《山东大学学报(理学版)》 ›› 2022, Vol. 57 ›› Issue (11): 50-57.doi: 10.6040/j.issn.1671-9352.0.2022.458
• • 上一篇
苌庆,亓庆源*,刘志强
CHANG Qing, QI Qing-yuan*, LIU Zhi-qiang
摘要： 研究了含有乘性噪声的理性预期模型的最优控制问题。用凸变分思想,建立了极大值原理,并给出了含乘性噪声的理性预期模型最优控制器存在的充分必要条件;通过解耦正倒向随机差分方程,给出了最优控制器的设计方法;并给出了数值例子来说明结果的有效性。
中图分类号:
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