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。
Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimal return function and corresponding singular control strategy.
利用随机分析中的最优控制理论，通过数学分析，针对不同的参数得出了不同情形下最优控制策略及相应的最大回报函数。
By using the optimal control policy of stochastic analysis, we obtain its optimal control polices and the corresponding maximal return functions for different parameters.
结果发现随机行走价格样本函数中阶段性趋势普遍存在，移动平均线法对每一模拟样本函数均能获得高额回报。
The results are: it is very common that there are trends in Monte Carlo random walk we can get excessive return with moving average method.
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