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科研机构
山东大学 [9]
深圳先进技术研究院 [1]
数学与系统科学研究院 [1]
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会议论文 [7]
期刊论文 [4]
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2018 [1]
2017 [4]
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2012 [1]
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An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations
期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 1-23
作者:
Li, Na
;
Wang, Yuan
;
Wu, Zhen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Forward–backward stochastic differential equations
Hamiltonian system
Stochastic differential delayed equations
Stochastic linear quadratic problem
DELAYED OPTIMAL CONTROL OF STOCHASTIC LQ PROBLEM
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3370-3407
作者:
Ni, Yuan-Hua
;
Yiu, Ka-Fai Cedric
;
Zhang, Huanshui
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:43/0
  |  
提交时间:2018/07/25
stochastic linear-quadratic optimal control
transmission delay
forward-backward stochastic difference equation
convexity
Linear-quadratic optimal control problem of forward-backward stochastic system with delay
会议论文
36th Chinese Control Conference, CCC 2017, 26 July 2017 through 28 July 2017
作者:
Li, Na
;
Wang, Guangchen
;
Wu, Zhen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/31
forward-backward stochastic system with delay
linear-quadratic problem
Stochastic optimal control
Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay
会议论文
第36届中国控制会议
作者:
Na Li
;
Guangchen Wang
;
Zhen Wu
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/31
Stochastic optimal control
linear-quadratic problem
forward-backward stochastic system with delay
Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay
会议论文
36th Chinese Control Conference (CCC), JUL 26-28, 2017
作者:
Li, Na
;
Wang, Guangchen
;
Wu, Zhen
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/31
Stochastic optimal control
linear-quadratic problem
forward-backward
stochastic system with delay
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
期刊论文
OPTIMAL CONTROL APPLICATIONS & METHODS, 2016, 卷号: 37, 期号: 1, 页码: 154-175
作者:
Lv, Siyu
;
Tao, Ran
;
Wu, Zhen
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/16
forward-backward stochastic system
maximum principle
regime switching
Markov chain
stochastic differential equation with delay
anticipated
backward stochastic differential equation
Forward-backward linear quadratic stochastic optimal control problem with delay
期刊论文
SYSTEMS & CONTROL LETTERS, 2012, 卷号: 61, 期号: 5, 页码: 623-630
作者:
Huang, Jianhui
;
Li, Xun
;
Shi, Jingtao
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/23
Stochastic optimal control
Stochastic differential delayed equation
Anticipated backward stochastic differential equation
Stochastic
delayed system
Linear quadratic control
Time-inconsistent
Maximum Principle for Stochastic Optimal Control Problem of Forward-backward System with Delay
会议论文
Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC), DEC 15-18, 2009
作者:
Chen, Li
;
Wu, Zhen
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
Maximum Principle for Stochastic Optimal Control Problem of Forward-backward System with Delay
会议论文
作者:
Li Chen
;
Zhen Wu
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/31
BSDE
Maximum Principle for Stochastic Optimal Control Problem of Forward-backward System with Delay
Maximum principle for stochastic optimal control problem of forward-backward system with delay
会议论文
48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009, 15 December 2009 through 18 December 2009
作者:
Chen, Li
;
Wu, Zhen
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2019/12/31
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