Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimal return function and corresponding singular control strategy.
利用随机积分及最优控制理论，得出了最大回报函数的显式解及相应的最优控制策略。
Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimal return function and corresponding singular control strategy.
利用随机积分及最优控制理论，得出了最大回报函数的显式解及相应的最优控制策略。
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