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浏览/检索结果: 共11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 The Navier-Stokes-alpha equation via forward-backward stochastic differential systems 期刊论文 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 卷号: 90, 期号: 1, 页码: 1-28 作者:  Liu, Guoping 收藏  |  浏览/下载：16/0  |  提交时间：2018/07/30 Navier-Stokes-alpha equation  vorticity equation  forward-backward stochastic differential equations  Feynman-Kac formula   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   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   An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations 期刊论文 JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 1-23 作者:  Li, Na;  Wang, Yuan;  Wu, Zhen 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 Forward–backward stochastic differential equations  Hamiltonian system  Stochastic differential delayed equations  Stochastic linear quadratic problem   New Second-Order Schemes for Forward Backward Stochastic Differential Equations 期刊论文 EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2018, 卷号: 8, 期号: 3, 页码: 399-421 作者:  Sun, Yabing;  Zhao, Weidong 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 Forward backward stochastic differential equations  Feynman-Kac formula  difference approximation  second-order scheme   A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS 期刊论文 计算数学：英文版, 2018, 期号: 02 作者:  Jie Yang[1];  Guannan Zhang[2];  Weidong Zhao[3] 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/11 微分方程  随机  一阶  DIRICHLET  多项式插值  边界条件  EULER  非线性   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   FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND LINEAR-QUADRATIC GENERALIZED STACKELBERG GAMES 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 6, 页码: 4148-4180 作者:  Li, Na;  Yu, Zhiyong 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 forward-backward stochastic differential equation  linear-quadratic  problem  generalized Stackelberg game  stochastic optimal control   Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations 期刊论文 Journal of Systems Science and Complexity, 2018 作者:  Liu R.;  Wu Z. 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 Forward-backward stochastic differential equations  linear transformation  monotonicity conditions  optimal control theory  unified approach   Solution to Delayed FBSDEs and Application to the Stochastic LQ Problem With Input Delay 期刊论文 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2018, 卷号: 65, 期号: 6, 页码: 769-773 作者:  Xu, Juanjuan;  Zhang, Huanshui 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 Forward and backward stochastic differential equations  time delay  modified Riccati equation  stochastic LQ control problem