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浏览/检索结果: 共5条，第1-5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 Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 期刊论文 Chinese Control Conference, CCC, 2018, 卷号: 2018-July, 页码: 1445-1450 作者:  Shi, Jingtao 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Dynamic programming principle  Fully coupled FBSDE  Maximum principle  Stochastic optimal control   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 会议论文 37th Chinese Control Conference (CCC), JUL 25-27, 2018 作者:  Shi, Jingtao 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Stochastic optimal control  fully coupled FBSDE  dynamic programming  principle  maximum principle   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 会议论文 第37届中国控制会议 作者:  Jingtao Shi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Stochastic optimal control  fully coupled FBSDE  dynamic programming principle  maximum principle   FULLY COUPLED FORWARD-BACKWARD SDES INVOLVING THE VALUE FUNCTION AND ASSOCIATED NONLOCAL HAMILTON-JACOBI-BELLMAN EQUATIONS 期刊论文 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2016, 卷号: 22, 期号: 2, 页码: 519-538 作者:  Hao, Tao;  Li, Juan 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/16 Fully coupled FBSDE involving value function  dynamic programming  principle  fully coupled mean-field FBSDE  viscosity solution  nonlocal  Hamilton-Jacobi-Bellman equation   Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration 期刊论文 JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2003, 卷号: 74, 页码: 249-266 作者:  Wu, Z 收藏  |  浏览/下载：3/0  |  提交时间：2020/01/14 stochastic differential equations  stopping time  random measure  Poisson process  comparison theorem