×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [10]
大连理工大学 [4]
中南大学 [3]
自动化研究所 [2]
四川大学 [2]
上海大学 [2]
更多...
内容类型
期刊论文 [23]
发表日期
2019 [2]
2018 [2]
2017 [2]
2015 [5]
2014 [2]
2013 [1]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共23条,第1-10条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
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
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
Stochastic optimal control
Exchange rate
Geometric Levy processes
Geometric Brownian motion
Quasi-variational inequalities
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
Stochastic programming
multiobjective programming
parametric variational inequalities
sample average approximation
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
Inventory control
Mean-reverting Ornstein-Uhlenbeck process
Quadratic costs
Quasi-variational inequalities
Stochastic impulse control
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
Stochastic variational inequalities
Bicriteria model
Expected residual minimization
Regularization
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
REGULARIZATION parameter
VARIATIONAL inequalities (Mathematics)
MATHEMATICAL optimization
ITERATIVE methods (Mathematics)
MONTE Carlo method
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 vector variational inequalities
Expected residual minimization formulation
Sample average approximation
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
Skorohod problem
Stochastic variational inequalities
Frechet
subdifferential
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
backward stochastic differential equations
variational inequalities
subdifferential operators
viscosity solutions
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
forward-backward stochastic differential equations
variational
inequalities
subdifferential operators
viscosity solutions
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
Backward stochastic differential equation
Fractional Brownian motion
Divergence-type integral
Malliavin calculus
Backward stochastic variational inequality
Subdifferential operator
©版权所有 ©2017 CSpace - Powered by
CSpace