%0 Journal Article
%T Optimal Impulse and Regular Control Strategies on ProportionalReinsurance Model<br>比例再保险模型的脉冲与正则 最优控制策略
%A Yang Ruicheng
%A Liu Kunhui
%A <br>杨瑞成
%J 系统科学与数学
%D 2007
%I 
%X In this paper the impulse control process is introduced. A sufficient condition for optimal return is obtained, and the explicit form of optimal return function, thecorrresponding impulse and regular control strategies are also given.
%K Impulse control
%K regular control
%K optimal return function
%K stopping time
%K stochastic differential equation<br>脉冲控制
%K 正则控制
%K 最优回报函数
%K 停时
%K 随机微分方程.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=967A804FB373359BB61A813F7E637D91&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=94C357A881DFC066&sid=CA122BD5B2FF2137&eid=EEAFC972BAD75B1F&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=11