中国开放科研知识云: 检索

验证码:

换一张

忘记密码？记住我

取消登录

CORC

首页
科研机构
检索
知识图谱
申请加入
托管服务

在结果中检索

科研机构

山东大学 [17]

山东师范大学 [2]

北京大学 [1]

西安交通大学 [1]

数学与系统科学研究院 [1]

自动化研究所 [1]

内容类型

期刊论文 [18]

会议论文 [4]

学位论文 [1]

发表日期

知识图谱

CORC

已提交作品

待认领作品

已认领作品

未提交全文

浏览/检索结果: 共23条，第1-10条

帮助

已选(0)清除条数/页：排序方式：
	A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint 期刊论文 SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 27-30 作者: Huang, Jianhui; Wang, Haiyang; Wu, Zhen 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Maximum principle Reflected backward stochastic differential equations Recursive optimal control problems Mixed control problems Clarke's generalized gradient
	TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 6, 页码: 4156-4201 作者: Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/16 time-inconsistency equilibrium strategy stochastic optimal control stochastic differential games equilibrium Hamilton-Jacobi-Bellman equation
	CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3258-3294 作者: Nie, Tianyang; Shi, Jingtao; Wu, Zhen 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/12 stochastic recursive optimal control backward stochastic differential equation maximum principle dynamic programming principle subjets superjets viscosity solution
	Optimal fault detection design via iterative estimation methods for industrial control systems 期刊论文 JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2016 Li, Linlin; Ding, Steven X.; Zhang, Yong; Yang, Ying 收藏 \| 浏览/下载：4/0 \| 提交时间：2017/12/03 LEAST-SQUARES ESTIMATION PIECEWISE LYAPUNOV FUNCTIONS TIME-VARYING SYSTEMS FEEDBACK-CONTROL SENSOR NETWORKS LINEAR-SYSTEMS DELAY SYSTEMS PART I KALMAN NONLINEARITIES
	Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case 期刊论文 2016 AMERICAN CONTROL CONFERENCE (ACC), 2016, 卷号: 2016-July, 页码: 7225-7230 作者: Nie, Tianyang; Shi, Jingtao; Wu, Zhen 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/17
	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
	连续状态系统的近似最优在线强化学习学位论文工学博士, 中国科学院自动化研究所: 中国科学院大学, 2015 作者: 朱圆恒收藏 \| 浏览/下载：173/0 \| 提交时间：2015/09/02 强化学习最优控制近似策略迭代概率近似最优连续状态系统收敛性在线学习 kd树 Reinforcement learning optimal control approximate policy iteration probably approximately correct continuous-state system convergence online learning kd-tree
	Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2015 作者: Li, Na; Yu, Zhiyong 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/17 forward-backward stochastic differential equation Poisson process stochastic optimal control linear-quadratic problem nonzero-sum stochastic differential game Nash equilibrium
	Recursive mean-variance portfolio choice problems with constrained portfolios 期刊论文 Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 2446-2449 作者: Lv, Siyu; Wu, Zhen; Zhuang, Yi 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/17 Forward-backward stochastic system Linear-convex optimal control problem Maximum principle Mean-variance portfolio selection Recursive utility
	Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios 会议论文 34th Chinese Control Conference (CCC), JUL 28-30, 2015 作者: Lv Siyu; Wu Zhen; Zhuang Yi 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/31 Recursive utility Mean-variance portfolio selection Maximum principle Forward-backward stochastic system Linear-convex optimal control problem

相关链接
欧盟学术资源开放存取平台
CALIS高校机构知识库
台湾学术机构典藏
香港机构知识库整合系统
中国科学院机构知识库网格系统

CORC
关于我们
服务条款
隐私条款

联系我们
0931-8270076
cspace@llas.ac.cn
China-OR

中文简体

©版权所有 ©2017 CSpace - Powered by CSpace