ZHANG Qi-Min, SHI Jian-Wei. Near-Optimality in Stochastic Control of Stochastic Age-Dependent System with Markovian Switching and Fractional Brownian Motion[J]. journal6, 2013, 34(2): 5-11.
[1] CHEN Jun-jie,HE Ze-rong.Optimal Control for a Class of Nonlinear Age-Distributed Population Systems [J].Applied Mathematics and Computation,2009,214:574-580.[2] ZHAO Chun,WANG Mian-sen,ZHAO Ping.Optimal Control of Harvesting for Age-Dependent Predator-Prey System [J].Mathematical and Computer Modelling,2005,42:573-584.[3] LUO Zhi-xue.Optimal Harvesting Control Problem for an Age-Dependent Competing System of n Species [J].Applied Mathematics and Computation,2006,183:119-127.[4] ZHANG Qi-min.The Numerical Solutions for Stochastic Age-Dependent Capital System with Markovianswitching [J].Journal of Ecmode,2010(12):143-153.[5] MA Wen-jun.Numerical Analysis for Stochastic Age-Depedent Population Equations with Fractional Brow-Nian Motion [J].Commum Nonlinear Sci. Numer. Simulat.,2012,17:1 884-1 893.[6] XU Zhen.Stochastic Maximum Principle for Optimal Control Problem of Forward and Backward [J].Aust. Math. Soc. Ser. B,1995,37:172-178.10.[7] BAHLALI K,MEZERDI B,OUKNINE Y.The Maximum Principle for Optimal Control of Diffusions with Non-Smooth Coefficient [J].Stoch Rep.,1996,37:303-316.[8] ELLIOTT R J,KOHLMANN M.The Variational Principle and Stochastic Optimal Control [J].Stochastic Verlag,1999(3):1-4.[9] ZHOU Xun-yu.Stochastic Near-Optimal Controls:Necessary and Suffcient Conditions for Near-Optimality [J].STAM. J. Control Optim,1998,36(3):917-929.[10] YONG Jiong-min,ZHOU Xun-yu.Stochastic Controls,Hamiltonian Systems and HJB Equations [M].New York:Springer Verlag,1999.[11] MEZERDI B.Necessary Conditions for Optimality for a Diffusion with Non-Smooth Drift [J].Stochastic,1988,24:305-320.