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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
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
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/16
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
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/17
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
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17
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
收藏  |  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
收藏  |  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
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/23
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]
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/23
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
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


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