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arXiv 1305.6002math.OCmath.FA
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求不确定性系统最优解的Euler-Lagrange方程推广

Generalization of Euler-Lagrange Equations to Find Min-max Optimal Solution of Uncertain Systems

Farid Sheikholeslam, R. Doosthoseyni

摘要:

本文将变分法推广到求解具有不确定或确定费用的不确定动力系统的极小-极大最优解。首先,给出了不确定性系统的欧拉-拉格朗日条件的一种新形式。然后指出几种情况下,最终条件可以指定或自由。并给出了不确定性系统存在最小-最大最优解的必要条件。最后通过实例验证了该方法的有效性。

英文摘要:

In this paper, calculus of variation methods are generalized to find min-max optimal solution of uncertain dynamical systems with uncertain or certain cost. First, a new form of Euler-Lagrange conditions for uncertain systems is presented. Then several cases are indicated where final condition can be specified or free. Also necessary conditions are introduced to existence of min-max optimal solution of the uncertain systems. Finally, efficiency of the proposed method is verified through some examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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