@article{oai:doshisha.repo.nii.ac.jp:00029305,
 author = {Tsujimura, Motoh and 辻村, 元男},
 issue = {2},
 journal = {同志社商学, Doshisha Shogaku (The Doshisha Business Review)},
 month = {Sep},
 note = {本稿は不確実性下における経済主体の諸問題を，問題の特徴に応じた確率制御問題として定式化し，それらの解法について概観する。解法の基本となる原理は，Bellmanによって導入された動的計画原理と呼ばれる原理である。本稿では，毎時制御を実施する絶対連続制御，制御を実施する時刻を求める最適停止，状態変数をある範囲内に収めるように制御を実施する特異確率制御・インパルス制御の4種類の確率制御問題について概観する。, This paper formulates various economic agents' problems under uncertainty as stochastic control problems in accordance with the characteristics of the problems, and reviews their solutions. The basic principle underlying the solution method is a principle called the dynamic programming principle introduced by Bellman. This paper overviews four types of stochastic control problems: absolutely continuous control, in which control is implemented every time; optimal stopping, in which the timing to implement control is determined; and singular stochastic control and impulse control, in which control is conducted to keep state variables within a certain range., 同志社大学商学部100周年記念論文集(Special issue in commemoration of the 100th anniversary of Doshisha College  Department of Commerce), application/pdf},
 pages = {403--431},
 title = {不確実性下における経済主体の問題を解く確率制御の概観},
 volume = {74},
 year = {2022},
 yomi = {ツジムラ, モトオ}
}