The reward function in the optimal stopping problem is a mixed function that is the summation of a termi-nal continuous gain function and an integral form of a function including immediate consumption and investment at any time over a random interval.

  • 而最优停时问题的报酬函数则是一个混合函数,此函数是由一个终端连续增益函数和一个包含随机区间中任意时刻上的消费与投资的函数积分组成。

  • 互联网摘选 2025-01-20 12:43:10

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