【摘要】 该文讨论由经典-脉冲混合控制最优策略中提出的一类常微分方程的自由边值问题,给出了该问题解的存在性定理.当该定理中的条件成立时,提出了一套具体的求解方法,从而就能确定出具体的最优控制策略.文中给出的算例表明,只有当问题的参数满足一定的关系时,最优控制策略才能存在,否则,最优控制策略就可能不存在.更多还原

【Abstract】 This paper discusses a class of free boundary value problem of ordinary differential equations occurred in problems of classical mixed and impulse optimum control in research fund management problems. A theorem of existence of the problem is obtained. As the condition of the theorem is satisfied, a numerical method for solving the problem is proposed. Therefore optimum control of research fund management is given. The numerical example presented in the paper shows that the optimum control exists only when the parameters of the problem satisfy some relations. Otherwise, the optimum control does not exist.更多还原