In this paper, we use the viscosity solutions of dynamic programming and upwind finitedifference method to give the numerical solutions of Hamilton-Jacobi-Bellman (HJB)equation, so then we get numerical solutions of the pair of track of the optimal feedbackcontrol. During the study, we first prove the convergence of the difference scheme, thenverify the method in an example with analytical solutions, and apply the method to theproblem of the optimal control of computer virus to get the numerical solutions of theoptimal feedback control at last. |