×
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 [31]
华南理工大学 [2]
山东师范大学 [1]
上海财经大学 [1]
内容类型
期刊论文 [26]
会议论文 [9]
发表日期
2019 [3]
2018 [3]
2017 [4]
2016 [1]
2015 [5]
2014 [1]
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35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
A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE
期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276
作者:
Xiong, Jie
;
Zhang, Shuaiqi
;
Zhuang, Yi
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Forward-backward stochastic differential equation
stochastic
differential game
maximum principle
equilibrium point
stochastic
filtering
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint
期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:
Wu Z.
;
Xu Z.
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
doubly reflected backward stochastic differential equation
mixed differential game
recursive utility
stochastic zero-sum differential game
sufficient condition
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1
作者:
Huang, Pengyan
;
Wang, Guangchen
;
Zhang, Huanjun
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2019/12/11
Mean-field backward stochastic differential equation
Asymmetric
information
Nash equilibrium point
Maximum principle
Filter
Non-zero-sum stochastic differential reinsurance and investment games with default risk
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:
Deng, Chao
;
Zeng, Xudong
;
Zhu, Huiming
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Decision analysis
Game theory
Default risk
Reinsurance and investment
Heston volatility model
TIME-INCONSISTENT RECURSIVE ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES
期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 卷号: 8, 期号: 3-4, 页码: 1051-1079
作者:
Wei, Qingmeng
;
Yu, Zhiyong
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/11
Time-inconsistency
stochastic differential game
equilibrium saddle
point
equilibrium Hamilton-Jacobi-Bellman-Isaacs equation
recursive
criterion functional
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
期刊论文
AUTOMATICA, 2018, 卷号: 97, 页码: 346-352
作者:
Wang, Guangchen
;
Xiao, Hua
;
Xiong, Jie
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/11
Asymmetric information
Backward stochastic differential equation
Feedback Nash equilibrium point
Filter
Non-zero sum differential game
Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (EI收录)
期刊论文
Asian Journal of Control, 2017, 卷号: 19, 页码: 316-324
作者:
Wu, Shuang[1,2]
;
Shu, Lan[1]
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/04/24
Differential equations
Game theory
Maximum principle
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:
Zhuang, Yi
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/16
stochastic differential game
maximum principle
stochastic differential
delayed equation
linear-quadratic problem
partial information
g-expectation
convex risk measure
A non-zero sum differential game of mean-field backward stochastic differential equation
期刊论文
Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 4827-4831
作者:
Huang, Pengyan
;
Wang, Guangchen
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/12
linear-quadratic game
mean-field backward stochastic differential equation
Nash equilibrium point
necessary condition
A Non-zero Sum Differential Game of Mean-field Backward Stochastic Differential Equation
会议论文
Chinese Automation Congress (CAC), OCT 20-22, 2017
作者:
Huang, Pengyan
;
Wang, Guangchen
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/31
mean-field backward stochastic differential equation
necessary
condition
Nash equilibrium point
linear-quadratic game
©版权所有 ©2017 CSpace - Powered by
CSpace