Abstract
First, the paper has raised the importance of financial mathematics in the financial and capital markets, and the classical impulse control strategy of the many control strategy on financial issues for optimal control is particularly important. Usually the existence and the structure of optimal control strategy come down to the ordinary differential equations. The paper has discussed the issue in the existence of ordinary differential equations solutions and the specific numerical methods. In this solution process, we are raising three theorems that the solution should meet and giving a simple and feasible solution form constrain conditions. Because our analytical method is constructive, so we give a group parameters of numerical solution by procedure.
Keywords： Impulse control strategy; Ordinary differential equations; Numerical methods
