%0 Journal Article
%T Optimal control for discrete stochastic system with conditional Markov structure<br>具有条件马尔科夫结构的离散随机系统最优控制
%A FANG Yang-wang
%A WANG Hong-qiang
%A WU You-li
%A <br>方洋旺
%A 王洪强
%A 伍友利
%J 控制理论与应用
%D 2010
%I 
%X Based on Bellman stochastic nonlinear dynamic programming, we develop an optimal control algorithm for the discrete stochastic system with conditional Markov structure. By making use of characters of stochastic variable structure system, we simplify the optimal control algorithm, and approximate the posterior probability density function by a Gaussian function. The optimal control algorithm for a class of linear discrete stochastic systems with conditional Markov structure is derived finally.
%K stochastic system
%K optimal control
%K conditional Markov structure
%K Bemllman stochastic nonlinear dynamic programming<br>随机系统
%K 最优控制
%K 条件马尔科夫结构
%K Bellman随机动态规划法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=275F3BFCDB7E7CD9803C550CA7AD3089&yid=140ECF96957D60B2&vid=DB817633AA4F79B9&iid=CA4FD0336C81A37A&sid=A4FA325EA800C820&eid=331211A5F5616413&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=12