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随机动力系统最优控制准则研究-地震工程与工程振动
30 1 Vo.l 30 No. 1
2010 2 JOURNAL OF EARTHQUAKE ENGINEER ING AND ENG INEERING V IBRATION Feb. 2010
: 1000- 1301( 2010) 01- 0112- 06
1 1, 2 1
李 杰 , 彭勇波 , 陈建兵
( 11 , 2000 2; 21 , 2000 2)
: ,
, ,
,
, ,
: ; ; ; ;
: O232; TB114. 2 : A
Analy sis of op tim al con trol criteria for stochastic dynam ic system s
1 1, 2 1
L I Jie, PENG Yongbo , CHEN Jianb ing
( 1. StateK ey Laboratory of D isaster Reduction in C ivil Engineering, TongjiUniversity, Shanghai 2000 2, China;
2. Shangha i Institute ofD isaster Prevention and Relief, Tongj iU niversity, Shanghai 2000 2, China)
Abs tract: The general form of system stochastic optmi al control policy is proposed in th is paper according to the
classical optmi al control theory of linear quadratic regulator ( LQR). The control criteria of system stochastic opt-i
mal control involving the probab ility density evolution analysis are presented in reference to the physical senses of
control objectives, and three classes of control criteria h inging on evolution processes w ith h ierarchical levels are
developed. The optmi al control of stochastic seism ic response of a linear single-degree-o-f freedom system is invest-i
gated for illustrative purpose. Optmi alw eightingmatrices related to the classes of control criteria are addressed, by
w hich the stochastic optmi al control is carried out. The num erical resu lts reveal that the control effect relies on the
physicalm ean ings of control criteria, of w h ich the exceeda
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