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A new class of variational equation problems
引用本文:LIU Kunhui(College of Science,Northern Jiaotong University,Beijing 100044,China). A new class of variational equation problems[J]. 自然科学进展(英文版), 2003, 13(2)
作者姓名:LIU Kunhui(College of Science  Northern Jiaotong University  Beijing 100044  China)
作者单位:College of Science,Northern Jiaotong University,Beijing 100044,China
基金项目:Supported by the National Natural Science Foundation of China (Grant No. 19671004)
摘    要:Abstract Applying an analysis method to a group of multivariable equations, a new class of variational equations are proved. Thismethod is more concise and more direct than the others. This result can be applied to some stochastic control models.


A new class of variational equation problems
Liu Kunhui. A new class of variational equation problems[J]. Progress in Natural Science, 2003, 13(2)
Authors:Liu Kunhui
Abstract:Applying an analysis method to a group of multivariable equations, a new class of variational equations are proved. This method is more concise and more direct than the others. This result can be applied to some stochastic control models.
Keywords:variational equation   solution   stochastic control.
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