| Conţinutul numărului revistei |
| Articolul precedent |
| Articolul urmator |
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 SM ISO690:2012NAVAL, Elvira. The stochastic optimal growth problem. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2012, nr. 1(68), pp. 15-20. ISSN 1024-7696. |
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 Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica |
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| Numărul 1(68) / 2012 / ISSN 1024-7696 /ISSNe 2587-4322 | ||||||
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| Pag. 15-20 | ||||||
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This paper concerns the formulation of economic optimal control problem
in a stochastic form. Equilibrium growth rate for this problem was obtained on the
base of the stochastic maximum principle following the new approach [1] to the solution
of optimal control stochastic problem, in which the stochastic dynamic programming
formulation is transformed into formulation of the maximum principle. This approach
was applied to the solution of the stochastic optimal growth problem. |
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| Cuvinte-cheie Optimal stochastic control, Ito’s processes, Ito’s Lemma, Hamilton-Jacobi-Bellman equation |
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