[期刊]
  • 《科学通报(英文版)》 2000年5期

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).
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