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baroshi

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[求助] 求帮助查一下检索号，万分感激！

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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gruyclewee: 金币+3, 感谢应助，奖励一下。 2014-03-08 21:11:15
Accession number:  20132016331928
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baroshi: 金币+5, ★★★★★最佳答案 2014-03-08 17:16:43
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.

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baroshi

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2楼: Originally posted by baiyuefei at 2014-03-08 16:27:40
Accession number:  20132016331928

  Title:  Near optimal strategy for nonlinear stochastic differential games based on the technique of statistical linearization
  Authors:  Zhang, Ping1 Email  ...

谢谢啦！
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