| 无穷维随机微分方程的最优宽松控制 |
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| 引用本文： | 马洪.无穷维随机微分方程的最优宽松控制[J].四川大学学报(自然科学版),1992,29(3):319-323. |
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| 作者姓名： | 马洪 |
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| 作者单位： | 四川大学数学系 |
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| 摘 要： | W.H.Flcmng—M.Nisio在文3]中讨论了n维空间上如下形式随机微分方程的最优宽松控制问题:本文利用A.Bensoussan—M.Nisiso在文1]中引入的测度的殆紧性,将文3]中最优宽松控制的存在性定理推广到无穷维情形.
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| 关 键 词： | 弱收敛 随机微分方程 最优宽松控制 |
OPTIMAL RELAXED CONTROL FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONAL SPACE |
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| Ma Hong.OPTIMAL RELAXED CONTROL FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONAL SPACE[J].Journal of Sichuan University (Natural Science Edition),1992,29(3):319-323. |
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| Authors: | Ma Hong |
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| Institution: | Department of Mathematics |
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| Abstract: | We are concerned with optimal relaxed control problem of the following stochastic differential equation in Hubert space K:where B is a cylindrical Brownian motion on Hilbert space H and q a relaxed control, which is a process with values of probability measures on the control region. P. Using the cempact property of set we obtained the existence theorem of optimal relaxed control. |
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| Keywords: | weak convergence probability measures stochastic differential equation compact metric space optimal relaxed control |
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