Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimalreturnfunction 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。
2
By utilizing both stochastic calculus and the classical impulse control theory, we give a set of sufficient conditions for its solution in terms of optimalreturnfunction.