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浏览/检索结果: 共2条，第1-2条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择发表日期升序发表日期降序作者升序作者降序提交时间升序提交时间降序题名升序题名降序 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 收藏  |  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   Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions 期刊论文 Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 2000, 卷号: 88, 期号: 2, 页码: 259-290 作者:  Peng SG. 收藏  |  浏览/下载：5/0  |  提交时间：2020/01/14 Stochastic hamiltonian systems  Dual transformation of hamiltonian systems  Forward and backward stochastic differential equations  Matrix-valued riccati equations  Stochastic vibration  Statistic periodicity  Optimal control  Differential-equations