| A CLASS OF STATIONARY MODELS OF SINGULAR STOCHASTIC CONTROL |
| |
| 引用本文： | 刘坤会,秦明达,陆传赉. A CLASS OF STATIONARY MODELS OF SINGULAR STOCHASTIC CONTROL[J]. 数学物理学报(B辑英文版), 2004, 24(1): 139-150. DOI: 10.1016/S0252-9602(17)30369-7 |
| |
| 作者姓名： | 刘坤会 秦明达 陆传赉 |
| |
| 作者单位： | [1]CollegeofScience,NorthernJiaotongUninersity,Beijing100044,China [2]DepartmentofMathematics＆Mechanics,BeijingUniversityofScience＆Technology,Beijing100083,China [3]DepartmentofInformationEngineering,BeijingUniversityofPosts＆Telecom,Beijing100876,China |
| |
| 基金项目： | Supported by the National Science Foundation of China. |
| |
| 摘 要： | A class of stationary models of singular stochastic control has been studied,in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions,and the structure of optimal control may be characterized.
|
| 关 键 词： | 奇异积分控制 Wiener过程 存在性 最优控制 |
| 收稿时间： | 2001-07-06 |
A CLASS OF STATIONARY MODELS OF SINGULAR STOCHASTIC CONTROL |
| |
| Liu Kunhui College of Science,Northern Jiaotong University,Beijing ,ChinaQin Mingda. A CLASS OF STATIONARY MODELS OF SINGULAR STOCHASTIC CONTROL[J]. Acta Mathematica Scientia, 2004, 24(1): 139-150. DOI: 10.1016/S0252-9602(17)30369-7 |
| |
| Authors: | Liu Kunhui College of Science Northern Jiaotong University Beijing ChinaQin Mingda |
| |
| Affiliation: | Liu Kunhui College of Science,Northern Jiaotong University,Beijing 100044,ChinaQin Mingda Department of Mathematics & Mechanics,Beijing University of Science & Technology,Beijing 100083,ChinaLu Chuanlai Department of Information Engineering,Beijing University of Posts & Telecom,Beijing 100876,China |
| |
| Abstract: | A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions, and the structure of optimal control may be characterized. |
| |
| Keywords: | Singular stochastic control stationary model stochastic differential equation variational equation system |
| 本文献已被 CNKI 维普 万方数据 ScienceDirect 等数据库收录！ |
