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山东大学 [214]

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期刊论文 [187]

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	Hill-type formula for Hamiltonian system with Lagrangian boundary conditions 期刊论文 JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 4, 页码: 2416-2447 作者: Hu, Xijun; Ou, Yuwei; Wang, Penghui 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Hill-type formula Trace formula Conditional Fredholm determinant Linear stability Planar 3-body problem
	Spectral perspective on stability and stabilisation of continuous-time mean-field stochastic systems 期刊论文 IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 8, 页码: 1137-1146 作者: Ma, Limin; Zhang, Weihai; Xia, Jianwei 收藏 \| 浏览/下载：130/0 \| 提交时间：2019/12/11 stochastic systems Lyapunov methods linear matrix inequalities differential equations stability stochastic processes interval stabilisation MF-SDEs mean-field stochastic differential equations unremovable spectrum operator spectrum technique sufficient condition necessary condition mean-field stochastic control systems interval stability mean square stabilisability continuous-time mean-field stochastic systems
	H_ Index for Linear Time-Varying Markov Jump Stochastic Systems and Its Application to Fault Detection 期刊论文 IEEE ACCESS, 2019, 卷号: 7, 页码: 23698-23712 作者: Zhang, Tianliang; Deng, Feiqi; Zhang, Weihai 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 H_ index fault detection filter linear Markov jump stochastic systems generalized differential Riccati equations linear matrix inequalities
	An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 97-110 作者: Lin, Yaning; Jiang, Xiushan; Zhang, Weihai 收藏 \| 浏览/下载：17/0 \| 提交时间：2019/12/11 Mean-field forward-backward stochastic differential equation (MF-FBSDE) mean-field stochastic linear-quadratic (LQ) optimal control mean-field stochastic systems Riccati equations Stackelberg strategy
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者: Wang W.; Wu J.; Liu Z. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Itô-Lévy processes linear quadratic problem maximum principle variational equation
	Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations 期刊论文系统科学与复杂性学报（英文版）, 2019, 卷号: 32, 期号: 3, 页码: 789-802 作者: Liu, Ruyi; Wu, Zhen 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equations linear transformation monotonicity conditions optimal control theory unified approach
	An explicit representation and enumeration for self-dual cyclic codes over F-2m + uF(2m) of length 2(s) 期刊论文 DISCRETE MATHEMATICS, 2019, 卷号: 342, 期号: 7, 页码: 2077-2091 作者: Cao, Yuan; Cao, Yonglin; Dinh, Hai Q.; Jitman, Somphong 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 Cyclic code Self-dual code Linear code Finite chain ring Kronecker product of matrices Linear equations
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018 作者: Wang Wencan; Wu Jinbiao; Liu Zaiming 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Ito-Levy processes linear quadratic problem maximum principle variational equation
	Region stability of linear stochastic discrete systems with time-delays 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1 作者: Li, Gang; Gao, Yuxia; Chen, Ming 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/11 Region-stability Time-delay Discrete stochastic system
	Pareto optimal strategy for linear stochastic systems with H∞ constraint in finite horizon 期刊论文 Information Sciences, 2019 作者: Jiang X.; Tian S.; Zhang T.; Zhang W. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Cross-coupled generalized differential Riccati equations Finite horizon H∞ constraint Pareto game Stochastic indefinite LQ control

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