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浏览/检索结果: 共6条，第1-6条 帮助 限定条件 专题：大连理工大学    第一署名单位    第一作者单位    通讯作者单位     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   Sliding Mode Control with Passivity of Switched Stochastic Singular Systems Under Asynchronous Switching 会议论文 30th Chinese Control Conference, Yantai, PEOPLES R CHINA, 2011-07-22 作者:  Zhang Feng;  Lian Jie 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/18 Switched Stochastic Singular Systems  Mean-Square Exponential Stability  Stochastic Passivity  Matched Periods  Mismatched Periods   Optimal and self-tuning state estimation for singular stochastic systems: A polynomial equation approach 期刊论文 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2004, 卷号: 51, 页码: 327-333 作者:  Zhang, HS;  Xie, LH;  Soh, YC;  Wang, W 收藏  |  浏览/下载：2/0  |  提交时间：2020/01/02 innovation analysis  optimal state estimation  polynomial equation approach  self-tuning estimation  singular stochastic systems