CORC

浏览/检索结果: 共14条,第1-10条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
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
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/11
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
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
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
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
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/12
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
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
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/16
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
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/16
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
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


©版权所有 ©2017 CSpace - Powered by CSpace