一类概率指标动态规划模型

A DYNAMIC PROGRAMMING MODEL WITH A PROBABILITY CRITERION

本文提出了一个以氧气转炉炼钢控制过程为工程背景的随机控制模型。给出了它的动态规划方程。对于一类简单情形,其最优策略可通过求解一非线性方程组得到。

This paper presents a stochastic control model which is of practical interest, and gives the DP equation of the model. Under some simple conditions, the optimal control strategy is obtained by solving the nonlinear equations.