摘要
讨论了一类具有空间扩散的带跳跃的随机种群系统的最优控制问题.把Poisson跳对系统的扰动考虑在模型中,得到了带Poisson跳的随机种群系统,利用随机极大值原理,伴随方程以及伊藤公式,给出了控制为最优的充分必要条件.所得结论是确定性种群系统的扩展.
A stochastic population system with spatial diffusion and jumps is optimized in this paper. With the consideration of the disturbance of Poisson jumps to the system, a population system with Poisson jumps is obtained. The necessary and sufficient conditions for the optimization are offered through adopting the stochastic maximum principle, adjoint equation as well as Ito formula. The result is the expansion of certainty population system.
出处
《昆明理工大学学报（理工版）》
CAS
北大核心
2009年第4期36-41,共6页
Journal of Kunming University of Science and Technology(Natural Science Edition)
基金
教育部重点基金资助项目(项目编号:208160)
宁夏自然科学基金资助项目(项目编号:G002)
关键词
种群系统
随机最优控制
伴随方程
随机微分方程
population system
optimization of stochastic control
adjoint equation
stochastic differential equation
