中国开放科研知识云: 检索

验证码:

换一张

忘记密码？记住我

取消登录

CORC

首页
科研机构
检索
知识图谱
申请加入
托管服务

在结果中检索

科研机构

山东大学 [10]

大连理工大学 [4]

兰州理工大学 [2]

华南理工大学 [2]

中南大学 [1]

安徽大学 [1]

内容类型

期刊论文 [17]

会议论文 [3]

发表日期

知识图谱

CORC

已提交作品

待认领作品

已认领作品

未提交全文

浏览/检索结果: 共21条，第1-10条

帮助

已选(0)清除条数/页：排序方式：
	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 Backward stochastic differential equations Nonconvex control domain Singular control Stochastic maximum principle Stochastic recursive optimal control Variational equation
	Finite-Time Stochastic H-infinity Control for Singular Markovian Jump Systems With (x, v)-Dependent Noise and Generally Uncertain Transition Rates 期刊论文 IEEE ACCESS, 2019, 卷号: 7, 页码: 64812-64826 作者: Zhao, Yong; Zhang, Tianliang; Fu, You; Ma, Limin 收藏 \| 浏览/下载：13/0 \| 提交时间：2019/12/11 Singular stochastic Ito systems Markov jump systems finite-time H-infinity control generally uncertain transition rates
	Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information 期刊论文 JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 页码: 501-532 作者: Wang, Yan; Wang, Lei; Teo, Kok Lay 收藏 \| 浏览/下载：14/0 \| 提交时间：2019/12/02 Necessary optimality conditions Sufficient optimality conditions Regular-singular control Stochastic differential game Asymmetric information Saddle point Nash equilibrium Optimal investment Dividend Model uncertainty 91G80 91A15 91A23 93E20 60J75 91B28 91B30
	Maximum principle via Malliavin calculus for regular-singular stochastic differential games 期刊论文 OPTIMIZATION LETTERS, 2018, 卷号: 12, 页码: 1301-1314 作者: Wang, Yan; Song, Aimin; Wang, Lei; Sun, Jie 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/02 Maximum principle Stochastic differential game Regular-singular control Malliavin calculus Asymmetric partial informations
	STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER 期刊论文 JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 卷号: 14, 页码: 653-671 作者: Wang, Yan; Zhao, Yanxiang; Wang, Lei; Song, Aimin; Ma, Yanping 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/02 Optimal investment dividend insurance claim process maximum principle regular-singular stochastic control partial information
	Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty 期刊论文 APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 58, 页码: 254-269 作者: Wang, Yan; Wang, Lei 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/02 Stochastic differential game Forward-backward stochastic differential equations Maximum principle Regular-singular control Model uncertainty Asymmetry informations
	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 Backward stochastic differential equations Nonconvex control domain Singular control Stochastic maximum principle Stochastic recursive optimal control Variational equation
	Finite-Time H∞ Filtering for Nonlinear Singular Systems With Nonhomogeneous Markov Jumps 期刊论文 IEEE Transactions on Cybernetics, 2018 作者: Wang J.; Ma S.; Zhang C.; Fu M. 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Fuzzy systems Linear matrix inequalities Markov processes Networked control systems Nonhomogeneous Markov chain singular stochastic H∞ finite-time boundedness (SSH∞ FTB) singular T-S fuzzy systems Stability analysis Symmetric matrices
	ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING 期刊论文 ADVANCES IN APPLIED PROBABILITY, 2018, 卷号: 50, 期号: 3, 页码: 671-705 作者: Ferrari, Giorgio; Yang, Shuzhen 收藏 \| 浏览/下载：7/0 \| 提交时间：2019/12/11 Singular stochastic control optimal stopping regime switching Hamilton-Jacobi-Bellman equation free boundary commodity extraction optimal selling
	ROBUST STOCHASTIC STABILITY AND H-infinity CONTROL FOR UNCERTAIN SINGULAR MARKOVIAN JUMP SYSTEMS WITH MULTIPLICATIVE NOISE 期刊论文 ASIAN JOURNAL OF CONTROL, 2017, 卷号: 19, 期号: 6, 页码: 1891-1904 作者: Zhao, Yong; Zhang, Weihai; Xia, Jianwei; Zhang, Tianliang 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 singular Markovian jump systems robust stochastic stability and stabilization robust H-infinity control generalized quadratic stability linear matrix inequality

相关链接
欧盟学术资源开放存取平台
CALIS高校机构知识库
台湾学术机构典藏
香港机构知识库整合系统
中国科学院机构知识库网格系统

CORC
关于我们
服务条款
隐私条款

联系我们
0931-8270076
cspace@llas.ac.cn
China-OR

中文简体

©版权所有 ©2017 CSpace - Powered by CSpace