脈沖隨機(jī)控制的新發(fā)展及某些分布問(wèn)題的深入探討.pdf

1、北京交通大學(xué)博士學(xué)位論文脈沖隨機(jī)控制的新發(fā)展及某些分布問(wèn)題的深入探討姓名：劉曉鵬申請(qǐng)學(xué)位級(jí)別：博士專業(yè)：運(yùn)籌學(xué)與控制論指導(dǎo)教師：劉坤會(huì)20080501IE塞鑾道盔堂遵堂焦詮塞△旦墨至壁△垡芏ABSTRACT：ABSTRACTThisdissertationmainlymakesresearchonimpulsestochasticcontrolmodelsand∥一distributionproblems，thetotaldissert

2、ationiscomposedoffiveparts：Thefirstpartisanintroduction，itintroducesthemainresearchcontentandrelatedbackgroundofthisdissertationInthesecondpartthispaperestablishesanewclassofimpulsestochasticcontrolmodels，itsstatestructu

3、reisdefinedbyalinearstochas—ticdifferentialequationofsemi—martingale，itscontrolcostfunctionisatwovariablefunctionofprecontrolstatequantityandcontrolquantityitscontrolquantityiskepttobenonpositiveanditsstateiskepttobeposi

4、tiveInthesecondpartthispaperprovesthatthisclassofmodelshasanoptimalcontrolandanalysesitsstructureTheworkofthisparthavequitesubstantiallyextendedpreviousresearchesofimpulsestochasticcontrolmodelsaboutageometricBrownianmot

5、ionInthethirdpartthispaperadvancesanothernewclassofimpulsestochasticcontrolmodels，itsstatestructureisdefinedbyalinearstochas—ticdifferentialequationofsemimartingale，itscontrolcostfunctionisatwovariablefunctionofprecontro