CORC

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:
Optimal exchange rates management using stochastic impulse control for geometric Levy processes 期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2019, 卷号: 89, 期号: 2, 页码: 257-280
作者:  Wu, Jinbiao*
收藏  |  浏览/下载:19/0  |  提交时间:2019/12/03
ASYMPTOTIC CONVERGENCE OF STATIONARY POINTS OF STOCHASTIC MULTIOBJECTIVE PROGRAMS WITH PARAMETRIC VARIATIONAL INEQUALITY CONSTRAINT VIA SAA APPROACH 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 1653-1675
作者:  Pang, Liping;  Meng, Fanyun;  Wang, Jinhe
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/02
OPTIMAL IMPULSE CONTROL OF A MEAN-REVERTING INVENTORY WITH QUADRATIC COSTS 期刊论文
Journal of Industrial and Management Optimization, 2018, 卷号: 14, 期号: 4, 页码: 1685-1700
作者:  Hu, Yanqing;  Liu, Zaiming;  Wu, Jinbiao*
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/03
Deterministic Bicriteria Model for Stochastic Variational Inequalities 期刊论文
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2018, 卷号: 6, 页码: 507-527
作者:  Yang, Xin-Min[1];  Zhao, Yong[2];  Lin, Gui-Hua[3]
收藏  |  浏览/下载:4/0  |  提交时间:2019/04/22
Regularization Smoothing Approximation of Fuzzy Parametric Variational Inequality Constrained Stochastic Optimization. 期刊论文
Journal of Computational Analysis & Applications, 2017, 卷号: Vol.22 No.5, 页码: 841-857
作者:  Lan, HY
收藏  |  浏览/下载:8/0  |  提交时间:2019/02/25
Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2017, 卷号: 175, 页码: 545-566
作者:  Zhao, Yong[1];  Zhang, Jin[2];  Yang, Xinmin[3];  Lin, Gui-Hua[4]
收藏  |  浏览/下载:8/0  |  提交时间:2019/04/24
Stochastic variational inequalities on non-convex domains 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2015, 卷号: 259, 期号: 12, 页码: 7332-7374
作者:  Buckdahn, Rainer;  Maticiuc, Lucian;  Pardoux, Etienne;  Rascanu, Aurel
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/17
Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality 期刊论文
中国科学:数学(英文版), 2015, 卷号: 58, 期号: 4, 页码: 729-748
作者:  NIE TianYang
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/17
A stochastic approach to a new type of parabolic variational inequalities 期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2015, 卷号: 87, 期号: 3, 页码: 477-517
作者:  Nie, Tianyang
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/17
Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities 期刊论文
Journal of theoretical probability, 2015, 卷号: 28, 期号: 1, 页码: 337-395
作者:  Maticiuc, Lucian;  Nie, Tianyang
收藏  |  浏览/下载:12/0  |  提交时间:2019/12/17


©版权所有 ©2017 CSpace - Powered by CSpace