带Poisson跳的随机种群系统的最优控制方案.PDFVIP

34 4 () http: / /www. kustjourna.l com / o.l 34 No4 2009 8 Journal ofKunm ingUniversity of Science andTechnology ( Science andTechnology) Aug. 2009 do:i 10. 3969/j. issn. 1007- 855x. 2009. 04. 009 Poisson 戴晓娟, 张启敏 ( , 750021) : 讨论了一类具有空间扩散的带跳跃的随机种群系统的最优控制问题. 把 Poisson跳对系统 的扰动 虑在模型中,得到了带 Poisson跳的随机种群系统, 利用随机极大值原理, 伴随方程以 及伊藤公式, 给出了控制为最优的充分必要条件. 所得结论是确定性种群系统的扩展. : 种群系统; 随机最优控制; 伴随方程; 随机微分方程 : O175. 12 : A : 1007- 855X( 2009) 04- 0036- 06 Optim ization of Stochastic Population System with Poisson Jumps DA IX iao-juan, Z HA NG Q-im in ( SchoolofM athematics and Computer, N ingxiaUniversity, Y inchuan 750021, China) A stract: A stochastic population system w ith spatialdiffusion and jumps is optmi ized in this paper. W ith the consideration of the disturbance of Poisson jumps to the system, a population system w ith Poisson jumps is ob- tained. The necessary and sufficient conditions for the optmi ization are offered through adopting the stochastic maxmi um principle, adjoint equation aswell as Ito formula. The result is the expansion of certainty population system. Key words: population system; optmi ization of stochastic contro;l adjoint equation; stochastic differentialequa- tion 0 , . ., .. Poisson(P) : p p + - k p + ( r, t, x )p = f (r, t, x ) + 1 1 r t N g (r, t, x ) + h (r, t, x ) , Q = ( 0, A ) ( 0, T ) , ( 1) 1 1 t t A p ( 0, t, x ) = ( r, t, x )p (r, ,t x ) dr + ( t, x ), = ( 0, T ) , ( 2) 1 T