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山东大学 [49]
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自动化研究所 [1]
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期刊论文 [44]
会议论文 [7]
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Adaptive Optimal Discrete-Time Output-Feedback Using an Internal Model Principle and Adaptive Dynamic Programming
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2024, 卷号: 11, 期号: 1, 页码: 131-140
作者:
Zhongyang Wang
;
Youqing Wang
;
Zdzisław Kowalczuk
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浏览/下载：4/0
|
提交时间：2024/01/02
Adaptive dynamic programming (ADP)
internal model principle (IMP)
output feedback problem
policy iteration (PI)
value iteration (VI)
Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework
期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 卷号: 183, 期号: 2, 页码: 422-439
作者:
Li, Hanwu
;
Wang, Falei
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浏览/下载：9/0
|
提交时间：2019/12/11
Sublinear expectation
Reflected backward stochastic differential
equations
Dynamic programming principle
Connection between the adjoint variables and value function for controlled fully coupled FBSDEs: The global case
期刊论文
Proceedings - 2019 34rd Youth Academic Annual Conference of Chinese Association of Automation, YAC 2019, 2019, 页码: 617-624
作者:
Shi, Jingtao
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浏览/下载：7/0
|
提交时间：2019/12/11
Dynamic programming principle
Fully coupled FBSDEs
Maximum principle
Sub- and super-derivatives
The corporate optimal portfolio and consumption choice problem in trade project with borrowing rate higher than deposit rate
期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1375-1380
作者:
Zhang, Panpan
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浏览/下载：10/0
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提交时间：2019/12/11
Consumption/Investment Optimization
Dynamic Programming Principle
HARA
HJB Equation
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
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浏览/下载：4/0
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提交时间：2019/12/11
Dynamic programming principle
Fully coupled FBSDE
Maximum principle
Stochastic optimal control
STOCHASTIC OPTIMAL CONTROL PROBLEM WITH INFINITE HORIZON DRIVEN BY G-BROWNIAN MOTION
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2018, 卷号: 24, 期号: 2, 页码: 873-899
作者:
Hu, Mingshang
;
Wang, Falei
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浏览/下载：7/0
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提交时间：2019/12/11
G-Brownian motion
backward stochastic differential equations
stochastic optimal control
dynamic programming principle
Stochastic differential games with competing Brownian particles and related Isaacs' equations
期刊论文
OPTIMAL CONTROL APPLICATIONS & METHODS, 2018, 卷号: 39, 期号: 2, 页码: 519-536
作者:
Feng, Xinwei
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浏览/下载：3/0
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提交时间：2019/12/11
competing Brownian particles
dynamic programming principle
generalized
backward stochastic differential equations
partial differential
equations
stochastic differential games
Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance
期刊论文
CHINESE ANNALS OF MATHEMATICS SERIES B, 2018, 卷号: 39, 期号: 5, 页码: 773-790
作者:
Lv, Siyu
;
Wu, Zhen
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浏览/下载：5/0
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提交时间：2019/12/11
Stochastic maximum principle
Dynamic programming principle
Forward-backward stochastic differential equation
Regime switching
Jump diffusion
Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance
期刊论文
Chinese Annals of Mathematics, Series B, 2018, 期号: 05, 页码: 773-790
作者:
Siyu LV
;
Zhen WU
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浏览/下载：4/0
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提交时间：2019/12/11
Stochastic maximum principle
Dynamic programming principle
Forward-backward stochastic differential equation
Regime switching
Jump diffusion
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
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浏览/下载：3/0
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提交时间：2019/12/31
Stochastic optimal control
fully coupled FBSDE
dynamic programming
principle
maximum principle
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