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一 引言 经典的最优控制理论都是以准确的数学模型(包括随机噪声的统计特性)为出发点的。但是一个现实系统总是受环境干扰而且系统内部也可能有扰动。况且对一个过程来说得到的数学模型也不可能是非常精确的。有时候想建
An Introduction Classical classical optimal control theory is based on accurate mathematical models (including statistical properties of random noise) as the starting point. However, a realistic system is always disturbed by the environment and there may be disturbances in the system. Moreover, mathematical models obtained for a process can not be very accurate. Sometimes want to build