| 随机种群扩散系统最优边界控制的充分必要条件 |
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| 引用本文： | 戴晓娟,张启敏.随机种群扩散系统最优边界控制的充分必要条件[J].宁夏大学学报(自然科学版),2009,30(1):18-21. |
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| 作者姓名： | 戴晓娟 张启敏 |
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| 作者单位： | 宁夏大学,数学计算机学院,宁夏,银川,750021 |
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| 基金项目： | 教育部重点项目，宁夏自然科学基金 |
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| 摘 要： | 讨论了一类具有空间扩散和年龄结构的随机种群系统的最优控制问题．在考虑外界存在扰动的情况下，假定扰动系数为线性的，从而利用哈密尔顿函数导出其伴随方程，并根据伊藤公式和随机极大值原理推出了控制为最优的充分必要条件．
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| 关 键 词： | 种群系统 伴随方程 线性 随机控制 |
Necessary and Sufficient Conditions of the Optimality Border in Stochastic Population System with Spatial Diffusion |
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| Dai Xiaojuan,Zhang Qimin.Necessary and Sufficient Conditions of the Optimality Border in Stochastic Population System with Spatial Diffusion[J].Journal of Ningxia University(Natural Science Edition),2009,30(1):18-21. |
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| Authors: | Dai Xiaojuan Zhang Qimin |
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| Institution: | School of Mathematics and Computer Science;Ningxia University;Yinchuan 750021;China |
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| Abstract: | In this paper, an optimal stochastic control problem in population system with spatial diffusion and age-structure is discussed. Supposed that these disturbance coefficients to be linear when the external disturbance is exist, the adjoint equation is deduced by using Hamilton function and the necessary and sufficient conditions of optimality is obtained based on stochastic maximum principle and Ito＇s formula. |
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| Keywords: | population system adjoint equation linear stochastic control |
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