摘要
对一类带停时的奇异型随机控制问题进行了研究 ,在某些条件下 ,“跳—停”策略是其最优控制策略 .给出“跳—停”策略存在的条件并且给出了其控制方法 。
This paper discusses a class of stochastic control problem with discretionary stopping. We will see that under some conditions the "fail_stop" control strategy is its optimal control. Here we give the condition that "fail_stop" control strategy exists and its control method. The conclusion in this paper has a fairly deep application.
出处
《北方交通大学学报》
CSCD
北大核心
2002年第3期102-105,共4页
Journal of Northern Jiaotong University
关键词
随机控制
停时
奇异型
“跳-停”控制策略
stochastic control
stopping time
singularity
"fail_stop" control strategy
