| 带分数布朗运动和Markovian跳的种群系统的近优控制 |
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| 引用本文： | 张启敏,史建伟.带分数布朗运动和Markovian跳的种群系统的近优控制[J].吉首大学学报(自然科学版),2013,34(2):5-11. |
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| 作者姓名： | 张启敏 史建伟 |
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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： | 国家自然科学基金资助项目（11061024；11261043） |
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| 摘 要： | 讨论了一类带有分数布朗运动和Markovian调制的随机种群系统最优逼近控制问题，给出了模型的伴随方程、哈密顿函数，应用Ekeland变分原理、Ito公式及一些不等式给出了随机种群系统最优逼近控制存在的必要条件.
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| 关 键 词： | 随机种群 分数布朗运动 Markovian链 最优逼近控制 Ekeland变分 |
Near-Optimality in Stochastic Control of Stochastic Age-Dependent System with Markovian Switching and Fractional Brownian Motion |
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| ZHANG Qi-min
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SHI Jian-wei.Near-Optimality in Stochastic Control of Stochastic Age-Dependent System with Markovian Switching and Fractional Brownian Motion[J].Journal of Jishou University(Natural Science Edition),2013,34(2):5-11. |
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| Authors: | ZHANG Qi-min SHI Jian-wei |
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| Institution: | (School of Mathematics and Computer Science，Ningxia University，Yinchuan 750021,China) |
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| Abstract: | A class of stochastic age-dependent system with Marvokian switching and fractional Brownian motion is introduced，and the necessary conditions for near-optimality are established.The conditions are described by an adjoint process and a nearly maximum condition on the Hamiltonian.The proof of the main results is based on Ito formula，Ekeland’s variational principle and some estimates on the state and the adjoint process with respect to the control variable. |
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| Keywords: | stochastic age-dependent system fractional Brownian motion markovian switching near-optimal ekeland&rsquo s variational principle |
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