Stochastic Equations and Inclusions with Mean Derivatives and Some ApplicationsOptimal Solutions for Inclusions of Geometric Brownian Motion Type

被引：0

作者：

Yuri E. Gliklikh

Olga O. Zheltikova

机构：

[1] Voronezh State University,Mathematics Faculty

来源：

Methodology and Computing in Applied Probability | 2015年 / 17卷

关键词：

Mean derivatives; Stochastic differential inclusions; Optimal solution; 60H10; 60H30; 60K30;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The paper is devoted to a brief introduction into the theory of equations and inclusions with mean derivatives and to investigation of a special type of such inclusions called inclusions of geometric Brownian motion type. The existence of optimal solutions maximizing some cost criteria, is proved.

引用

页码：91 / 105

页数：14

共 11 条

[1] OPTIMAL SOLUTIONS FOR INCLUSIONS OF GEOMETRIC BROWNIAN MOTION TYPE WITH MEAN DERIVATIVES
Gliklikh, Yu. E.
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BULLETIN OF THE SOUTH URAL STATE UNIVERSITY SERIES-MATHEMATICAL MODELLING PROGRAMMING & COMPUTER SOFTWARE, 2013, 6 (03): : 38 - 50
[2] Stochastic Equations and Inclusions with Mean Derivatives and Some Applications
Gliklikh, Yuri E.
Zheltikova, Olga O.
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2015, 17 (01) : 91 - 105
[3] On existence of optimal solutions for stochastic differential inclusions with mean derivatives
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[4] Stochastic Equations and Inclusions with Mean Derivatives and Their Applications
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[8] Controllability of Fractional Order Stochastic Differential Inclusions with Fractional Brownian Motion in Finite Dimensional Space
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[9] Controllability of Fractional Order Stochastic Differential Inclusions with Fractional Brownian Motion in Finite Dimensional Space
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[10] STOCHASTIC INCLUSIONS WITH FORWARD MEAN DERIVATIVES HAVING DECOMPOSABLE RIGHT-HAND SIDES
Makarova, A., V
BULLETIN OF THE SOUTH URAL STATE UNIVERSITY SERIES-MATHEMATICAL MODELLING PROGRAMMING & COMPUTER SOFTWARE, 2019, 12 (02): : 143 - 149

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