| 一类带停时的奇异型随机控制模型 |
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| 引用本文： | 傅德华,刘坤会.一类带停时的奇异型随机控制模型[J].北京交通大学学报(自然科学版),2007,31(3):77-79. |
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| 作者姓名： | 傅德华 刘坤会 |
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| 作者单位： | 北京交通大学,理学院,北京,100044;北京交通大学,理学院,北京,100044 |
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| 摘 要： | 推广了一类带停时的奇异型随机控制模型的状态过程,在一定条件下找出了其最优控制.
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| 关 键 词： | 随机控制 奇异型 最优控制策略 停时 |
| 文章编号： | 1673-0291（2007）03-0077-03 |
| 修稿时间： | 2006-05-11 |
A Class of Singular Stochastic Control with Discretionary Stopping Models |
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| FU De-hua,LIU Kun-hui.A Class of Singular Stochastic Control with Discretionary Stopping Models[J].JOURNAL OF BEIJING JIAOTONG UNIVERSITY,2007,31(3):77-79. |
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| Authors: | FU De-hua LIU Kun-hui |
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| Institution: | School of Science, Beijing Jiaotong University, Beijing 100044, China |
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| Abstract: | This paper extends mainly a state process which belongs to singular the stochastic control with discretionary stopping models. Under some requirements,we find the optimal stochastic control of it. |
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| Keywords: | stochastic control singularity optimal control strategy stopping time |
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