本文利用改进的多重打靶法计算了一个最优控制问题。

An optimal Control problem is Computed with the modified multiple shooting method.

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引进一个随机线性二次最优控制问题作为原问题的近似问题。

A stochastic linear_quadratic control problem is introduced as auxiliary problem of the initial problem.

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引进一个随机线性二次最优控制问题作为原问题的近似问题。

A stochastic linear_quadratic control problem is introduced as auxiliary problem of the initial problem.

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