文档介绍：Proceedings ofthe 2003 IEEE
International Symposium on Intelligent Control
Houston, Texas October 5-
Intelligent Method for Solving Optimal Control of
Discrete Stochastic Dynamic Systems with
Probability Criterion
Wansheng Tang Yanqing Wang
Institute of Systems Engineering Institute of Systems Engineering
School of Management School of Management
Tianjin University, Tianjin, 300072, P. R. China Tianjin University, Tianjin, 300072, P. R. China
E-mail: wstang@ E-mail: myyanqing @
Absfracl-In tbh paper, the optimal control problem of dis-
crete nonlinear stochastic systems with probability criterion is N-ln
investigated, in which the criterion function is Ibe product of JN = PdYk E K) (2)
probability of some events. It is to maximize the pmdnct of k=O
probability that the output belong to a &en sei in every period.
Since this problem is an optimal control problem of a discrete where K RP is pact subset, Pr(E) denotes the
stocbastic system and plex than the dassical optimal probability of event E.
control problem, the criterion function can not be calculated by The optimal control problem ( 1)-( 2) is to choose the
are
analytic formulation. The iraditional solving tecbniques no controls to maximix the criterion subject to ( I). Since
longer valid. The stocbastic simulation based ic algorithm
the system is nonlinear one, a