针对连续Markov跳变系统,对其最优控制问题进行研究.首先,基于随机最大值原理,设计完全状态信息情形下Markov跳变系统的最优控制器;然后,采用导数原始定义结合Markov跳变系统特性的方法,得到了最优控制器系数矩阵的黎卡提微分方程,进而将其推广到不完全状态信息情形;最后,通过数值仿真验证了所得控制器的正确性. For the continuous Markov transition system, the optimal control problem is studied.Firstly, based on the principle of stochastic maximum, the optimal controller of Markov transition system under the condition of complete state information is designed. Then, by using the derivative definition and Markov transition System characteristic method, the Riccati differential equation of the optimal controller coefficient matrix is ​​obtained, and then it is generalized to the case of incomplete state information. Finally, the correctness of the obtained controller is verified by numerical simulation.