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浏览/检索结果: 共4条，第1-4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 Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process 期刊论文 MATHEMATICAL PROBLEMS IN ENGINEERING, 2017 作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu 收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22 Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process 期刊论文 MATHEMATICAL PROBLEMS IN ENGINEERING, 2017 作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Lévy Process 期刊论文 Mathematical Problems in Engineering, 2017, 卷号: 2017 作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11 INFINITE HORIZON JUMP-DIFFUSION FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATION TO BACKWARD LINEAR-QUADRATIC PROBLEMS 期刊论文 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2017, 卷号: 23, 期号: 4, 页码: 1331-1359 作者:  Yu, Zhiyong 收藏  |  浏览/下载：16/0  |  提交时间：2019/12/12 Forward-backward stochastic differential equation  monotonicity  condition  stochastic optimal control  nonzero-sum stochastic  differential game  linear-quadratic problem