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科研机构
山东大学 [16]
大连理工大学 [1]
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期刊论文 [14]
会议论文 [3]
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2017 [1]
2016 [1]
2015 [2]
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INFINITE HORIZON JUMP-DIFFUSION FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATION TO BACKWARD LINEAR-QUADRATIC PROBLEMS
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2017, 卷号: 23, 期号: 4, 页码: 1331-1359
作者:
Yu, Zhiyong
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2019/12/12
Forward-backward stochastic differential equation
monotonicity
condition
stochastic optimal control
nonzero-sum stochastic
differential game
linear-quadratic problem
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 7, 页码: 1959-1964
作者:
Shi, Jingtao
;
Wang, Guangchen
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/16
Arrow's sufficient optimality condition
backward stochastic
differential equation
nonzero sum differential game
open-loop
equilibrium point
time-delayed generator
Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2015
作者:
Li, Na
;
Yu, Zhiyong
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
forward-backward stochastic differential equation
Poisson process
stochastic optimal control
linear-quadratic problem
nonzero-sum
stochastic differential game
Nash equilibrium
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
期刊论文
IEEE Transactions on Automatic Control, 2015, 卷号: 60, 期号: 5, 页码: 1422-1426
作者:
Chen, Li
;
Yu, Zhiyong
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
Anticipated backward stochastic differential equation (ABSDE)
maximum principle
nonzero-sum stochastic differential game
open-loop equilibrium point
stochastic differential delay equation (SDDE)
Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
期刊论文
COMPTES RENDUS MATHEMATIQUE, 2014, 卷号: 352, 期号: 9, 页码: 699-706
作者:
Hamadene, Said
;
Mu, Rui
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/17
Nonzero-Sum Stochastic Differential Game between Controller and Stopper for Jump Diffusions
期刊论文
ABSTRACT AND APPLIED ANALYSIS, 2013, 卷号: 2013, 页码: -
作者:
Wang, Yan
;
Song, Aimin
;
Zheng, Cheng-De
;
Feng, Enmin
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
LINEAR--QUADRATIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME OF FORWARD--BACKWARD STOCHASTIC SYSTEM
期刊论文
Asian Journal of Control: Affiliated with ACPA, the Asian Control Professors\' Association, 2012, 卷号: 14, 期号: 1, 页码: 173-185
作者:
Zhiyong Yu
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/23
Stochastic differential equation
Optimal control
Nonzero-sum stochastic differential game
Linear-quadratic problem
ACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS
期刊论文
系统科学与复杂性:英文版, 2011, 期号: 04
作者:
Detao ZHANG[1]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/23
线性二次随机最优控制
正倒向随机微分方程
博弈问题
非零
跳跃
线性二次型最优控制
Riccati方程
解的存在性
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
Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps
期刊论文
系统科学与复杂性学报(英文版), 2011, 卷号: 24, 期号: 4, 页码: 647-662
作者:
Zhang, Detao
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2019/12/23
Backward stochastic differential equations
nonzero-sum differential game
optimal control
poisson processes
Riccati equation
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