摘要
利用一类变分方程问题的研究结论 ,证明了一类半鞅状态的随机控制模型最佳控制的存在性 ,并刻划了其结构 ,而这类随机控制模型在费用结构和状态结构上都推广了以往的有关模型 .
Applying the conclusion of some kind of variational equations, we study a class of stochastic control models with state of semi martingale and prove the existence of its optimal control, also give the construction of the optimal control. The new class of stochastic control models entends the associated class formerly both on state construction and on cost construction.
出处
《北方交通大学学报》
CSCD
北大核心
2001年第3期1-6,共6页
Journal of Northern Jiaotong University
基金
国家自然科学基金资助项目! (196 710 0 4)
