| 一类奇异型随机控制平稳问题的推广 |
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| 引用本文： | 黄晓倩,孙世良.一类奇异型随机控制平稳问题的推广[J].淮阴师范学院学报(自然科学版),2013(3):189-194. |
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| 作者姓名： | 黄晓倩 孙世良 |
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| 作者单位： | 江苏师范大学数学与统计学院,江苏徐州221116 |
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| 基金项目： | 国家自然科学基金资助项目（10971180） |
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| 摘 要： | 研究了一类受控状态是一类带有不连续漂移项的随机微分方程的解过程的奇异型随机控制模型的平稳问题,得到了最优控制策略和最优费用函数.
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| 关 键 词： | 奇异型随机控制 平稳问题 不连续 变分方程组 |
Extended Stationary Problem About a Stochastic Control of Singular Type |
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| HUANG Xiao-qian,SUN Shi-liang.Extended Stationary Problem About a Stochastic Control of Singular Type[J].Journal of Huaiyin Teachers College(Natrual Science Edition),2013(3):189-194. |
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| Authors: | HUANG Xiao-qian SUN Shi-liang |
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| Institution: | (School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou Jiangsu 221116, China) |
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| Abstract: | In this paper ,the stationary problem of a singular stochastic control model of which the state processes are the solutions to a class of SDES with discontinuous drift terms are discussed .The optimal control strategy and the associated cost function are presented. |
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| Keywords: | singular stochastic control stationary problem discontinuous variational equation |
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