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一类切换离散系统的最优控制

Keywords: 切换离散系统,最优控制,线性二次型,动态规划,遗传算法

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Abstract:

为了解决一类切换离散系统最优控制问题,针对系统切换次数固定且性能指标为二次型的情况,基于动态规划原理的思想,将多级决策问题转化为多个单级决策问题.利用遗传算法搜索使性能指标达到极小的切换时刻,得到了切换离散系统最优控制的全局解析解.数字算例验证了算法的可行性,对于此类切换离散系统最优控制问题可以转化为搜索问题得以解决.

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