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山东大学 [12]

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期刊论文 [12]

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	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者: Wang W.; Wu J.; Liu Z. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Itô-Lévy processes linear quadratic problem maximum principle variational equation
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018 作者: Wang Wencan; Wu Jinbiao; Liu Zaiming 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Ito-Levy processes linear quadratic problem maximum principle variational equation
	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
	Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations 期刊论文 ABSTRACT AND APPLIED ANALYSIS, 2014 作者: Zhu, Qingfeng; Shi, Yufeng 收藏 \| 浏览/下载：7/0 \| 提交时间：2019/12/17
	DIFFERENTIAL GAMES OF PARTIAL INFORMATION FORWARD-BACKWARD DOUBLY SDE AND APPLICATIONS 期刊论文 ESAIM: Control, optimization and calculus of variations, 2014, 卷号: 20, 期号: 1, 页码: 78-94 作者: Eddie C.M. Hui; Hua Xiao 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/17 Stochastic differential game partial information forward-backward doubly stochastic differential equation equilibrium point stochastic filtering
	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
	A Maximum Principle for Controlled Time-Symmetric Forward-Backward Doubly Stochastic Differential Equation with Initial-Terminal Sate Constraints 期刊论文 ABSTRACT AND APPLIED ANALYSIS, 2012 作者: Ji, Shaolin; Wei, Qingmeng; Zhang, Xiumin 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/23
	Forward-backward doubly stochastic differential equations and related stochastic partial differential equations 期刊论文 SCIENCE CHINA-MATHEMATICS, 2012, 卷号: 55, 期号: 12, 页码: 2517-2534 作者: Zhu QingFeng; Shi YuFeng 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/23 forward-backward doubly stochastic differential equations bridge measurable solution stochastic partial differential equations
	NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS 期刊论文 INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2011, 卷号: 1, 期号: 4, 页码: 351-367 作者: Bao, Feng; Cao, Yanzhao; Zhao, Weidong 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/23 SPDEs Zakai equation backward SDEs forward backward doubly stochastic differential equations conditional expectation
	MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD DOUBLY STOCHASTIC CONTROL SYSTEMS AND APPLICATIONS 期刊论文 ESAIM: Control, optimization and calculus of variations, 2011, 卷号: 17, 期号: 4, 页码: 1174-1197 作者: Liangquan Zhang; Yufeng Shi 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/23 maximum principle stochastic optimal control forward-backward doubly stochastic differential equa-tions spike variations variational equations stochastic partial differential equations nonzero sum stochastic differential game

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