This thesis applies dynamic programming principle to solve a nonlinear programming problem.
应用动态规划原理来解决一类非线性规划问题。
Optimal strategies are obtained with an abstract form in general cases via HJB equation which is derived from dynamic programming principle and stochastic analysis.
给出了财富预算方程,运用动态规划原理及随机分析导出该问题的HJB方程,并由此得到一般情形下抽象形式的解。
Owing to its special structure. the nonlinear programming problem can be considered as a multistage decision problem and solved by using dynamic programming principle.
由于所研究的非线性规划问题的特殊结构,所以可将它看成是一个多阶段决策问题,应用动态规划求解。
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