Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimal return function and corresponding singular control strategy.
利用随机积分及最优控制理论，得出了最大回报函数的显式解及相应的最优控制策略。
By utilizing both stochastic calculus and the classical impulse control theory, we give a set of sufficient conditions for its solution in terms of optimal return function.
利用随机博弈及可评估的结构动态规划技术，提出一种使公司及客户利益都最大的最优回报计划的设计方法。
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