搜索结果: 1-1 共查到“运筹学 environment”相关记录1条 . 查询时间(0.093 秒)
Optimal control of risk process in a regime switching environment
Regime switching diffusion continuity of the value function
2010/12/8
This paper is concerned with cost optimization of an insurance company. The sur-plus of the insurance company is modeled by a controlled regime switching diffusion,where the regime switching mechanism...