This paper discusses a class of stationary impulse stochastic control models, gives some sufficient conditions of the existence of their optimal controls.
讨论了一类脉冲型平稳随机控制模型,给出了其最佳控制存在的充分条件。
To address this inadequacy, an optimal control problem is discussed using stochastic impulse control theory to determine the optimal policy.
本文利用随机脉冲控制理论研究了在收取固定和比例交易费的市场环境下,公司如何制定其最优的财务策略。
By utilizing both stochastic calculus and the classical impulse control theory, we give a set of sufficient conditions for its solution in terms of optimal return function.
利用随机博弈及可评估的结构动态规划技术,提出一种使公司及客户利益都最大的最优回报计划的设计方法。
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