连续时间内部交易的线性计谋的存在性.pdf

目 录 摘摘摘 要要要 ······························································································ I Abstract ······························································································ II 1 引引引言言言 ··································································································· 1 2 预预预备备备知知知识识识 ···························································································· 3 3 头头头内内内部部部交交交易易易 ······················································································ 5 3.1 头内部交易模型 ······································································· 5 3.2 最优控制问题的解 ········································································· 6 3.3 最优控制的等价 问题 ······································································ 8 3.4 最优策略的必要条件 ···································································· 9 3.5 最优策略的存在性 ········································································· 14 4 内内内部部部交交交易易易古古古诺诺诺博博博弈弈弈 ················································································ 18 4.1 内部交易古诺博弈模型 ··································································· 18 4.2 古诺均衡的必要条件 ······································································ 19 4.3 古诺均衡的存在性 ········································································· 22 5 本本本文文文的的的展展展望望望 ························································································· 25 参参参考考考文文文献献献 ······························································································· 26 致致致谢谢谢 ································································································