A problem of symmetric variational equation

MaRDI QIDQ1906617zbMATH OpenFDO

Authors Kunhui Liu

Publication date 14 October 1996

Published in Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

Wiener processsingular stochastic controldiscounted cost

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(4)

• A new class of impulse stochastic control models with non-negative control quantity
• Boundedness of a derived function of a solution of a class of diffusion variational equations
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion
• A symmetry problem in the calculus of variations

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