一类新的奇异型折扣费用模型

A New Class of Singular Models of Discounted Problems

建立了一类新的奇异型折扣费用模型，证明了最佳控制的普遍存在性，并且给出了这些最佳控制的结构及最佳费用函数的解析表达式．

We construct a new class of singular models on discounted problems, which are an extension of the models in . For these extended models, we prove the ubiquitousness of their optimal controls, give the structures of these optimal controls and the analytical expression of optimal cost function.