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科研机构
山东大学 [5]
内容类型
会议论文 [5]
发表日期
2015 [2]
2013 [2]
2011 [1]
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A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator
会议论文
34th Chinese Control Conference (CCC), JUL 28-30, 2015
作者:
Shi Jingtao
;
Wang Guangchen
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/31
Non-zero sum differential game
backward stochastic differential
equation
time-delayed generator
openloop equilibrium point
Arrow's
sufficient optimality condition
A Non-Zero Sum Differential Game of BSDE with Time-Delayed Generator
会议论文
第三十四届中国控制会议
作者:
SHI Jingtao
;
WANG Guangchen
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
Non-zero sum differential game
backward stochastic differential equation
time-delayed generator
openloop equilibrium point
Arrow\'s sufficient optimality condition
Optimal Control of BSDEs with Time Delayed Generators Driven by Brownian Motions and Poisson Random Measures
会议论文
32nd Chinese Control Conference (CCC), JUL 26-28, 2013
作者:
Shi Lingtao
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/31
Stochastic optimal control
Backward stochastic differential equation
time-delayed generator
time-advanced stochastic differential equation
with jumps
Poisson random measure
maximum principle
Optimal Control of BSDEs with Time Delayed Generators Driven by Brownian Motions and Poisson Random Measures
会议论文
第三十二届中国控制会议
作者:
SHI Jingtao
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/31
Stochastic optimal control
Backward stochastic differential equation
time-delayed generator
time-advanced stochastic differential equation with jumps
Poisson random measure
maximum principle
Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators
会议论文
30th Chinese Control Conference, JUL 22-24, 2011
作者:
Shi Jingtao
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/31
Stochastic optimal control
Backward stochastic differential equation
Time delayed generator
Maximum principle
Optimal consumption
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