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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：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 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   A stochastic micromechanical model for fiber-reinforced concrete using maximum entropy principle 期刊论文 ACTA MECHANICA, 2018, 卷号: 229, 页码: 2719-2735 作者:  Chen, Qing[1];  Zhu, Hehua[2];  Ju, J. Woody[3];  Yan, Zhiguo[4];  Wang, Changhong[5] 收藏  |  浏览/下载：11/0  |  提交时间：2019/04/22 Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching 期刊论文 2018, 卷号: 61, 期号: 7, 页码: J0001 作者:  Shuaiqi ZHANG[1];  Jie XIONG[2,3];  Xiangdong LIU[4] 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/10 随机  微分方程  切换  控制问题  过滤技术  最小化   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