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浏览/检索结果: 共6条，第1-6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 ANALYSIS AND APPROXIMATIONS OF DIRICHLET BOUNDARY CONTROL OF STOKES FLOWS IN THE ENERGY SPACE 期刊论文 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2022, 卷号: 60, 期号: 1, 页码: 450-474 作者:  Gong, Wei;  Mateos, Mariano;  Singler, John;  Zhang, Yangwen 收藏  |  浏览/下载：8/0  |  提交时间：2022/04/29 Dirichlet boundary control  Stokes flows  energy space  regularity  finite element method  error estimates   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 Backward stochastic differential equations  Nonconvex control domain  Singular control  Stochastic maximum principle  Stochastic recursive  optimal control  Variational equation   A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 3, 页码: 495-507 作者:  Ji, Shaolin;  Xue, Xiaole 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 Stochastic maximum principle  stochastic linear quadratic problem  convex perturbation  backward stochastic differential equation   The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文 Journal of Mathematical Analysis and Applications, 2018 作者:  Ji S.;  Xue X. 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Backward stochastic differential equations  Nonconvex control domain  Singular control  Stochastic maximum principle  Stochastic recursive optimal control  Variational equation   A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS 期刊论文 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 6, 页码: 4309-4335 作者:  Hu, Mingshang;  Ji, Shaolin;  Xue, Xiaole 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 forward-backward stochastic differential equations  nonconvex control  domain  stochastic recursive optimal control  maximum principle  spike  variation   MAXIMUM PRINCIPLE FOR STOCHASTIC OPTIMAL-CONTROL WITH NONCONVEX CONTROL DOMAIN 会议论文 9TH INTERNATIONAL CONF ON ANALYSIS AND OPTIMIZATION OF SYSTEMS, JUN 12-15, 1990 作者:  PENG, SG 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31