| 一类与半鞅有关的推广型脉冲控制(II) |
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| 引用本文： | 刘坤会. 一类与半鞅有关的推广型脉冲控制(II)[J]. 系统科学与数学, 2005, 25(2): 237-248 |
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| 作者姓名： | 刘坤会 |
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| 作者单位： | 北京交通大学理学院,北京,100044 |
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| 基金项目： | 国家自然科学基金资助课题. |
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| 摘 要： | 本文在(Ⅰ)中建立了一类推广型的脉冲控制模型,证明了相应的变分方程解的存在性.本篇首先对(Ⅰ)中的结论进行了强化,进而证明了新模型最佳控制的存在性.分析表明,新模型的最佳控制呈四种形态,这与以前类似模型最佳控制只呈一种形态已有较大差异.本篇的分析方法基本上是新的.
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| 关 键 词： | 脉冲控制 最佳控制 半鞅 随机微分方程 |
| 修稿时间： | 2002-02-06 |
A CLASS OF EXTENDED IMPULSE CONTROLS RELATED TO SEMIMARTINGALE(II) |
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| Liu Kunhui. A CLASS OF EXTENDED IMPULSE CONTROLS RELATED TO SEMIMARTINGALE(II)[J]. Journal of Systems Science and Mathematical Sciences, 2005, 25(2): 237-248 |
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| Authors: | Liu Kunhui |
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| Affiliation: | College of Science, Beijing Jaotong University, Beijing 100044 |
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| Abstract: | This paper sets up a class of generalized impulse control models in part(I), proves the existence of relevant variational equation solution. In this part we first strengthen the conclusion of part(I) and proves the optimal control existence of new model. Express that optimal control of the new model has four forms. It is very different from the former situation at which its optimal control only has one form. The methods used in this part is new. |
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| Keywords: | Impulse control optimal control semimartingale stochastic differential equation. |
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