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CORC

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Optimal control of backward doubly stochastic system 期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 12, 页码: 1844-1854
作者:  Wang, Wencan
收藏  |  浏览/下载：15/0  |  提交时间：2019/12/11
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
A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 859-874
作者:  Huang, Hong;  Wang, Xiangrong;  Liu, Meijuan
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
The connection between mean-field linear-quadratic-Gaussian games of forward and backward stochastic differential systems 期刊论文
Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 5042-5047
作者:  Du, Kai;  Wu, Zhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16
Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017
作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11
Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Lévy Process 期刊论文
Mathematical Problems in Engineering, 2017, 卷号: 2017
作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11
Linear-quadratic optimal control problem of forward-backward stochastic system with delay 会议论文
36th Chinese Control Conference, CCC 2017, 26 July 2017 through 28 July 2017
作者:  Li, Na;  Wang, Guangchen;  Wu, Zhen
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31
Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay 会议论文
第36届中国控制会议
作者:  Na Li;  Guangchen Wang;  Zhen Wu
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31
Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay 会议论文
36th Chinese Control Conference (CCC), JUL 26-28, 2017
作者:  Li, Na;  Wang, Guangchen;  Wu, Zhen
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/31
The Connection between Mean-Field Linear-Quadratic-Gaussian Games of Forward and Backward Stochastic Differential Systems 会议论文
Chinese Automation Congress (CAC), OCT 20-22, 2017
作者:  Du, Kai;  Wu, Zhen
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/31

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