A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in al...A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions, and the structure of optimal control may be characterized.展开更多
基金Supported by the National Science Foundation of China.
文摘A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions, and the structure of optimal control may be characterized.
基金supported in part by the Natural Science Foundation of Jiangsu Province of China(Grant No.BK20151459)the National Natural Science Foundation of China(Grant Nos.11526112+2 种基金 11771343)the Science and Technology Planning Project of Jiangxi Provincial Education Department(Grant No.GJJ150401)the Open Issue of Financial Engineering Key Laboratory of Jiangsu Province of China(Grant No.NSK2015-17)
