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CORC

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The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 卷号: 471, 期号: 1-2, 页码: 378-391
作者:  Ji, Shaolin;  Xue, Xiaole
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems 期刊论文
European Journal of Control, 2019, 卷号: 50, 页码: 96-106
作者:  Hao, Tao;  Meng, Qingxin
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11
The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文
Journal of Mathematical Analysis and Applications, 2018
作者:  Ji S.;  Xue X.
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 6, 页码: 4309-4335
作者:  Hu, Mingshang;  Ji, Shaolin;  Xue, Xiaole
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 27-30
作者:  Huang, Jianhui;  Wang, Haiyang;  Wu, Zhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraintSCI原文链接 期刊论文
2018, 卷号: 114, 页码: 27-30
作者:  Huang, Jianhui[1];  Wang, Haiyang[2];  Wu, Zhen[3]
收藏  |  浏览/下载：2/0  |  提交时间：2020/01/07
Feedback traps for virtual potentials 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2017, 卷号: 375, 期号: 2088, 页码: 20160217
作者:  Gavrilov, M;  Bechhoefer, J;  Bechhoefer, J (reprint author), Simon Fraser Univ, Dept Phys, Burnaby, BC V5A 1S6, Canada.;  Bechhoefer, J (reprint author), Kavli Inst Theoret Phys China CAS, Beijing 100190, Peoples R China.
收藏  |  浏览/下载：21/0  |  提交时间：2017/12/21
TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 6, 页码: 4156-4201
作者:  Wei, Qingmeng;  Yong, Jiongmin;  Yu, Zhiyong
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/16
Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2017, 卷号: 127, 期号: 1, 页码: 107-134
作者:  Hu, Mingshang;  ji, Shaolin
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/16
CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3258-3294
作者:  Nie, Tianyang;  Shi, Jingtao;  Wu, Zhen
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/12

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