A Class of Integrable Riccati Equations and Applications to Optimal Control

摘要：

In this paper, based on the theory of Lie group and the Hamilton-Jacobi Theorem, the solution of the secondorder linear homogeneous equations which can be obtained from a class of Riccati equations by transformation are considered. By solving the corresponding Hamilton-Jacobi equations, a class of integrable Riccati differential equations is obtained. Finally, the classical optimal control problem with finite time be considered, and a class of systems for the optimal control problem is solved by using the proposed method to solving the corresponding Riccati equations.

关键词： Hamilton-Jacobi Theorem Riccati Equation Lie Group

作者: Yanxia Hu

作者单位: School of Mathematics and Physics, North China Electric Power University, Beijing, 102206, P R China

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 3699-3702

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）