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浏览/检索结果: 共7条，第1-7条 帮助 限定条件 发表日期：2017    专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     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 The connection between mean-field linear-quadratic-Gaussian games of forward and backward stochastic differential systems 期刊论文 Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 5042-5047 作者:  Du, Kai;  Wu, Zhen 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16 backward stochastic differential equation (B-SDE)  large population system  MFLQG game  ∈-Nash equilibriumis   Maximum principle for a stochastic delayed system involving terminal state constraints 期刊论文 JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017 作者:  Wen, Jiaqiang;  Shi, Yufeng 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11 stochastic differential delayed equation  state constraints  maximum  principle   Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process 期刊论文 MATHEMATICAL PROBLEMS IN ENGINEERING, 2017 作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 Multiobjective Investment Policy for a Nonlinear Stochastic Financial System: A Fuzzy Approach 期刊论文 IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2017, 卷号: 25, 期号: 2, 页码: 460-474 作者:  Wu, Chien-Feng;  Chen, Bor-Sen;  Zhang, Weihai 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 Linear-matrix-inequality (LMI)-constrained multiobjective evolution  algorithm (MOEA)  multiobjective H-2/H-infinity fuzzy investment policy  nonlinear stochastic jump diffusion system  Pareto optimality  stochastic financial system  Takagi-Sugeno (T-S) fuzzy model   Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Lévy Process 期刊论文 Mathematical Problems in Engineering, 2017, 卷号: 2017 作者:  Huang, Hong;  Wang, Xiangrong;  Hou, Ting;  Xu, Lu 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11 Smart Risk Management with Financial Big Data 会议论文 IEEE/SICE International Symposium on System Integration (SII), DEC 11-14, 2017 作者:  Lin, Jianwu;  Jia, Shuqin;  Deng, Jiahao 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/31 The Connection between Mean-Field Linear-Quadratic-Gaussian Games of Forward and Backward Stochastic Differential Systems 会议论文 Chinese Automation Congress (CAC), OCT 20-22, 2017 作者:  Du, Kai;  Wu, Zhen 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/31 backward stochastic differential equation (BSDE)  large population  system  is an element of-Nash equilibriumis  MFLQG game