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浏览/检索结果: 共16条，第1-10条 帮助 限定条件 发表日期：2017     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 Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (EI收录) 期刊论文 Asian Journal of Control, 2017, 卷号: 19, 页码: 316-324 作者:  Wu, Shuang[1,2];  Shu, Lan[1] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/24 Differential equations  Game theory  Maximum principle   Time-inconsistent stochastic linear quadratic control for discrete-time systems 期刊论文 中国科学. 信息科学, 2017, 卷号: 60, 期号: 12 作者:  Qi Qingyuan;  Zhang Huanshui 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/16 time-inconsistency  open-loop equilibrium control  maximum principle  FBSDE  nonsymmetric Riccati equations   MEAN-FIELD SDE DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND RELATED STOCHASTIC CONTROL PROBLEM 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1500-1533 作者:  Buckdahn, Rainer;  Jing, Shuai 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/16 mean-field SDE  mean-field FBSDE  fractional Brownian motion  Pontryagin  maximum principle   Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2017 作者:  Zhuang, Yi 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/16 stochastic differential game  maximum principle  stochastic differential  delayed equation  linear-quadratic problem  partial information  g-expectation  convex risk measure   Maximum principle for a stochastic delayed system involving terminal state constraints 期刊论文 JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017 作者:  Wen, Jiaqiang;  Shi, Yufeng 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 stochastic differential delayed equation  state constraints  maximum  principle   Maximum principle for near-optimality of stochastic delay control problem 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2017 作者:  Zhang, Feng 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 maximum principle  near-optimal control  stochastic differential delay  equation  Ekeland's variational principle   Time-inconsistent stochastic linear quadratic control for discrete-time systems 期刊论文 Science China(Information Sciences), 2017, 期号: 12, 页码: 44-56 作者:  Qingyuan QI;  Huanshui ZHANG 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/12 time-inconsistency  open-loop equilibrium control  maximum principle  FBSDE  nonsymmetric Riccati equations   A MEAN-FIELD STOCHASTIC CONTROL PROBLEM WITH PARTIAL OBSERVATIONS 期刊论文 ANNALS OF APPLIED PROBABILITY, 2017, 卷号: 27, 期号: 5, 页码: 3201-3245 作者:  Buckdahn, Rainer;  Li, Juan;  Ma, Jin 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/12 Conditional mean-field SDEs  non-Markovian stochastic control system  nonlinear filtering  stochastic maximum principle  mean-field backward  SDEs   Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Delay Systems Involving Impulse Controls 期刊论文 系统科学与复杂性学报（英文版）, 2017, 卷号: 30, 期号: 2, 页码: 280-306 作者:  Wang Shujun;  Wu Zhen 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/12 Forward-backward stochastic differential delay equations  impulse controls  maximum principle  optimal control   A kind of stochastic linear-quadratic stackelberg differential game with overlapping information 期刊论文 Chinese Control Conference, CCC, 2017, 页码: 1799-1804 作者:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/12 maximum principle  overlapping information  Stackelberg differential game  stochastic filtering  stochastic linear-quadratic optimal control