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浏览/检索结果: 共10条，第1-10条 帮助 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 Connection between the adjoint variables and value function for controlled fully coupled FBSDEs: The global case 期刊论文 Proceedings - 2019 34rd Youth Academic Annual Conference of Chinese Association of Automation, YAC 2019, 2019, 页码: 617-624 作者:  Shi, Jingtao 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 Dynamic programming principle  Fully coupled FBSDEs  Maximum principle  Sub- and super-derivatives   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 期刊论文 Chinese Control Conference, CCC, 2018, 卷号: 2018-July, 页码: 1445-1450 作者:  Shi, Jingtao 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Dynamic programming principle  Fully coupled FBSDE  Maximum principle  Stochastic optimal control   Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case 期刊论文 2018 15th International Conference on Control, Automation, Robotics and Vision, ICARCV 2018, 2018, 页码: 1263-1270 作者:  Meng, Weijun;  Shi, Jingtao 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 会议论文 37th Chinese Control Conference (CCC), JUL 25-27, 2018 作者:  Shi, Jingtao 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Stochastic optimal control  fully coupled FBSDE  dynamic programming  principle  maximum principle   Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs 会议论文 第37届中国控制会议 作者:  Jingtao Shi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Stochastic optimal control  fully coupled FBSDE  dynamic programming principle  maximum principle   Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case 会议论文 15th International Conference on Control, Automation, Robotics and Vision (ICARCV), NOV 18-21, 2018 作者:  Meng, Weijun;  Shi, Jingtao 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/31 Solutions for functional fully coupled forward-backward stochastic differential equations 期刊论文 Statistics & Probability Letters, 2015, 页码: 70-76 作者:  Ji, Shaolin;  Yang, Shuzhen 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17 Forward-backward stochastic differential equations (FBSDEs)  Monotonicity conditions  Continuation method   Solutions for functional fully coupled forward-backward stochastic differential equations 期刊论文 STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 99, 页码: 70-76 作者:  Ji, Shaolin;  Yang, Shuzhen 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/17 Forward-backward stochastic differential equations (FBSDEs)  Monotonicity conditions  Continuation method   Stochastic Differential Games for Fully Coupled FBSDEs with Jumps 期刊论文 Applied mathematics and optimization, 2015, 卷号: 71, 期号: 3, 页码: 411-448 作者:  Li Juan;  Wei Qingmeng 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17 Fully coupled FBSDEs with jumps  Stochastic differential game  Hamilton-Jacobi-Bellman-Isaacs equation  Value function  Stochastic backward semigroup  Dynamic programming principle  Viscosity solution   A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints 期刊论文 Journal of Mathematical Analysis and Applications, 2013, 卷号: 407, 期号: 2, 页码: 200-210 作者:  Ji, S.;  Wei, Q. 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/23 Ekeland\'s variational principle  Fully coupled FBSDEs  Maximum principle  State constraints