QQ客服 官方微博 反馈留言

浏览/检索结果: 共9条，第1-9条 帮助 限定条件 发表日期：2018     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 Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information 期刊论文 JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 页码: 501-532 作者:  Wang, Yan;  Wang, Lei;  Teo, Kok Lay 收藏  |  浏览/下载：14/0  |  提交时间：2019/12/02 Necessary optimality conditions  Sufficient optimality conditions  Regular-singular control  Stochastic differential game  Asymmetric information  Saddle point  Nash equilibrium  Optimal investment  Dividend  Model uncertainty  91G80  91A15  91A23  93E20  60J75  91B28  91B30   Maximum principle via Malliavin calculus for regular-singular stochastic differential games 期刊论文 OPTIMIZATION LETTERS, 2018, 卷号: 12, 页码: 1301-1314 作者:  Wang, Yan;  Song, Aimin;  Wang, Lei;  Sun, Jie 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 Maximum principle  Stochastic differential game  Regular-singular control  Malliavin calculus  Asymmetric partial informations   STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER 期刊论文 JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 卷号: 14, 页码: 653-671 作者:  Wang, Yan;  Zhao, Yanxiang;  Wang, Lei;  Song, Aimin;  Ma, Yanping 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/02 Optimal investment  dividend  insurance claim process  maximum principle  regular-singular stochastic control  partial information   Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty 期刊论文 APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 58, 页码: 254-269 作者:  Wang, Yan;  Wang, Lei 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 Stochastic differential game  Forward-backward stochastic differential equations  Maximum principle  Regular-singular control  Model uncertainty  Asymmetry informations   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   Finite-Time H∞ Filtering for Nonlinear Singular Systems With Nonhomogeneous Markov Jumps 期刊论文 IEEE Transactions on Cybernetics, 2018 作者:  Wang J.;  Ma S.;  Zhang C.;  Fu M. 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Fuzzy systems  Linear matrix inequalities  Markov processes  Networked control systems  Nonhomogeneous Markov chain  singular stochastic H∞  finite-time boundedness (SSH∞  FTB)  singular T-S fuzzy systems  Stability analysis  Symmetric matrices   ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING 期刊论文 ADVANCES IN APPLIED PROBABILITY, 2018, 卷号: 50, 期号: 3, 页码: 671-705 作者:  Ferrari, Giorgio;  Yang, Shuzhen 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 Singular stochastic control  optimal stopping  regime switching  Hamilton-Jacobi-Bellman equation  free boundary  commodity extraction  optimal selling   Exponential mean-square stability of stochastic singular systems with markov switching 会议论文 37th Chinese Control Conference, CCC 2018, July 25, 2018 - July 27, 2018 作者:  Jiao, Ticao;  Zheng, Wei Xing;  Zong, Guangdeng 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31 Exponential mean-square stability of stochastic singular systems with Markov switching 会议论文 37th Chinese Control Conference (CCC), JUL 25-27, 2018 作者:  Jiao, Ticao;  Zheng, Wei Xing;  Zong, Guangdeng 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/31 Stochastic singular systems  Markov switching  exponential mean-square  stability