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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 内容类型：会议论文     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 Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 34th Chinese Control Conference (CCC), JUL 28-30, 2015 作者:  Lv Siyu;  Wu Zhen;  Zhuang Yi 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31 Recursive utility  Mean-variance portfolio selection  Maximum principle  Forward-backward stochastic system  Linear-convex optimal control  problem   Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 第三十四届中国控制会议 作者:  Lv Siyu;  Wu Zhen;  Zhuang Yi 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/31 Recursive utility  Mean-variance portfolio selection  Maximum principle  Forward-backward stochastic system  Linear-convex optimal control problem   Recursive LQ Problem for Delay Systems Involving Continuous and Impulse Controls 会议论文 31st Chinese Control Conference, JUL 25-27, 2012 作者:  Chen, Li;  Wu, Zhen 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31 linear-quadratic stochastic optimal control  anticipated backward  stochastic differential equation  forward-backward stochastic  differential equation  control systems with delay   The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications to Finance 会议论文 29th Chinese Control Conference, JUL 29-31, 2010 作者:  Shi Jingtao 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Backward Stochastic Differential Equation  Recursive Optimal Control  Maximum Principle  Dynamic Programming Principle  Portfolio Optimization   Robust kalman filter and smoothing recursive estimator for multiscale autoregressive process (EI收录) 会议论文 International Conference on Signal Processing Proceedings, ICSP, Beijing, China, August 31, 2004 - September 4, 2004 作者:  Wen, Xian-Bin[1,3];  Tian, Zheng[2];  Lin, Wei[2] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/18 Algorithms  Estimation  Gaussian noise (electronic)  Least squares approximations  Maximum likelihood estimation  Optimal control systems  Problem solving  Regression analysis  Signal processing  Statistical methods  Stochastic control systems