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基于统计线性化的随机非线性微分对策逼近最优策略 作者：张平。自动化学报 2013.04 |
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baiyuefei
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风雪
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baroshi: 金币+5, ★★★★★最佳答案 2014-03-08 17:16:43
baroshi: 金币+5, ★★★★★最佳答案 2014-03-08 17:16:43
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Accession number: 20132016331928 Title: Near optimal strategy for nonlinear stochastic differential games based on the technique of statistical linearization Authors: Zhang, Ping1 Email author zhpbest2010@163.com; Fang, Yang-Wang2 Email author ywfang2008@sohu.com; Hui, Xiao-Bin2 Email author blue-seaing@126.com; Liu, Xin-Ai1 Email author lxa2005@163.com; Li, Liang1 Email author 85654809@163.com Author affiliation: 1 Unit 95889, PLA, Jiuquan 735018, China 2 College of Aeronautics and Astronautics Engineering, Air Force Engineering University, Xi'an 710038, China Corresponding author: Zhang, P. (zhpbest2010@163.com) Source title: Zidonghua Xuebao/Acta Automatica Sinica Abbreviated source title: Zidonghua Xuebao Acta Auto. Sin. Volume: 39 Issue: 4 Issue date: April 2013 Publication year: 2013 Pages: 390-399 Language: Chinese ISSN: 02544156 CODEN: ZIXUDZ Document type: Journal article (JA) Publisher: Science Press, 18,Shuangqing Street,Haidian, Beijing, 100085, China Abstract: A novel solution for a class of nonlinear zero-sum stochastic differential games is given based on the technique of statistical linearization. The near optimal feedback strategies are derived by solving the statistical state dependent Riccati equation, which is significantly different from the Riccati equation of linear systems. The case of strategy with bound limitation is also investigated. An example is given to illustrate the application of the theory. Copyright © 2013 Acta Automatica Sinica. Number of references: 16 Main heading: Optimal systems Controlled terms: Game theory - Linear systems - Riccati equations - Stochastic systems Uncontrolled terms: Differential games - Near-optimal - Non-linear stochastic systems - State-dependent Riccati equation - Statistical linearization - Stochastic differential game - Zero-sum stochastic differential games Classification code: 921 Mathematics - 921.2 Calculus - 922.1 Probability Theory - 961 Systems Science DOI: 10.3724/SP.J.1004.2013.00390 Database: Compendex Compilation and indexing terms, © 2013 Elsevier Inc. Full-text and Local Holdings Links |
2楼2014-03-08 16:27:40
baiyuefei
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3楼2014-03-08 16:27:49
baroshi
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4楼2014-03-08 17:17:02
