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山东大学 [20]
数学与系统科学研究院 [1]
近代物理研究所 [1]
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期刊论文 [17]
会议论文 [5]
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2019 [2]
2018 [2]
2017 [2]
2016 [3]
2015 [4]
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Quasi-Periodic Solutions for Differential Equations with an Elliptic-Type Degenerate Equilibrium Point Under Small Perturbations
期刊论文
JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS, 2019, 卷号: 31, 期号: 2, 页码: 653-681
作者:
Li, Xuemei
;
Shang, Zaijiu
收藏
  |  
浏览/下载:66/0
  |  
提交时间:2020/01/10
Delay differential equation
Degenerate equilibrium point
Quasi-periodic solution
Perturbation
BSDEs and SDEs with time-advanced and -delayed coefficients
期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2019, 卷号: 91, 期号: 6, 页码: 836-856
作者:
Zheng, Shiqiu
;
Zong, Gaofeng
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Backward stochastic differential equation
stochastic differential
equation
time-delayed coefficients
time-advanced coefficients
comparison theorem
60H10
Linear-Quadratic Mean-Field Game for Stochastic Delayed Systems
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 8, 页码: 2722-2729
作者:
Huang, Jianhui
;
Li, Na
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
Anticipated forward-backward stochastic differential equation with delay
(AFBSDDE)
continuation method
epsilon-Nash equilibrium
input delay
mean-field game (MFG)
stochastic differential equation with delay
(SDDE)
Solution to Delayed FBSDEs and Application to the Stochastic LQ Problem With Input Delay
期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2018, 卷号: 65, 期号: 6, 页码: 769-773
作者:
Xu, Juanjuan
;
Zhang, Huanshui
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Forward and backward stochastic differential equations
time delay
modified Riccati equation
stochastic LQ control problem
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:
Zhuang, Yi
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/16
stochastic differential game
maximum principle
stochastic differential
delayed equation
linear-quadratic problem
partial information
g-expectation
convex risk measure
Maximum principle for a stochastic delayed system involving terminal state constraints
期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017
作者:
Wen, Jiaqiang
;
Shi, Yufeng
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
stochastic differential delayed equation
state constraints
maximum
principle
Non-Markovian Effect on Gene Transcriptional Systems
期刊论文
CHINESE PHYSICS LETTERS, 2016, 卷号: 33, 页码: 4
作者:
Feng, Yan-Ling
;
Dong, Jian-Min
;
Tang, Xu-Lei
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2018/05/31
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
期刊论文
OPTIMAL CONTROL APPLICATIONS & METHODS, 2016, 卷号: 37, 期号: 1, 页码: 154-175
作者:
Lv, Siyu
;
Tao, Ran
;
Wu, Zhen
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/16
forward-backward stochastic system
maximum principle
regime switching
Markov chain
stochastic differential equation with delay
anticipated
backward stochastic differential equation
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
A non-zero sum differential game of BSDE with time-delayed generator
期刊论文
Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 1693-1698
作者:
Shi, Jingtao
;
Wang, Guangchen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
Arrow's sufficient optimality condition
backward stochastic differential equation
Non-zero sum differential game
open-loop equilibrium point
time-delayed generator
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