| 一种推广的连续情形经济投资模型 |
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| 引用本文： | 王石,杨文强,金治明,李兵.一种推广的连续情形经济投资模型[J].国防科技大学学报,1999,21(1):118-121. |
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| 作者姓名： | 王石 杨文强 金治明 李兵 |
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| 作者单位： | 国防科技大学自动控制系 |
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| 摘 要： | 随着序列情形费用型投资模型和折扣投资模型的解决，本文对其进行连续推广，并给出一个明确的停止规则。
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| 关 键 词： | 最优停时 弱无穷小算子 Dynkin公式 |
| 收稿时间： | 1998/11/2 0:00:00 |
The Applied Investment Model at the Continous case |
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| Wang Shi,Yang Wenqiang,Jin Zhiming and Li Bing.The Applied Investment Model at the Continous case[J].Journal of National University of Defense Technology,1999,21(1):118-121. |
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| Authors: | Wang Shi Yang Wenqiang Jin Zhiming and Li Bing |
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| Affiliation: | Department of Automatic Control NUDT, Changsha, 410073;Department of Automatic Control NUDT, Changsha, 410073;Department of Automatic Control NUDT, Changsha, 410073;Department of Automatic Control NUDT, Changsha, 410073 |
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| Abstract: | With serial investment models soluted,the essay deals with their applied form the continuous form, and gives its explicit optimal stopping rule. |
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| Keywords: | Optimal stopping time Weak infinitesmal operator Dynkin formula |
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