【摘要】 本文通过分析线性微分算子A的特征,应用列紧算子半群的性质和毕卡达定理,证明了二次性能指标泛函下一维扩散过程混合线性最优控制的存在性,参照文献具体给出了最优控制律;并且就文献所讨论的结果,作为两种特殊情况进行了验证。更多还原

【Abstract】 This paper proves the existence of mixed linear optimal control in a quadratic criterion, by analysing the characteristics of linear differential operator A and using the properties of semigroups of compact operators and Picard theorem, for one-dimensional diffusion processes. And then, according to the reference[3], the optimal control law has been given in detail. Besides, the results given in the references[1-2]are discussed as the special cases in the paper.更多还原