摘要
推广了一类带停时的奇异型随机控制模型的状态过程,在一定条件下找出了其最优控制.
This paper extends mainly a state process which belongs to singular the stochastic control with discretionary stopping models. Under some requirements,we find the optimal stochastic control of it.
出处
《北京交通大学学报》
CAS
CSCD
北大核心
2007年第3期77-79,共3页
JOURNAL OF BEIJING JIAOTONG UNIVERSITY
关键词
随机控制
奇异型
最优控制策略
停时
stochastic control
singularity
optimal control strategy
stopping time
