一类与半鞅有关的推广型脉冲控制(Ⅰ)  

A CLASS OF EXTENDED IMPULSE CONTROLS RELATED TO SEMIMARTINGALE(I)

作　　者：刘坤会[1] 

机构地区：[1]北京交通大学理学院,北京100044

出　　处：《系统科学与数学》2005年第1期96-105,共10页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金资助课题.

摘　　要：本篇首次将关于半鞅的随机微分方程的解过程引入平稳型脉冲控制的状态结构, 建立了一种新的模型,从而实质性地推广了此前的各类平稳型脉冲随机控制模型.本篇 通过新的分析手法证明了与新模型相关的变分方程解的存在性,这种新方法比以前类似 问题的分析方法更直接、更明快.In this paper we first intorduce the solution processes of stochastic differential equation with semimartingale to state structure of stationary impulse control and set up a new model, thus all kinds of former stationary impulse stochastic control models are substantially extended. In this paper we prove the solution existence of variational equation about new model by applying a new analytic method, this method is more direct and more clear than other analytic methods of similar questions before.

关 键 词：半鞅 解的存在性 类似 变分方程 随机微分方程 脉冲控制 随机控制 平稳型 首次 手法 

分 类 号：O232[理学—运筹学与控制论]