已选(0)清除
条数/页: 排序方式:
|
| Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem 期刊论文 APPLIED MATHEMATICS AND COMPUTATION, 2019, 卷号: 355, 页码: 282-298 作者: Douissi, Soukaina; Wen, Jiaqiang; Shi, Yufeng
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:1/0  |  提交时间:2019/12/11
|
| A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276 作者: Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:10/0  |  提交时间:2019/12/11
|
| The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 卷号: 471, 期号: 1-2, 页码: 378-391 作者: Ji, Shaolin; Xue, Xiaole
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
|
| An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 97-110 作者: Lin, Yaning; Jiang, Xiushan; Zhang, Weihai
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:17/0  |  提交时间:2019/12/11
|
| Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds 期刊论文 International Journal of Control, 2019 作者: Du K.; Huang J.; Wu Z.
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
|
| The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者: Wang W.; Wu J.; Liu Z.
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:8/0  |  提交时间:2019/12/11
|
| An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations 期刊论文 Numerical Algorithms, 2019 作者: Sun Y.; Zhao W.
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:8/0  |  提交时间:2019/12/11
|
| A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint 期刊论文 Communications in Statistics - Theory and Methods, 2019 作者: Wu Z.; Xu Z.
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
|
| Mean-field backward stochastic differential equation with non-Lipschitz coefficient 期刊论文 Asian Journal of Control, 2019 作者: Wang G.; Zhang H.
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:5/0  |  提交时间:2019/12/11
|
| Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise 期刊论文 ELECTRONIC JOURNAL OF PROBABILITY, 2019, 卷号: 24 作者: Balan, Raluca M.; Quer-Sardanyons, Lluis; Song, Jian
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:11/0  |  提交时间:2019/12/11
|