一类吸收折扣费用模型的研究

Study of A Class of Absorbtion Stochastic Control of Discounted Models

主要讨论了一类吸收折扣费用模型的费用结构 ,在一定条件下找出了其最佳控制 .

This paper mainly discusses cost function which is belong to absorbtion stchastic control of discounted models. Under some requirements, we find the optimal stochastic control of it.