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山东大学 [12]
数学与系统科学研究院 [7]
自动化研究所 [6]
湖南大学 [3]
北京大学 [1]
兰州理工大学 [1]
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期刊论文 [30]
会议论文 [2]
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Robust Optimal Parallel Tracking Control Based on Adaptive Dynamic Programming
期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2023, 页码: 14
作者:
Wei, Qinglai
;
Jiao, Shanshan
;
Wang, Fei-Yue
;
Dong, Qi
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  |  
浏览/下载:1/0
  |  
提交时间:2023/12/21
Optimal control
Control systems
Uncertainty
Robust control
Performance analysis
Dynamic programming
Uncertain systems
ADP
NN
nonlinear robust optimal control
parallel control
tracking control
Singular HJB equations with applications to KPZ on the real line
期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
作者:
Zhang, Xicheng
;
Zhu, Rongchan
;
Zhu, Xiangchan
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  |  
浏览/下载:0/0
  |  
提交时间:2023/02/07
Singular SPDEs
HJB equations
KPZ equations
Paracontrolled distributions
Global well-posedness
Zvonkin's transformation
Optimal synchronization control for multi-agent systems with input saturation: a nonzero-sum game
期刊论文
FRONTIERS OF INFORMATION TECHNOLOGY & ELECTRONIC ENGINEERING, 2022, 页码: 10
作者:
Li, Hongyang
;
Wei, Qinglai
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  |  
浏览/下载:14/0
  |  
提交时间:2022/06/14
Event-triggered optimal control for discrete-time multi-player non-zero-sum games using parallel control
期刊论文
INFORMATION SCIENCES, 2022, 卷号: 584, 页码: 519-535
作者:
Lu, Jingwei
;
Wei, Qinglai
;
Wang, Ziyang
;
Zhou, Tianmin
;
Wang, Fei-Yue
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  |  
浏览/下载:36/0
  |  
提交时间:2021/12/28
Event-triggered
Non-zero-sum games
Parallel control
Neural network
Adaptive dynamic programming
Derivatives trading for insurers
期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 84, 页码: 40-53
作者:
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Derivatives trading
HJB equations
Investment-reinsurance
Stochastic
control
Stochastic volatility
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions
期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:
Tie, Jingzhi
;
Zhang, Hanqin
;
Zhang, Qing
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  |  
浏览/下载:17/0
  |  
提交时间:2018/11/16
Pairs trading
Optimal policy
Quasi-variational inequalities
93E20
91G80
49L20
An equivalent approximation approach for the Hamilton-Jacobi-Bellman equations in intertemporal decision problems
期刊论文
OPTIMAL CONTROL APPLICATIONS & METHODS, 2018, 卷号: Vol.39 No.6, 页码: 1976-1988
作者:
Xiang, SP
;
Chen, S
;
He, HB
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浏览/下载:8/0
  |  
提交时间:2019/12/26
equivalent approximation
HJB equation
intertemporal decision
time inconsistency
An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems
期刊论文
Optimal Control Applications and Methods, 2018, 卷号: Vol.39 No.6, 页码: 1976-1988
作者:
Shengpeng Xiang
;
Shou Chen
;
Hongbo He
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/26
equivalent approximation
HJB equation
intertemporal decision
time inconsistency
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion
期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:
Li, Yongwu
;
Wang, Shouyang
;
Zeng, Yan
;
Qiao, Han
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  |  
浏览/下载:9/0
  |  
提交时间:2018/07/30
Dynamic equilibrium
dynamic programming
Kalman filters
optimal control
portfolios
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
期刊论文
SYSTEMS & CONTROL LETTERS, 2017, 卷号: 104, 页码: 1-4
作者:
Ji, Shaolin
;
Shi, Xiaomin
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Mean-variance portfolio selection
Nonlinear wealth equation
HJB
equation
Viscosity solution
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