【摘要】 对于求解离散时间的最优控制问题,古典的变分法存在一定的局限.本文从理论上阐述了解决最优控制问题的另外一种更先进的方法-最大值原理法.研究结果表明,许多利用古典变分法无法解决的经济类和工程类问题,采用最大值原理法都能得以解决,因此这是解决最优化问题的一种更加实用的方法.更多还原

【Abstract】 Regarding the solution of optimum control questions on discrete time,the classical variation method has certain limitation.Theoretically,this essay introduces another method for optimum control,named the maximum value principle.It results in such a conclusion that questions in economics and engineering,which can hardly be solved through classical variation,however,are possible to be answered with the method of optimum value principle,which is proved to be a more practical one.更多还原