2、种最优化方法，并重点阐述以上三种最优化方法的特点，适用范围，可求解的问题种类以及各种方法之间的相互关系。最优控制应用领域很广泛，在生产、军事以及经济领域都发挥着十分重要的作用。并且随着现代技术和计算机技术的发展，最优控制技术也得到新的发展，越来越成熟。AbstractThe optimal control theory is one of the important components in modern control theory. The central problem is to choose the control law and make t
3、he system to be optimal to some extent for the controlling system, which is the subject of the study. This article mainly discussed on the optimal control theory.In general, the optimal control problem is described by the digital language and is composed of four parts, including t
4、he mathematical model of the controlled object, target set, admissible control and the performance index. This paper mainly introduced the three approaches, including the variational methods, the minimum principle and the dynamic programming, solving the optimal control problems.
5、Besides, the characteristics and the sphere of the application on the three ways above were stated prominently, as well as the catalogues of the problems and the inter-relationship of the means.The optimal control plays an important role in widely application fields, involving pro
6、duction, military and the economy. Further, with the development of the modern technology and the computer technique, the optimal control has gained its own improvements and become increasingly mature.关键字：最优控制，最优化，极值，动态规划一、引言在科学研究和生产实践中，人们常常面对这样的问题：在若干可行的方案（决策）中寻找最优的方案，这种问题称为最优化问题
