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浏览/检索结果: 共7条，第1-7条 帮助 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 CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3258-3294 作者:  Nie, Tianyang;  Shi, Jingtao;  Wu, Zhen 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/12 stochastic recursive optimal control  backward stochastic differential  equation  maximum principle  dynamic programming principle  subjets  superjets  viscosity solution   Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 Journal of Systems Science & Complexity, 2016, 期号: 05, 页码: 1238-1268 作者:  LI Juan;  MIN Hui 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/16 Dynamic programming principle(DPP)  Hamilton-Jacobi-Bellman(HJB) equation  meanfield backward stochastic differential equation(mean-field BSDE) with jump  Poisson random measure  value function   Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 系统科学与复杂性学报（英文版）, 2016, 卷号: 29, 期号: 5, 页码: 1238-1268 作者:  Li Juan;  Min Hui 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16 Dynamic programming principle (DPP)  Hamilton-Jacobi-Bellman (HJB) equation  mean-field backward stochastic differential equation (mean-field BSDE) with jump  Poisson random measure  value function   Relationship between MP and DPP for stochastic differential games with g-expectation 期刊论文 Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 1644-1649 作者:  Shi, Jingtao 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17 backward stochastic differential equation  dynamic programming  g-expectation  maximum principle  Stochastic differential games  stochastic optimal control   Relationship between MP and DPP for Stochastic Differential Games with g-Expectation 会议论文 34th Chinese Control Conference (CCC), JUL 28-30, 2015 作者:  Shi Jingtao 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/31 Stochastic differential games  stochastic optimal control  backward  stochastic differential equation  g-expectation  maximum principle  dynamic programming   Relationship between MP and DPP for Stochastic Differential Games with g-Expectation 会议论文 第三十四届中国控制会议 作者:  SHI Jingtao 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31 Stochastic differential games  stochastic optimal control  backward stochastic differential equation  g-expectation  maximum principle  dynamic programming   Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions 期刊论文 Applied mathematics and optimization, 2011, 卷号: 63, 期号: 2, 页码: 151-189 作者:  Shi, J.-T.;  Wu, Z. 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23 Dynamic programming principle  Jump diffusions  Maximum principle  Stochastic optimal control  Verification theorem  Viscosity solution