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山东大学 [27]
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期刊论文 [16]
会议论文 [11]
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2019 [1]
2018 [2]
2017 [3]
2016 [4]
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专题：山东大学
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LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL PROBLEMS WITH OPERATOR COEFFICIENTS: OPEN-LOOP SOLUTIONS
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 卷号: 25
作者:
Wei, Qingmeng
;
Yong, Jiongmin
;
Yu, Zhiyong
收藏
|
浏览/下载：16/0
|
提交时间：2019/12/11
Linear stochastic differential equation with operator coefficients
open-loop solvability
forward-backward stochastic differential
equations
mean-field linear quadratic control problem
mean-variance
portfolio selection
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
期刊论文
中国科学. 数学, 2018, 卷号: 61, 期号: 3, 页码: 563-576
作者:
Li Na
;
Wu Zhen
;
Yu Zhiyong
收藏
|
浏览/下载：7/0
|
提交时间：2019/12/11
stochastic linear-quadratic problem
Hamiltonian system
Riccati
equation
Poisson process
indefinite case
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
期刊论文
Science China(Mathematics), 2018, 期号: 03, 页码: 563-576
作者:
Na Li
;
Zhen Wu
;
Zhiyong Yu
收藏
|
浏览/下载：7/0
|
提交时间：2019/12/11
stochastic linear-quadratic problem
Hamiltonian system
Riccati equation
Poisson process
indefinite case
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
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浏览/下载：1/0
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提交时间：2019/12/11
INFINITE HORIZON JUMP-DIFFUSION FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATION TO BACKWARD LINEAR-QUADRATIC PROBLEMS
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2017, 卷号: 23, 期号: 4, 页码: 1331-1359
作者:
Yu, Zhiyong
收藏
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浏览/下载：16/0
|
提交时间：2019/12/12
Forward-backward stochastic differential equation
monotonicity
condition
stochastic optimal control
nonzero-sum stochastic
differential game
linear-quadratic problem
Stochastic linear-quadratic optimal control problems with delay and Lévy processes
期刊论文
Chinese Control Conference, CCC, 2016, 卷号: 2016-August, 页码: 1758-1763
作者:
Li N.
;
Wu Z.
收藏
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浏览/下载：2/0
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提交时间：2019/12/16
forward-backward stochastic differential equation with delay
linear-quadratic problem
Lévy processes
Stochastic optimal control
Stochastic Linear-Quadratic Optimal Control Problems with Delay and Lvy Processes
会议论文
第35届中国控制会议
作者:
Na Li
;
Zhen Wu
收藏
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浏览/下载：8/0
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提交时间：2019/12/31
Stochastic optimal control
linear-quadratic problem
forward-backward stochastic differential equation with delay
Lvy processes
Stochastic Linear-Quadratic Optimal Control Problems with Delay and Levy Processes
会议论文
35th Chinese Control Conference (CCC), JUL 27-29, 2016
作者:
Li, Na
;
Wu, Zhen
收藏
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浏览/下载：4/0
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提交时间：2019/12/31
Stochastic optimal control
linear-quadratic problem
forward-backward
stochastic differential equation with delay
Levy processes
Stochastic linear-quadratic optimal control problems with delay and Lévy processes
会议论文
35th Chinese Control Conference, CCC 2016, July 27, 2016 - July 29, 2016
作者:
Li, Na
;
Wu, Zhen
收藏
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浏览/下载：3/0
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提交时间：2019/12/31
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