一类最优投资的数学问题  

Mathematical Problem of a Class of Optimal Investment

作　　者：袁芳[1] 

机构地区：[1]密歇根州立大学数学系,美国密歇根州东兰辛48825

出　　处：《吉林大学学报（理学版）》2016年第6期1193-1198,共6页Journal of Jilin University:Science Edition

摘　　要：考虑一类最优投资的数学问题,通过变数替换,把这类数学问题转化为一类抛物型Monge-Ampère方程的初边值问题.先建立一系列先验估计,再采用包括连续性方法的分析技巧,得到了上述初边值问题光滑解的存在唯一性.The author considered mathematical problem of a class of optimal investment. By variable substitution, the author transformed this mathematical problem into the initial boundary value problem of a class of parabolic Monge-Ampere equation. Firstly, the author established a series of a priori estimates, and then using some analytical techniques including the continuity method, the author obtained the existence and uniqueness of the smooth solution of the initial boundary value problem.

关 键 词：抛物型Monge-Ampère方程 初边值问题 最优投资 

分 类 号：O175.26[理学—数学]