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A problem of symmetric variational equation
被引：6
作者：
刘坤会
机构：
[1] DepartmentofMathematics,NorthernJiaotongUniversity,Beijing,China
关键词：
stochastic control;
Wiener process;
discounted cost model;
D O I：
暂无
中图分类号：
O176 [变分法];
学科分类号：
0701 ;
070101 ;
摘要：
<正> The author discusses a variational equation which has a solution of even function, i.e.a differential equation with some inequality constraints.This problem originated from adiscounted cost problem in singular stochastic control. Common analysis and stochastic anal-lysis are applied in this note.
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页码：1502 / 1507
页数：6
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