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期刊论文 [47]
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Pinning bipartite synchronization for coupled nonlinear systems with antagonistic interactions and time delay
期刊论文
Physica A: Statistical Mechanics and its Applications, 2022, 卷号: 593
作者:
Zhai, Shidong
;
Huang, Tao
;
Luo, Guoqiang
;
Wang, Xin
;
Ma, Jun
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浏览/下载:27/0
  |  
提交时间:2022/04/21
Linear matrix inequalities
Nonlinear systems
Time delay
Timing circuits
Antagonistic interactions
Boundedness conditions
Condition
Coupled nonlinear systems
Lipschitz
One-sided lipschitz
Pinning control
Quadratic inner-boundedness
Signed graphs
Synchronization problem
Time-Inconsistent Stochastic LQ Problem with Regime Switching
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:
Si, Binbin
;
Ni, Yuan-Hua
;
Zhang, Ji-Feng
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  |  
浏览/下载:15/0
  |  
提交时间:2020/09/23
Forward-backward stochastic difference equation
open-loop equilibrium control
regime switching
stochastic linear-quadratic problem
time inconsistency
Two-step MPC for systems with input non-linearity and norm-bounded disturbance
期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 页码: 183-190
作者:
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  |  
浏览/下载:31/0
  |  
提交时间:2019/11/19
quadratic boundedness technique
sufficient conditions
two-step MPC
stability
norm-bounded disturbance
control nonlinearities
Riccati iterative equation
quadratic cost function minimisation
unconstrained MPC problem
input nonlinearity
Riccati equations
nonlinear algebraic equation
two-step model predictive control
quadratic convergence
closed loop systems
intermediate control law
closed-loop system stability
Hammerstein systems
desaturation
iterative methods
predictive control
linear algebra
nonlinear control systems
linear part
linear systems
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.
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浏览/下载:8/0
  |  
提交时间:2019/12/11
Forward-backward doubly stochastic differential equations
Itô-Lévy processes
linear quadratic problem
maximum principle
variational equation
The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018
作者:
Wang Wencan
;
Wu Jinbiao
;
Liu Zaiming
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
Forward-backward doubly stochastic differential equations
Ito-Levy
processes
linear quadratic problem
maximum principle
variational
equation
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
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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
A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN
期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 3, 页码: 495-507
作者:
Ji, Shaolin
;
Xue, Xiaole
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Stochastic maximum principle
stochastic linear quadratic problem
convex perturbation
backward stochastic differential equation
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
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  |  
浏览/下载:15/0
  |  
提交时间:2019/12/11
stochastic processes
linear quadratic control
maximum principle
optimal control
stochastic systems
variational techniques
differential equations
sufficient condition
forward doubly stochastic
differential equation
forward-backward doubly stochastic differential
equation
optimal harvesting problem
linear-quadratic optimal control
problem
backward doubly stochastic system
control domain
classical
spike variation
duality technique
necessary condition
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
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  |  
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
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  |  
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
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