CORC

浏览/检索结果: 共9条,第1-9条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:13/0  |  提交时间:2020/05/24
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:26/0  |  提交时间:2018/10/07
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:16/0  |  提交时间:2018/10/07
DELAYED OPTIMAL CONTROL OF STOCHASTIC LQ PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3370-3407
作者:  Ni, Yuan-Hua;  Yiu, Ka-Fai Cedric;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:35/0  |  提交时间:2018/07/25
DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2009, 卷号: 15, 期号: 4, 页码: 969-993
作者:  Tan, Shuping;  Zhang, Ji-Feng
收藏  |  浏览/下载:13/0  |  提交时间:2018/07/30
Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953
作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang
收藏  |  浏览/下载:12/0  |  提交时间:2018/07/30
Adaptive sampled-data based linear quadratic optimal control of stochastic systems 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2007, 卷号: 80, 期号: 10, 页码: 1676-1689
作者:  Tan, S.;  Zhang, J. F.
收藏  |  浏览/下载:13/0  |  提交时间:2018/07/30
LQ problem for non-regular singular lumped parameter systems 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, 2006, 卷号: 13, 页码: 479-482
作者:  Ge Zhaoqiang;  Zhu Guangtian
收藏  |  浏览/下载:9/0  |  提交时间:2018/07/30
Asymptotic expansion and convergence theorem of control and observation on the boundary for second-order elliptic equation with highly oscillatory coefficients 期刊论文
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2004, 卷号: 14, 期号: 3, 页码: 417-437
作者:  Cao, LQ
收藏  |  浏览/下载:9/0  |  提交时间:2018/07/30


©版权所有 ©2017 CSpace - Powered by CSpace