考虑了带限制条件的非线性混合奇异正则随机控制问题.在实际背景为具有内部竞争和负债公司的最佳融资和分红情况下,在参数满足一定条件时,给出了相应的最优控制和值函数.
In this paper,we consider non-linear mixed singular-regular control problem with restricted condition.Using this model into optimal financing and dividend control of company with internal competitions and debt,when the parameters satisfy some conditions,we give optimal control and value function.