Affiliation:
1. Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, China
Abstract
Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases. At the same time, the Hamilton–Jacobi–Bellman (HJB) equation on time scales is obtained. Finally, an example is employed to illustrate our main results.
Funder
National Key R&D Program of China
Subject
Multidisciplinary,General Computer Science
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献