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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
Using a Bayesian belief network model for early warning of death and severe risk of HFMD in Hunan province, China 期刊论文
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2018, 卷号: 32, 期号: 6, 页码: 1531-1544
作者:  Liao, Yilan;  Xu, Bing;  Liu, Xiaochi;  Wang, Jinfeng;  Hu, Shixiong
收藏  |  浏览/下载:53/0  |  提交时间:2019/05/23
A stochastic rough-approximation water management model for supporting sustainable water-environment strategies in an irrigation district of arid region 期刊论文
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2017, 卷号: 31, 期号: 9, 页码: 2183-2200
作者:  Zeng, X. T.;  Huang, G. H.;  Zhang, J. L.;  Li, Y. P.;  You, L.
收藏  |  浏览/下载:23/0  |  提交时间:2018/07/20
Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance 期刊论文
Stochastic Analysis and Applications, 2012, 卷号: 30, 期号: 6, 页码: 997-1018
作者:  JINGTAO SHI;  ZHEN WU
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/23
A RISK-SENSITIVE STOCHASTIC MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL OF JUMP DIFFUSIONS AND ITS APPLICATIONS 期刊论文
数学物理学报(英文版), 2011, 卷号: 31, 期号: 2, 页码: 419-433
作者:  Shi Jingtao;  Wu Zhen
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/23
A RISK-SENSITIVE STOCHASTIC MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL OF JUMP DIFFUSIONS AND ITS APPLICATIONS 期刊论文
Acta Mathematica Scientia, 2011, 期号: 02, 页码: 419-433
作者:  Shi JT(史敬涛);  Wu Z(吴臻)
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/23
Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice 期刊论文
2007, 卷号: 33, 期号: 10, 页码: 1043-1047
作者:  WANG Guang-Chen[1,2];  WU Zhen[1]
收藏  |  浏览/下载:1/0  |  提交时间:2020/01/04
一个风险敏感最优控制问题的随机最大值原理及在投资选择中的应用(英文) 期刊论文
2007, 期号: 10, 页码: 1043-1047
作者:  王光臣;  吴臻
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/31
Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice 期刊论文
2007, 卷号: 33, 期号: 10, 页码: 1043-1047
作者:  Wang, Guang-Chen[1,2];  Wu, Zhen[1]
收藏  |  浏览/下载:1/0  |  提交时间:2020/01/01
Output-feedback-based adaptive risk-sensitive tracking control for stochastic nonlinear uncertain systems 会议论文
46th IEEE Conference on Decision and Control, DEC 12-14, 2007
作者:  Liu, Yungang;  Zhang, Ji-Feng
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/31


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