论文标题
随机功能微分方程的有限地平线冲动控制
Finite Horizon Impulse control of Stochastic Functional Differential Equations
论文作者
论文摘要
在这项工作中，我们表明可以通过控制依赖性动力来解决有限的地平线非马克维亚脉冲控制问题。这种动态满足某些功能性Lipschitz条件，并且是路径取决于所产生的轨迹变为流动的方式。
In this work we show that one can solve a finite horizon non-Markovian impulse control problem with control dependant dynamics. This dynamic satisfies certain functional Lipschitz conditions and is path dependent in such a way that the resulting trajectory becomes a flow.
