Stochastic Equations and Inclusions with Mean Derivatives and Some ApplicationsOptimal Solutions for Inclusions of Geometric Brownian Motion Type

被引：0
|
作者：
Yuri E. Gliklikh
Olga O. Zheltikova
机构：
[1] Voronezh State University,Mathematics Faculty
来源：
Methodology and Computing in Applied Probability | 2015年 / 17卷
关键词：
Mean derivatives; Stochastic differential inclusions; Optimal solution; 60H10; 60H30; 60K30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The paper is devoted to a brief introduction into the theory of equations and inclusions with mean derivatives and to investigation of a special type of such inclusions called inclusions of geometric Brownian motion type. The existence of optimal solutions maximizing some cost criteria, is proved.
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页码：91 / 105
页数：14
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