《山东大学学报(理学版)》 ›› 2022, Vol. 57 ›› Issue (11): 58-69.doi: 10.6040/j.issn.1671-9352.0.2022.315
• • 上一篇
刘志强,亓庆源*,苌庆
LIU Zhi-qiang, QI Qing-yuan*, CHANG Qing
摘要： 通过极大值原理以及解耦平均场正倒向随机微分方程法,解决了连续时间平均场系统的有限时间域非对称信息线性二次控制问题。最终得到了最优控制策略以及一组非对称Riccati型方程。
中图分类号:
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