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| 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
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  收藏 | 浏览/下载：8/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：9/0 | 提交时间：2019/12/11
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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
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收藏 | 浏览/下载：16/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：4/0 | 提交时间：2019/12/11
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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
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收藏 | 浏览/下载：15/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：4/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：3/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：7/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：7/0 | 提交时间：2019/12/11
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| 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
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收藏 | 浏览/下载：3/0 | 提交时间：2019/12/11
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