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

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。

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Initial problem and model solution conditions are assigned with the following commands.

问题和模型求解条件由下面的命令设定。

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Initial problem and model solution conditions are assigned with the following commands.

问题和模型求解条件由下面的命令设定。

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