검색결과 : 15건
| No. | Article |
|---|---|
| 1 |
Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations Xu J, Liu JF, Liu JC, Miao Y Applied Mathematics and Optimization, 84(SUPPL 1), S837, 2021 |
| 2 |
Optimal Control and Zero-Sum Stochastic Differential Game Problems of Mean-Field Type Djehiche B, Hamadene S Applied Mathematics and Optimization, 81(3), 933, 2020 |
| 3 |
Stochastic control for BSDEs and ABSDEs with Markov chain noises Yang Z, Elliott RJ International Journal of Control, 93(9), 2029, 2020 |
| 4 |
ERGODIC BSDEs WITH MULTIPLICATIVE AND DEGENERATE NOISE Guatteri G, Tessitore G SIAM Journal on Control and Optimization, 58(4), 2050, 2020 |
| 5 |
EXTENDED MEAN FIELD CONTROL PROBLEMS: STOCHASTIC MAXIMUM PRINCIPLE AND TRANSPORT PERSPECTIVE Acciaio B, Backhoff-Veraguas J, Carmona R SIAM Journal on Control and Optimization, 57(6), 3666, 2019 |
| 6 |
Near-maximum principle for general recursive utility optimal control problem Yang SZ International Journal of Control, 91(10), 2187, 2018 |
| 7 |
Mean first passage time in the stochastic security analysis of renewable energy power system Wei JQ, Li GY International Journal of Energy Research, 42(5), 1999, 2018 |
| 8 |
KYLE BACK EQUILIBRIUM MODELS AND LINEAR CONDITIONAL MEAN-FIELD SDEs Ma J, Sun RT, Zhou YH SIAM Journal on Control and Optimization, 56(2), 1154, 2018 |
| 9 |
Maximum principle for forward-backward SDEs with a general cost functional Gao Q, Yang SZ International Journal of Control, 90(8), 1597, 2017 |
| 10 |
DYNAMIC PROGRAMMING FOR OPTIMAL CONTROL OF STOCHASTIC MCKEAN-VLASOV DYNAMICS Pham H, Wei XL SIAM Journal on Control and Optimization, 55(2), 1069, 2017 |