QQ客服 官方微博 反馈留言

浏览/检索结果: 共10条，第1-10条 帮助 限定条件 发表日期：2018    专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     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 Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 期刊论文 Chinese Control Conference, CCC, 2018, 卷号: 2018-July, 页码: 1445-1450 作者:  Shi, Jingtao 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Dynamic programming principle  Fully coupled FBSDE  Maximum principle  Stochastic optimal control   The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文 Journal of Mathematical Analysis and Applications, 2018 作者:  Ji S.;  Xue X. 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Backward stochastic differential equations  Nonconvex control domain  Singular control  Stochastic maximum principle  Stochastic recursive optimal control  Variational equation   A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 859-874 作者:  Huang, Hong;  Wang, Xiangrong;  Liu, Meijuan 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Forward-backward stochastic control system driven by Levy process  maximum principle  optimal portfolio  terminal state constraint   The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional 期刊论文 SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 11-18 作者:  Yang, Shuzhen 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 Stochastic differential equations  Stochastic maximum principle  Constrained conditions   Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance 期刊论文 CHINESE ANNALS OF MATHEMATICS SERIES B, 2018, 卷号: 39, 期号: 5, 页码: 773-790 作者:  Lv, Siyu;  Wu, Zhen 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11 Stochastic maximum principle  Dynamic programming principle  Forward-backward stochastic differential equation  Regime switching  Jump diffusion   A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 6, 页码: 4309-4335 作者:  Hu, Mingshang;  Ji, Shaolin;  Xue, Xiaole 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 forward-backward stochastic differential equations  nonconvex control  domain  stochastic recursive optimal control  maximum principle  spike  variation   A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint 期刊论文 SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 27-30 作者:  Huang, Jianhui;  Wang, Haiyang;  Wu, Zhen 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Maximum principle  Reflected backward stochastic differential equations  Recursive optimal control problems  Mixed control problems  Clarke's  generalized gradient   Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance 期刊论文 Chinese Annals of Mathematics, Series B, 2018, 期号: 05, 页码: 773-790 作者:  Siyu LV;  Zhen WU 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Stochastic maximum principle  Dynamic programming principle  Forward-backward stochastic differential equation  Regime switching  Jump diffusion   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 会议论文 37th Chinese Control Conference (CCC), JUL 25-27, 2018 作者:  Shi, Jingtao 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Stochastic optimal control  fully coupled FBSDE  dynamic programming  principle  maximum principle   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 会议论文 第37届中国控制会议 作者:  Jingtao Shi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Stochastic optimal control  fully coupled FBSDE  dynamic programming principle  maximum principle