摘要 : A kind of discounted problems for singular diffusion control have been studied.The drift and diffusion coefficients of state process are nonlinear.The class of models has been basically extended from a corresponding one establishe... 展开
作者单位 | |
---|---|
英文名称 | A class of discounted models for singular diffusion control |
期刊名称 | 《科学通报(英文版)》 |
期刊英文名称 | 《Chinese Science Bulletin》 |
页码/总页数 | 405-408 / 4 |
语种/中图分类号 | 汉语 / O4 |
关键词 | stochastic control variational equation singular stochastic control |
基金项目 | This work was supported by the National Natural Science Foundation of China (Grant No.19671004). |