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CORC

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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
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
Tracking problem for itô stochastic system with input delay 期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1370-1374
作者:  Jin N.;  Liu S.;  Zhang H.
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
Optimal Control Problem for Discrete-Time Markov Jump Systems with Indefinite Weight Costs 期刊论文
INTELLIGENT ROBOTICS AND APPLICATIONS (ICIRA 2018), PT I, 2018, 卷号: 10984, 页码: 144-152
作者:  Li, Hongdan;  Han, Chunyan;  Zhang, Huanshui
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11
SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2017, 卷号: 35, 期号: 2, 页码: 213-244
作者:  Zhao, Weidong;  Zhang, Wei;  Zhang, Guannan
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/12
Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 12, 页码: 6602-6607
作者:  Xu, Juanjuan;  Xie, Lihua;  Zhang, Huanshui
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/12
Linear Quadratic Gaussian Control for Discrete-time Systems with Delay and Multiplicative Noise 期刊论文
IFAC PAPERSONLINE, 2017, 卷号: 50, 期号: 1, 页码: 3847-3852
作者:  Liang, Xiao;  Xu, Juanjuan;  Zhang, Huanshui
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/12
Reflected forward-backward stochastic differential equations and related PDEs 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2016, 卷号: 34, 期号: 5, 页码: 906-926
作者:  Li, Wenqiang;  Peng, Ying;  Liu, Junbo
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17
Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2015, 卷号: 18, 期号: 5, 页码: 1482-1503
作者:  Kong, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：17/0  |  提交时间：2018/07/30
Solutions for functional fully coupled forward-backward stochastic differential equations 期刊论文
Statistics & Probability Letters, 2015, 页码: 70-76
作者:  Ji, Shaolin;  Yang, Shuzhen
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
Solutions for functional fully coupled forward-backward stochastic differential equations 期刊论文
STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 99, 页码: 70-76
作者:  Ji, Shaolin;  Yang, Shuzhen
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/17

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