QQ客服 官方微博 反馈留言

浏览/检索结果: 共6条，第1-6条 帮助 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 Finite horizon H-2/H-infinity control for SDEs with infinite Markovian jumps 期刊论文 NONLINEAR ANALYSIS-HYBRID SYSTEMS, 2019, 卷号: 34, 页码: 108-120 作者:  Hou Ting;  Liu Yueying;  Deng Feiqi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 Stochastic differential equations  Finite horizon  H-2/H-infinity  control  Coupled generalized difference Riccati equations  Infinite  Markovian jumps   Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav 收藏  |  浏览/下载：27/0  |  提交时间：2018/10/07 Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency   Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav 收藏  |  浏览/下载：16/0  |  提交时间：2018/10/07 Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency   Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun 收藏  |  浏览/下载：25/0  |  提交时间：2018/07/30 Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection   Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case 期刊论文 AUTOMATICA, 2015, 卷号: 57, 页码: 65-77 作者:  Ni, Yuan-Hua;  Elliott, Robert;  Li, Xun 收藏  |  浏览/下载：11/0  |  提交时间：2018/07/30 Stochastic linear quadratic optimal control  Mean-field theory  Generalized algebraic Riccati equation   Linear-Quadratic Differential Games for Discrete-Time Stochastic Systems with Markov Jumps and Multiplicative Noise 会议论文 30th Chinese Control Conference, JUL 22-24, 2011 作者:  Sun Huiying;  Jiang Liuyang 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31 Discrete-time stochastic systems  Linear quadratic differential games  Markovian jumps  Coupled generalized difference Riccati equations