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动态规划算法

于 2022-02-06 发布 文件大小:1.51 kB
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% [p_opt,fval]=dynprog(x,DecisFun,ObjFun,TransFun) % 自由始端和终端的动态规划,求指标函数最小值的逆序算法递归 % 计算程序。x是状态变量,一列代表一个阶段状态;M-函数 % DecisFun(k,x)由阶段k的状态变量x求出相应的允许决策变量; % M-函数ObjFun(k,x,u)是阶段指标函数,M-函数TransFun(k,x,u) % 是状态转移函数,其中x是阶段k的某状态变量,u是相应的决策变量; % 输出p_opt由4列构成,p_opt=[序号组;最优策略组;最优轨线组; % 指标函数值组];fval是一个列向量,各元素分别表示p_opt各 % 最优策略组对应始端状态x的最优函数值;

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