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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
descriptor systems
event-triggered
linear matrix inequalities (LMIs)
Markovian jump
stochastic control
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
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  |  
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
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
Singular stochastic Ito systems
Markov jump systems
finite-time
H-infinity control
generally uncertain transition rates
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
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  |  
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
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  |  
浏览/下载:14/0
  |  
提交时间:2019/12/02
Necessary optimality conditions
Sufficient optimality conditions
Regular-singular control
Stochastic differential game
Asymmetric information
Saddle point
Nash equilibrium
Optimal investment
Dividend
Model uncertainty
91G80
91A15
91A23
93E20
60J75
91B28
91B30
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
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/02
Maximum principle
Stochastic differential game
Regular-singular control
Malliavin calculus
Asymmetric partial informations
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
Optimal investment
dividend
insurance claim process
maximum principle
regular-singular stochastic control
partial information
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
Stochastic differential game
Forward-backward stochastic differential equations
Maximum principle
Regular-singular control
Model uncertainty
Asymmetry informations
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
Backward stochastic differential equations
Nonconvex control domain
Singular control
Stochastic maximum principle
Stochastic recursive optimal control
Variational equation
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