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山东大学 [165]

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	A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276 作者: Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equation stochastic differential game maximum principle equilibrium point stochastic filtering
	The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 卷号: 471, 期号: 1-2, 页码: 378-391 作者: Ji, Shaolin; Xue, Xiaole 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Backward stochastic differential equations Nonconvex control domain Singular control Stochastic maximum principle Stochastic recursive optimal control Variational equation
	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. 收藏 \| 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
	Maximum principle for optimal control problem with delay 期刊论文 Proceedings 2018 Chinese Automation Congress, CAC 2018, 2019, 页码: 842-846 作者: Wang, Peng 收藏 \| 浏览/下载：13/0 \| 提交时间：2019/12/11 delayed differential equation duality technique LQ optimal control maximum principle optimal control
	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 收藏 \| 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
	Connection between the adjoint variables and value function for controlled fully coupled FBSDEs: The global case 期刊论文 Proceedings - 2019 34rd Youth Academic Annual Conference of Chinese Association of Automation, YAC 2019, 2019, 页码: 617-624 作者: Shi, Jingtao 收藏 \| 浏览/下载：7/0 \| 提交时间：2019/12/11 Dynamic programming principle Fully coupled FBSDEs Maximum principle Sub- and super-derivatives
	Risk-sensitive stochastic control with applications to an optimal investment problem under correlated noises 期刊论文 Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1356-1363 作者: Yang, Le; Zheng, Yueyang; Shi, Jingtao 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/11 Correlation coefficient Maximum principle Optimal investment Riccati equation Risk-sensitive stochastic control
	An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1 作者: Huang, Pengyan; Wang, Guangchen; Zhang, Huanjun 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 Mean-field backward stochastic differential equation Asymmetric information Nash equilibrium point Maximum principle Filter
	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 收藏 \| 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 收藏 \| 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

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