The corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem was presented.And the solution of the stochastic HJB equation was demonstrated with stochastic LQ control theory.

• 在得出该动态数学模型对应的随机哈密顿雅克比贝尔曼(HJB)方程后,运用随机LQ控制的相关理论讨论了该随机HJB方程的解。