| A new class of variational equation problems |
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| 作者姓名： | LIU Kunhui |
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| 作者单位： | College of Science，Northern Jiaotong University，Beijing 100044，China |
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| 基金项目： | Supported by the National Natural Science Foundation of China (Grant No. 19671004) |
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| 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.
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A new class of variational equation problems |
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| LIU Kunhui.A new class of variational equation problems[J].Progress in Natural Science,2003,13(2). |
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| Authors: | Liu Kunhui |
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| 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. |
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| Keywords: | variational equation solution stochastic control |
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