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浏览/检索结果: 共6条，第1-6条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   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 control of backward doubly stochastic system 期刊论文 IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 12, 页码: 1844-1854 作者:  Wang, Wencan 收藏  |  浏览/下载：15/0  |  提交时间：2019/12/11 stochastic processes  linear quadratic control  maximum principle  optimal control  stochastic systems  variational techniques  differential equations  sufficient condition  forward doubly stochastic  differential equation  forward-backward doubly stochastic differential  equation  optimal harvesting problem  linear-quadratic optimal control  problem  backward doubly stochastic system  control domain  classical  spike variation  duality technique  necessary condition   PARTIALLY OBSERVED OPTIMAL CONTROLS OF FORWARD- BACKWARD DOUBLY STOCHASTIC SYSTEMS 期刊论文 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2013, 卷号: 19, 期号: 3, 页码: 828-843 作者:  Shi, Yufeng;  Zhu, Qingfeng 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23 Forward-backward doubly stochastic system  partially observed optimal  control  maximum principle  adjoint equation   Maximum principle for partially observed optimal control of backward doubly stochastic systems 期刊论文 Proceedings of the 30th Chinese Control Conference, CCC 2011, 2011, 页码: 1383-1388 作者:  Zhu, Qingfeng;  Wang, Tianxiao;  Shi, Yufeng 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/23 Adjoint equation  Backward doubly stochastic system  Maximum principle  Partially observed optimal control   BDSDEs with Markov Chains and applications in Markovian-Switching LQ problems for backward doubly stochastic system 期刊论文 Proceedings of the 30th Chinese Control Conference, CCC 2011, 2011, 页码: 1323-1328 作者:  Tao, Ran;  Wu, Zhen 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/23 BDSDEs  Markov Chain  Markovian Switching  Stochastic LQ problem   Maximum Principle for Partially Observed Optimal Control of Backward Doubly Stochastic Systems 会议论文 30th Chinese Control Conference, JUL 22-24, 2011 作者:  Zhu Qingfeng;  Wang Tianxiao;  Shi Yufeng 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31 Backward doubly stochastic system  Partially observed optimal control  Maximum principle  Adjoint equation   BDSDEs with Markov Chains and Applications in Markovian-Switching LQ Problems for Backward Doubly Stochastic System 会议论文 30th Chinese Control Conference, JUL 22-24, 2011 作者:  Tao Ran;  Wu Zhen 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/31 BDSDEs  Markov Chain  Markovian Switching  Stochastic LQ problem