力学的预算约束无限视野最优控制问题
DOI：
--
复制
发表时间：
2016
期刊：
影响因子：
--
通讯作者：
S. Pickenhain
中科院分区：
文献类型：
--
作者：
Valeriya Lykina;S. Pickenhain
本文考虑一类具有等周约束（也可解释为预算约束）的无限时域最优控制问题。在此，允许状态和控制动态两者的线性。问题设置包括作为状态空间的加权Sobolev空间。我们研究了最优解的存在性问题，并给出了相应的定理。等周约束对可行集和最优解的存在性的影响在一个线性二次调节器模型的手详细说明。
In this paper a class of infinite horizon optimal control problems with an isoperimetrical constraint, also interpreted as a budget constraint, is considered. Herein a linear both in the state and in the control dynamic is allowed. The problem setting includes a weighted Sobolev space as the state space. We investigate the question of existence of an optimal solution and formulate a corresponding theorem. Which influence the isoperimetrical constraint may have on the feasible set and on the existence of an optimal solution is illustrated in details at hand of a linear-quadratic regulator model.