Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics

被引：0

作者：

Svishchuk A.V. ^{[1
]}

Burdeinyi A.G. ^{[1
]}

机构：

[1] Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

来源：

Ukrainian Mathematical Journal | 1998年 / 50卷 / 5期

关键词：

Exponential Stability; Stock Prex; Admissible Control; Incomplete Market; Financial Mathematic;

D O I：

10.1007/BF02514331

中图分类号：

学科分类号：

摘要：

We consider problems of optimal stabilization of controlled evolution stochastic systems in semi-Markov media and their application to financial stochastic models. © 1999 Kluwer Academic/Plenum Publishers.

引用

页码：780 / 794

页数：14

共 8 条

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[3]

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[4]

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[5]

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[6]

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[7]

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[8]

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