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 [118]

大连理工大学 [3]

华南理工大学 [3]

数学与系统科学研究院 [2]

自动化研究所 [1]

四川大学 [1]

内容类型

期刊论文 [96]

会议论文 [34]

学位论文 [1]

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131条，第1-10条

帮助

已选(0)清除条数/页：排序方式：
	An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27 作者: Archibald, Richard; Bao, Feng; Yong, Jiongmin; Zhou, Tao 收藏 \| 浏览/下载：7/0 \| 提交时间：2021/01/14 Stochastic optimal control Nonlinear filtering Data driven Maximum principle Stochastic optimization
	Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319 作者: Fu, Yu; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：24/0 \| 提交时间：2020/05/24 Forward backward stochastic differential equations stochastic optimal control stochastic maximum principle projected quasi-Newton methods
	A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276 作者: Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equation stochastic differential game maximum principle equilibrium point stochastic filtering
	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
	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
	Risk-sensitive stochastic control with applications to an optimal investment problem under correlated noises 期刊论文 Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1356-1363 作者: Yang, Le; Zheng, Yueyang; Shi, Jingtao 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/11 Correlation coefficient Maximum principle Optimal investment Riccati equation Risk-sensitive stochastic control
	An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1 作者: Huang, Pengyan; Wang, Guangchen; Zhang, Huanjun 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 Mean-field backward stochastic differential equation Asymmetric information Nash equilibrium point Maximum principle Filter
	A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 3, 页码: 495-507 作者: Ji, Shaolin; Xue, Xiaole 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Stochastic maximum principle stochastic linear quadratic problem convex perturbation backward stochastic differential 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

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