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H-infinity robust control based on event-triggered sampling for hybrid systems with singular Markovian jump 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2019, 卷号: 42, 页码: 790-805
作者:  Pan, Suying[1];  Ye, Zhiyong[2];  Zhou, Jin[3]
收藏  |  浏览/下载:13/0  |  提交时间:2019/04/22
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
Finite-Time Stochastic H-infinity Control for Singular Markovian Jump Systems With (x, v)-Dependent Noise and Generally Uncertain Transition Rates 期刊论文
IEEE ACCESS, 2019, 卷号: 7, 页码: 64812-64826
作者:  Zhao, Yong;  Zhang, Tianliang;  Fu, You;  Ma, Limin
收藏  |  浏览/下载:13/0  |  提交时间:2019/12/11
Finite-time stochastic H∞ control for singular markovian jump systems with (x,v)-Dependent noise and generally uncertain transition rates 期刊论文
IEEE Access, 2019, 卷号: 7, 页码: 64812-64826
作者:  Zhao, Yong;  Zhang, Tianliang;  Fu, You;  Ma, Limin
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/11
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems 期刊论文
European Journal of Control, 2019, 卷号: 50, 页码: 96-106
作者:  Hao, Tao;  Meng, Qingxin
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/11
Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 页码: 501-532
作者:  Wang, Yan;  Wang, Lei;  Teo, Kok Lay
收藏  |  浏览/下载:14/0  |  提交时间:2019/12/02
Maximum principle via Malliavin calculus for regular-singular stochastic differential games 期刊论文
OPTIMIZATION LETTERS, 2018, 卷号: 12, 页码: 1301-1314
作者:  Wang, Yan;  Song, Aimin;  Wang, Lei;  Sun, Jie
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/02
STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 卷号: 14, 页码: 653-671
作者:  Wang, Yan;  Zhao, Yanxiang;  Wang, Lei;  Song, Aimin;  Ma, Yanping
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/02
Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty 期刊论文
APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 58, 页码: 254-269
作者:  Wang, Yan;  Wang, Lei
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/02
The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文
Journal of Mathematical Analysis and Applications, 2018
作者:  Ji S.;  Xue X.
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11


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