| 一类最优投资的数学问题 |
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| 引用本文： | 袁芳.一类最优投资的数学问题[J].吉林大学学报(理学版),2016,54(6):1193-1198. |
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| 作者姓名： | 袁芳 |
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| 作者单位： | 密歇根州立大学 数学系, 美国 密歇根州 东兰辛 48825 |
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| 摘 要： | 考虑一类最优投资的数学问题, 通过变数替换, 把这类数学问题转化为一类抛物型Monge Ampère方程的初边值问题. 先建立一系列先验估计, 再采用包括连续性方法的分析技巧, 得到了上述初边值问题光滑解的存在唯一性.
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| 关 键 词： | 抛物型Monge-Ampè 初边值问题 最优投资 re方程 |
| 收稿时间： | 2016-07-20 |
Mathematical Problem of a Class of Optimal Investment |
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| YUAN Fang.Mathematical Problem of a Class of Optimal Investment[J].Journal of Jilin University: Sci Ed,2016,54(6):1193-1198. |
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| Authors: | YUAN Fang |
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| Institution: | Department of Mathematics, Michigan State University, East Lansing 48825, Michigan State, USA |
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| Abstract: | The author considered mathematical problem of a class of optimal investment. By variable substitution, the author transformed this mathematical problem into the initial boundary value problem of a class of parabolic Monge Ampère equation. Firstly, the author established a series of a priori estimates, and then using some analytical techniques including the continuity method, the author obtained the existence and uniqueness of the smooth solution of the
initial boundary value problem. |
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| Keywords: | parabolic Monge Ampère equation optimal investment initial boundary value problem |
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