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stochastic optimal control model 随机最优控制模型
This paper is concerned with the stochastic control model for hitting the target at end point which is abstracted from industrial processes.
对于由一些工业过程抽象出来的终点命中问题，本文构造了一种随机控制模型。
We formulate the problem as a continuous-time stochastic control model. Through analyzing the properties of the expected value function, we derive its close-form solution.
我们将该问题描述为一个连续时间随机控制模型，通过对价值函数性质的讨论，我们给出了模型的封闭解。
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