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科研机构
山东大学 [14]
内容类型
期刊论文 [12]
会议论文 [2]
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2019 [1]
2017 [5]
2016 [3]
2015 [2]
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浏览/检索结果:
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专题:山东大学
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The corporate optimal portfolio and consumption choice problem in trade project with borrowing rate higher than deposit rate
期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1375-1380
作者:
Zhang, Panpan
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Consumption/Investment Optimization
Dynamic Programming Principle
HARA
HJB Equation
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
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Mean-variance portfolio selection
Nonlinear wealth equation
HJB
equation
Viscosity solution
BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS
期刊论文
数学物理学报(英文版), 2017, 卷号: 37, 期号: 5, 页码: 1497-1518
作者:
Hao, Tao
;
Li, Juan
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/12/11
McKean-Vlasov SDE
BSDE coupled with the lower and the upper value functions
dynamic programming principle
mean-field BSDE
viscosity solution
coupled nonlocal HJB-Isaacs equation
Isaacs\' condition
BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS
期刊论文
Acta Mathematica Scientia(English Series), 2017, 期号: 05, 页码: 1497-1518
作者:
Hao T(郝涛)
;
Li J(李娟)
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Mc Kean-Vlasov SDE
BSDE coupled with the lower and the upper value functions
dynamic programming principle
mean-field BSDE
viscosity solution
coupled nonlocal HJB-Isaacs equation
Isaacs\' condition
Port-controlled Hamiltonian optimal control and its application on electric vehicle drives
期刊论文
Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 1831-1837
作者:
Pei, Wenhui
;
Zhang, Chenghui
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/12
electric vehicle
Hamilton-Jacobi-Bellman (HJB) equation
induction motor
optimal control
Port controlled Hamilton system
Port-controlled Hamiltonian optimal control and its application on electric vehicle drives
会议论文
Chinese Automation Congress (CAC), OCT 20-22, 2017
作者:
Pei, Wenhui
;
Zhang, Chenghui
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/31
Port controlled Hamilton system
optimal control
Hamilton-Jacobi-Bellman (HJB) equation
electric vehicle
induction
motor
Numerical simulations for G-Brownian motion
期刊论文
中国数学前沿, 2016, 卷号: 11, 期号: 6, 页码: 1625-1643
作者:
Yang, Jie
;
Zhao, Weidong
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/16
Nonlinear expectation
G-Brownian motion
G-normal distribution
Hamilton-Jacobi-Bellman (HJB) equation
Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function
期刊论文
Journal of Systems Science & Complexity, 2016, 期号: 05, 页码: 1238-1268
作者:
LI Juan
;
MIN Hui
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/16
Dynamic programming principle(DPP)
Hamilton-Jacobi-Bellman(HJB) equation
meanfield backward stochastic differential equation(mean-field BSDE) with jump
Poisson random measure
value function
Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function
期刊论文
系统科学与复杂性学报(英文版), 2016, 卷号: 29, 期号: 5, 页码: 1238-1268
作者:
Li Juan
;
Min Hui
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/16
Dynamic programming principle (DPP)
Hamilton-Jacobi-Bellman (HJB) equation
mean-field backward stochastic differential equation (mean-field BSDE) with jump
Poisson random measure
value function
TIME-INCONSISTENT OPTIMAL CONTROL PROBLEM WITH RANDOM COEFFICIENTS AND STOCHASTIC EQUILIBRIUM HJB EQUATION
期刊论文
Mathematical control and related fields, 2015, 卷号: 5, 期号: 3, 页码: 651-678
作者:
Wang, Haiyang
;
Wu, Zhen
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
Time inconsistency
multi-person differential games
equilibrium strategy
equilibrium HJB equation
stochastic partial differential equations
linear-quadratic problem
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