储量与需求间平衡的最佳效益模型

AN OPTIMAL RETURNS MODEL ON THE EQUILIBRIUM BETWEEN RESERVES AND DEMANDS

讨论一类与Wiener过程有关的随机性最优控制问题,给出了其最佳控制及相应的最大效益函数,所建立的模型有实际。

A class of optimal stochastic control problems relating to a Wiener process was discussed, giving optimal control strategy and its corresponding return function. The established model had a very strong and practical setting.