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浏览/检索结果: 共3条，第1-3条 帮助 限定条件 发表日期：2019     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 Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework 期刊论文 JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 卷号: 183, 期号: 2, 页码: 422-439 作者:  Li, Hanwu;  Wang, Falei 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 Sublinear expectation  Reflected backward stochastic differential  equations  Dynamic programming principle   Connection between the adjoint variables and value function for controlled fully coupled FBSDEs: The global case 期刊论文 Proceedings - 2019 34rd Youth Academic Annual Conference of Chinese Association of Automation, YAC 2019, 2019, 页码: 617-624 作者:  Shi, Jingtao 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 Dynamic programming principle  Fully coupled FBSDEs  Maximum principle  Sub- and super-derivatives   The corporate optimal portfolio and consumption choice problem in trade project with borrowing rate higher than deposit rate 期刊论文 Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1375-1380 作者:   收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11 Consumption/Investment Optimization  Dynamic Programming Principle  HARA  HJB Equation