For the ergodic control problem, a dynamical programming equation is established based on the stochastic dynamical programming principle and solved to yield the optimal control law.
然后基于动态规划原理建立系统的动态规划方程，求解动态规划方程得到系统的最优控制策略。
The paper explores the problem of optimal hierarchical stochastic production planning and control in agile manufacturing workshops (AMW).
研究了敏捷制造车间(AMW)中的最优递阶随机生产计划与控制问题。
To address this inadequacy, an optimal control problem is discussed using stochastic impulse control theory to determine the optimal policy.
本文利用随机脉冲控制理论研究了在收取固定和比例交易费的市场环境下，公司如何制定其最优的财务策略。
The optimal control problem for the discrete time stochastic singular systems with linear quadratic cost functional is discussed.
讨论广义离散随机线性系统在二次型性能指标下的最优控制问题。
By the similar method used in chapter 3, we get the general stochastic maximum for this kind of partially observed risk-sensitive optimal control problem.
采用与第三章类似的方法，我们得到了部分可观测的风险敏感最优控制问题的一般随机最大值原理。
As a special case of partial information, the general stochastic maximum principle for this kind of fully observed risk-sensitive optimal control problem is also obtained.
作为部分可观测信息的特例，我们给出了完全可观测的风险敏感最优控制问题的一般最大值原理。
As a special case of partial information, the general stochastic maximum principle for this kind of fully observed risk-sensitive optimal control problem is also obtained.
作为部分可观测信息的特例，我们给出了完全可观测的风险敏感最优控制问题的一般最大值原理。
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