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浏览/检索结果: 共7条，第1-7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 Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds 期刊论文 International Journal of Control, 2019 作者:  Du K.;  Huang J.;  Wu Z. 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 forward–backward stochastic differential equation  mean-field game  terminal constraint  ε-Nash equilibrium   A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint 期刊论文 Communications in Statistics - Theory and Methods, 2019 作者:  Wu Z.;  Xu Z. 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 doubly reflected backward stochastic differential equation  mixed differential game  recursive utility  stochastic zero-sum differential game  sufficient condition   LINEAR-QUADRATIC-GAUSSIAN MIXED MEAN-FIELD GAMES WITH HETEROGENEOUS INPUT CONSTRAINTS 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 4, 页码: 2835-2877 作者:  Hu, Ying;  Huang, Jianhui;  Nie, Tianyang 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11 epsilon-Nash equilibrium  forward-backward stochastic differential  equation  input constraint  projection operator  linear-quadratic mixed  mean-field games   CONSTRAINED BSDES, VISCOSITY SOLUTIONS OF VARIATIONAL INEQUALITIES AND THEIR APPLICATIONS 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2013, 卷号: 3, 期号: 2, 页码: 233-244 作者:  Peng, Shige;  Xu, Mingyu 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/23 Backward stochastic differential equation with a constraint  viscosity  solution  variational inequality   Reflected BSDE with a constraint and its applications in an incomplete market 期刊论文 BERNOULLI, 2010, 卷号: 16, 期号: 3, 页码: 614-640 作者:  Peng, Shige;  Xu, Mingyu 收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 American options in an incomplete market  backward stochastic differential equation with a constraint  reflected backward stochastic differential equation   Reflected BSDE with a constraint and its applications in an incomplete market 期刊论文 Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2010, 卷号: 16, 期号: 3, 页码: 614-640 作者:  Peng, S.;  Xu, M. 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/26 American options in an incomplete market  Backward stochastic differential equation with a constraint  Reflected backward stochastic differential equation   Reflected forward-backward stochastic differential equations with continuous monotone coefficients 期刊论文 STATISTICS & PROBABILITY LETTERS, 2010, 卷号: 80, 期号: 21-22, 页码: 1569-1576 作者:  Huang, Zongyuan;  Lepeltier, Jean-Pierre;  Wu, Zhen 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/26 Forward-backward stochastic differential equation  Obstacle constraint  Reflection  Increasing process