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浏览/检索结果: 共8条，第1-8条 帮助 限定条件 发表日期：2015     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun 收藏  |  浏览/下载：25/0  |  提交时间：2018/07/30 Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection   Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2015 作者:  Li, Na;  Yu, Zhiyong 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17 forward-backward stochastic differential equation  Poisson process  stochastic optimal control  linear-quadratic problem  nonzero-sum  stochastic differential game  Nash equilibrium   Recursive mean-variance portfolio choice problems with constrained portfolios 期刊论文 Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 2446-2449 作者:  Lv, Siyu;  Wu, Zhen;  Zhuang, Yi 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/17 Forward-backward stochastic system  Linear-convex optimal control problem  Maximum principle  Mean-variance portfolio selection  Recursive utility   A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 11, 页码: 2904-2916 作者:  Wang, Guangchen;  Wu, Zhen;  Xiong, Jie 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/17 Closed-form solution  correlated state and observation noises  forward-backward stochastic differential equation (FBSDE)  linear-quadratic optimal control  partial information  recursive utility   STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM WITH TIME DELAY AND APPLICATIONS 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2015, 卷号: 5, 期号: 4, 页码: 859-888 作者:  Shi, Jingtao;  Xu, Juanjuan;  Zhang, Huanshui 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17 Stochastic optimal control  backward stochastic differential equation  stochastic differential delayed equation  recursive utility  generalized  HJB equation  maximum principle   OPTIMAL STOCHASTIC CONTROL WITH RECURSIVE COST FUNCTIONALS OF STOCHASTIC DIFFERENTIAL SYSTEMS REFLECTED IN A DOMAIN 期刊论文 ESAIM: Control, optimization and calculus of variations, 2015, 卷号: 21, 期号: 4, 页码: 1150-1177 作者:  Li, Juan;  Tang, Shanjian 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/17 Hamilton-Jacobi-Bellman equation  nonlinear Neumann boundary  value function  backward stochastic differential equations  dynamic programming principle  viscosity solution   Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 34th Chinese Control Conference (CCC), JUL 28-30, 2015 作者:  Lv Siyu;  Wu Zhen;  Zhuang Yi 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31 Recursive utility  Mean-variance portfolio selection  Maximum principle  Forward-backward stochastic system  Linear-convex optimal control  problem   Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 第三十四届中国控制会议 作者:  Lv Siyu;  Wu Zhen;  Zhuang Yi 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/31 Recursive utility  Mean-variance portfolio selection  Maximum principle  Forward-backward stochastic system  Linear-convex optimal control problem