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浏览/检索结果: 共133条，第1-10条 帮助 限定条件 发表日期：2018    专题：山东大学    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 ON EFFECTIVE STOCHASTIC GALERKIN FINITE ELEMENT METHOD FOR STOCHASTIC OPTIMAL CONTROL GOVERNED BY INTEGRAL-DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS 期刊论文 JOURNAL OF COMPUTATIONAL MATHEMATICS, 2018, 卷号: 36, 期号: 2, 页码: 183-201 作者:  Shen, Wanfang;  Ge, Liang 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 Effective gradient algorithm  Stochastic Galerkin method  Optimal  control problem  Elliptic integro-differential equations with random  coefficients   Mean-variance hedging with basis risk 期刊论文 Applied Stochastic Models in Business and Industry, 2018 作者:  Xue X.;  Zhang J.;  Weng C. 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 basis risk  BSDE  Malliavin derivative  mean-variance analysis  optimal hedging  stochastic LQ control   Solution to Mixed H 2/H ∞ Control for Discrete–time Systems with (x,u,v)–dependent Noise 期刊论文 International Journal of Control, Automation and Systems, 2018 作者:  Li X.;  Wang W.;  Xu J.;  Zhang H. 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11 Leader–follower game approach  necessary and sufficient conditions  Riccati equation  stochastic H2/H∞ control   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 期刊论文 Chinese Control Conference, CCC, 2018, 卷号: 2018-July, 页码: 1445-1450 作者:  Shi, Jingtao 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Dynamic programming principle  Fully coupled FBSDE  Maximum principle  Stochastic optimal control   Optimal Stabilization Control for Discrete-time Mean-field Stochastic Systems 期刊论文 IEEE Transactions on Automatic Control, 2018 作者:  Zhang H.;  Qi Q.;  Fu M. 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 algebraic Riccati equation  Cost function  Mean-field LQ control  Observability  Optimal control  optimal controller  Riccati equations  stabilizing controller  Standards  Stochastic systems  Symmetric matrices   Solution to stochastic LQ control problem for Itô systems with state delay or input delay 期刊论文 Systems and Control Letters, 2018, 卷号: 113, 页码: 86-92 作者:  Liang X.;  Xu J.;  Zhang H. 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/11 Input delay  Itô stochastic system  LQ control  State delay  Value function   Exponential H-infinity synchronization for discrete-time chaotic neural networks with time delays and stochastic perturbations via output feedback control 期刊论文 MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2018, 卷号: 41, 期号: 9, 页码: 3282-3293 作者:   收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11 chaotic neural network  discrete-time system  output feedback control  stochastic perturbation  H-infinity synchronization   Backward stochastic differential equations with rank-based data 期刊论文 中国科学. 数学, 2018, 卷号: 61, 期号: 1, 页码: 27-56 作者:  Chen Zhenqing;  Feng Xinwei 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11 backward stochastic differential equations  ranked particles  named  particles  reflected Brownian motion  partial differential equations  viscosity solution   Stability and Stabilization of Boolean Networks with Stochastic Delays 期刊论文 IEEE Transactions on Automatic Control, 2018 作者:  Meng M.;  Lam J.;  Feng J.;  Cheung K.C. 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Boolean networks  semi-tensor product  stability  stabilization  stochastic delays   Differential equations driven by rough paths with jumps 期刊论文 JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 卷号: 264, 期号: 10, 页码: 6226-6301 作者:  Friz, Peter K.;  Zhang, Huilin 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Rough paths with jumps  Ito stochastic and rough differential equations  with jumps  General semimartingales  Limit theorems