| 引用本文： |
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董永权,汪忠志,徐付霞.大系统优化的动态规划递阶算法改进[J].广西科学,2003,10(2):92-93. [点击复制]
- Dong Yongquan,Wang Zhongzhi,Xu Fuxia.Improvement of Hierachical Algorithm for Large Scale System Dynamic Programming[J].Guangxi Sciences,2003,10(2):92-93. [点击复制]
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| 摘要: |
| 引入1个拉格朗日乘子,将动态规划的最优性原则与大系统控制论中的分解协调的递阶算法结合起来,并考虑各子系统间的顺序直接作用,提出1种以二次型为性能指标的离散线性系统优化算法,并导出各子系统的递推公式。 |
| 关键词: 大系统 动态规划 拉格朗日乘子 算法 |
| DOI： |
| 投稿时间：2002-10-08 |
| 基金项目: |
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| Improvement of Hierachical Algorithm for Large Scale System Dynamic Programming |
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Dong Yongquan, Wang Zhongzhi, Xu Fuxia
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| (Dept. of Math, Tangshan Teacher's College, Tangshan, Hebei, 063000, China) |
| Abstract: |
| An algorithm for optimizing discrete linear system with a quadratic cost function is proposed by importting one Lagrange multiplier.The approaching formulae for sub-systems are developed. |
| Key words: large scale system dynamic programming Lagrange multiplier algorithm |
