Two Optimal Models Associated with Stochastic Differential Equations
LIU Kun-hui
Abstract：This paper studies the discounted problem of singular stochastic control and extends the state from Wiener process to solution processes of stochastic differential equations, also it points out the stationary problem can be extended similarly.
Keywords：stochastic differential equationsingular stochastic controldiscounted problemstationary problem
Publication Date：2000-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：8( 57-64 )