文件名称:DYNPROG
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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; -The beginning and end of the free dynamic programming, find the minimum index function recursive algorithm for computing the reverse procedure. x is the state variable, a represents a phase state M-function DecisFun (k, x) from the stage of the state variable x k of the corresponding enable decision variables determined M-function ObjFun (k, x, u) is the phase index function , M-function TransFun (k, x, u) is the state transition function, where x is the phase of a state variable k, u is the corresponding decision variables output p_opt constituted by a 4, p_opt = [NO group optimal strategy group optimal trajectory group indicator function value group] fval is a column vector, each element represent p_opt optimal strategy group corresponds to the beginning of each end state x optimal function value
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DYNPROG.m