×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [18]
数学与系统科学研究院 [3]
清华大学 [1]
华南理工大学 [1]
内容类型
期刊论文 [13]
会议论文 [9]
会议 [1]
发表日期
2022 [1]
2018 [3]
2017 [3]
2016 [1]
2015 [6]
2014 [2]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共23条,第1-10条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
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
Linear quadratic mean field social control with common noise: A directly decoupling method?
期刊论文
AUTOMATICA, 2022, 卷号: 146, 页码: 14
作者:
Wang, Bing-Chang
;
Zhang, Huanshui
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2023/02/07
Mean field game
Optimal social cost
Stabilization
Finite agents
Common noise
FBSDE
An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations
期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 1-23
作者:
Li, Na
;
Wang, Yuan
;
Wu, Zhen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Forward–backward stochastic differential equations
Hamiltonian system
Stochastic differential delayed equations
Stochastic linear quadratic problem
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
期刊论文
中国科学. 数学, 2018, 卷号: 61, 期号: 3, 页码: 563-576
作者:
Li Na
;
Wu Zhen
;
Yu Zhiyong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
stochastic linear-quadratic problem
Hamiltonian system
Riccati
equation
Poisson process
indefinite case
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
期刊论文
Science China(Mathematics), 2018, 期号: 03, 页码: 563-576
作者:
Na Li
;
Zhen Wu
;
Zhiyong Yu
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
stochastic linear-quadratic problem
Hamiltonian system
Riccati equation
Poisson process
indefinite case
Stochastic LQ problem with delayed control
期刊论文
Chinese Control Conference, CCC, 2017, 页码: 1902-1906
作者:
Ni, Yuan-Hua
;
Yiu, Cedric Ka-Fai
;
Zhang, Huanshui
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/12
convexity
forward-backward stochastic difference equation
Indefinite stochastic linear-quadratic optimal control
input delay
Stochastic LQ Problem with Delayed Control
会议论文
36th Chinese Control Conference (CCC), JUL 26-28, 2017
作者:
Ni, Yuan-Hua
;
Yiu, Cedric Ka-Fai
;
Zhang, Huanshui
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
Indefinite stochastic linear-quadratic optimal control
input delay
forward-backward stochastic difference equation
convexity
Stochastic LQ Problem with Delayed Control
会议论文
第36届中国控制会议
作者:
Yuan-Hua Ni
;
Cedric Ka-Fai Yiu
;
Huanshui Zhang
;
Ji-Feng Zhang
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/31
Indefinite stochastic linear-quadratic optimal control
input delay
forward-backward stochastic difference equation
convexity
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 11, 页码: 3269-3284
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2018/07/30
Indefinite linear-quadratic optimal control
mean-field theory
stochastic system
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Li, Xun
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2018/07/30
Indefinite stochastic linear-quadratic optimal control
mean-field theory
multi-period mean-variance portfolio selection
An indefinite stochastic linear quadratic optimal control problem for the FBSDE system with jumps
期刊论文
Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 1682-1686
作者:
Li, Na
;
Wu, Zhen
;
Yu, Zhiyong
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
Forward-backward stochastic differential equations
Linear quadratic optimal control problem
Poisson processes
©版权所有 ©2017 CSpace - Powered by
CSpace