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浏览/检索结果: 共8条，第1-8条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者:  Wang W.;  Wu J.;  Liu Z. 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/11 Forward-backward doubly stochastic differential equations  Itô-Lévy processes  linear quadratic problem  maximum principle  variational equation   The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018 作者:  Wang Wencan;  Wu Jinbiao;  Liu Zaiming 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 Forward-backward doubly stochastic differential equations  Ito-Levy  processes  linear quadratic problem  maximum principle  variational  equation   Optimal control of backward doubly stochastic system 期刊论文 IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 12, 页码: 1844-1854 作者:  Wang, Wencan 收藏  |  浏览/下载：15/0  |  提交时间：2019/12/11 stochastic processes  linear quadratic control  maximum principle  optimal control  stochastic systems  variational techniques  differential equations  sufficient condition  forward doubly stochastic  differential equation  forward-backward doubly stochastic differential  equation  optimal harvesting problem  linear-quadratic optimal control  problem  backward doubly stochastic system  control domain  classical  spike variation  duality technique  necessary condition   Forward-backward doubly stochastic differential equations and related stochastic partial differential equations 期刊论文 SCIENCE CHINA-MATHEMATICS, 2012, 卷号: 55, 期号: 12, 页码: 2517-2534 作者:  Zhu QingFeng;  Shi YuFeng 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/23 forward-backward doubly stochastic differential equations  bridge  measurable solution  stochastic partial differential equations   NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS 期刊论文 INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2011, 卷号: 1, 期号: 4, 页码: 351-367 作者:  Bao, Feng;  Cao, Yanzhao;  Zhao, Weidong 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23 SPDEs  Zakai equation  backward SDEs  forward backward doubly stochastic  differential equations  conditional expectation   MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD DOUBLY STOCHASTIC CONTROL SYSTEMS AND APPLICATIONS 期刊论文 ESAIM: Control, optimization and calculus of variations, 2011, 卷号: 17, 期号: 4, 页码: 1174-1197 作者:  Liangquan Zhang;  Yufeng Shi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23 maximum principle  stochastic optimal control  forward-backward doubly stochastic differential equa-tions  spike variations  variational equations  stochastic partial differential equations  nonzero sum stochastic differential game   Solutions to general forward-backward doubly stochastic differential equations 期刊论文 应用数学和力学（英文版）, 2009, 卷号: 30, 期号: 4, 页码: 517-526 作者:  Zhu, Qing-feng;  Shi, Yu-feng;  gong, Xian-jun 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/26 forward-backward doubly stochastic differential equations  method of con-tinuation  H-monotone   Solutions to general forward-backward doubly stochastic differential equations 期刊论文 Applied Mathematics and Mechanics(English Edition), 2009, 期号: 04, 页码: 517-526 作者:  Zhu QF(朱庆峰);  Shi YF(石玉峰);  Gong XJ(宫献军) 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/26 forward-backward doubly stochastic differential equations  method of continuation  H-monotone