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山东大学 [12]

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	Linear-Quadratic Mean-Field Game for Stochastic Delayed Systems 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 8, 页码: 2722-2729 作者: Huang, Jianhui; Li, Na 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/11 Anticipated forward-backward stochastic differential equation with delay (AFBSDDE) continuation method epsilon-Nash equilibrium input delay mean-field game (MFG) stochastic differential equation with delay (SDDE)
	Stochastic linear-quadratic optimal control problems with delay and Lévy processes 期刊论文 Chinese Control Conference, CCC, 2016, 卷号: 2016-August, 页码: 1758-1763 作者: Li N.; Wu Z. 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/16 forward-backward stochastic differential equation with delay linear-quadratic problem Lévy processes Stochastic optimal control
	Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching 期刊论文 OPTIMAL CONTROL APPLICATIONS & METHODS, 2016, 卷号: 37, 期号: 1, 页码: 154-175 作者: Lv, Siyu; Tao, Ran; Wu, Zhen 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/16 forward-backward stochastic system maximum principle regime switching Markov chain stochastic differential equation with delay anticipated backward stochastic differential equation
	Stochastic Linear-Quadratic Optimal Control Problems with Delay and Lvy Processes 会议论文第35届中国控制会议作者: Na Li; Zhen Wu 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/31 Stochastic optimal control linear-quadratic problem forward-backward stochastic differential equation with delay Lvy processes
	Stochastic Linear-Quadratic Optimal Control Problems with Delay and Levy Processes 会议论文 35th Chinese Control Conference (CCC), JUL 27-29, 2016 作者: Li, Na; Wu, Zhen 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/31 Stochastic optimal control linear-quadratic problem forward-backward stochastic differential equation with delay Levy processes
	Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lvy processes 期刊论文 Applied Mathematics:A Journal of Chinese Universities(Series B), 2014, 期号: 01, 页码: 67-85 作者: LI Na; WU Zhen 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/17 maximum principle stochastic optimal control L′evy processes stochastic differential equation with delay anticipated backward differential equation
	DYNAMIC PROGRAMMING PRINCIPLE FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM WITH DELAYED SYSTEMS 期刊论文 ESAIM: Control, optimization and calculus of variations, 2012, 卷号: 18, 期号: 4, 页码: 1005-1026 作者: Li Chen; Zhen Wu 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/23 stochastic differential equation with delay recursive optimal control problem dynamic programming principle hamilton-jacobi-bellman equation
	Recursive LQ problem for delay systems involving continuous and impulse controls 期刊论文 Chinese Control Conference, CCC, 2012, 页码: 1655-1658 作者: Chen, Li; Wu, Zhen 收藏 \| 浏览/下载：1/0 \| 提交时间：2019/12/23 anticipated backward stochastic differential equation control systems with delay forward-backward stochastic differential equation linear-quadratic stochastic optimal control
	Recursive LQ Problem for Delay Systems Involving Continuous and Impulse Controls 会议论文 31st Chinese Control Conference, JUL 25-27, 2012 作者: Chen, Li; Wu, Zhen 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/31 linear-quadratic stochastic optimal control anticipated backward stochastic differential equation forward-backward stochastic differential equation control systems with delay
	The quadratic problem for stochastic linear control systems with delay 期刊论文 Proceedings of the 30th Chinese Control Conference, CCC 2011, 2011, 页码: 1344-1349 作者: Chen, Li; Wu, Zhen 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/23 Anticipated backward stochastic differential equation Forward-backward stochastic differential equation Linear-quadratic stochastic optimal control with delay Stochastic delay differential equation

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