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CORC

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Weak Universality of the Dynamical Phi(4)(3) Model on the Whole Space 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 36
作者:  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载：5/0  |  提交时间：2022/04/02
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
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：19/0  |  提交时间：2020/05/24
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
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
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
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems 期刊论文
European Journal of Control, 2019, 卷号: 50, 页码: 96-106
作者:  Hao, Tao;  Meng, Qingxin
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11
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
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
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

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