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中立型随机时滞微分方程最优性的Bellman原则
  • 时间：0
  • 分类：O211.63[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]广州大学数学与信息科学学院,广东广州510006
  • 相关基金：Supported by NNSF of China（ 10971041 ）
作者： 徐永锋[1], 罗交晚[1]
关键词： Bellman原则, 最优性, 随机中立型微分方程, Bellman＇s principle, optimality, neutral stochastic differential equation.
中文摘要：

考虑一类随机中立型时滞微分方程最优性的Bellman原则问题．推广了随机微分方程和随机时滞微分方程的相应结论．

英文摘要：

In this paper, we consider the Bellman＇s principle of optimality of neutral stochastic delay differential equations. Some Bellman＇s principle of optimality on stochastic differential equations and on stochastic delay differential equations are generalized.

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