| 性能监控框架Jwebap的研究与改进 |
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| 引用本文： | 程旭,巨克真,郭伟.性能监控框架Jwebap的研究与改进[J].湖南农业大学学报(自然科学版),2014(4):102-105. |
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| 作者姓名： | 程旭 巨克真 郭伟 |
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| 作者单位： | （湘潭大学 数学与计算科学学院，湖南 湘潭 411105） |
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| 摘 要： | 研究复合二项对偶模型的最优分红问题, 通过分析HJB方程得到了最优分红策略和相应的最优值函数之间的关系以及最优值函数的简单计算方法. 通过讨论最优红利策略的一些性质得到了最优值函数的可无限逼近的上界和下界.
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| 关 键 词： | 对偶模型 HJB方程 压缩映射 最优分红策略 |
Research and Upgrade Monitoring Performance Framework Jwebap |
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| CHENG Xu,JU KeZhen,GUO Wei.Research and Upgrade Monitoring Performance Framework Jwebap[J].Journal of Hunan Agricultural University,2014(4):102-105. |
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| Authors: | CHENG Xu JU KeZhen GUO Wei |
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| Institution: | (Department of Mathematics, Xiangtan University, Xiantan, Hunan 411105, China) |
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| Abstract: | This paper discussed the problem of optimal dividend-payment in compound binomial dual model. The relationship between the optimal dividend strategy and the corresponding optimal value function was found by analysing the HJB equation, and a simple algorithm was obtained for calculating the optimal value function. From the properties of the optimal dividend strategy, an upper bound and a lower bound of the optimal value function were derived. |
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| Keywords: | dual model HJB equation contraction mapping optimal dividend strategy |
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