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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 发表日期：2018     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 Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance 期刊论文 APPLIED MATHEMATICS AND COMPUTATION, 2018, 卷号: 321, 页码: 577-592 作者:  Wu, Zhen;  Zhuang, Yi 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Linear-quadratic problem  Stochastic differential game  Forward-backward  stochastic differential equation  Partial information  g-expectation   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 Forward–backward stochastic differential equations  Hamiltonian system  Stochastic differential delayed equations  Stochastic linear quadratic problem   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   FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND LINEAR-QUADRATIC GENERALIZED STACKELBERG GAMES 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 6, 页码: 4148-4180 作者:  Li, Na;  Yu, Zhiyong 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 forward-backward stochastic differential equation  linear-quadratic  problem  generalized Stackelberg game  stochastic optimal control