| 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 |
THE MAXIMUM PRINCIPLE FOR PROGRESSIVE OPTIMAL STOCHASTIC CONTROL PROBLEMS WITH RANDOM JUMPS
Song YZ, Tang SJ, Wu Z
SIAM Journal on Control and Optimization, 58(4), 2171, 2020 |
| 3 |
BACKWARD STOCHASTIC RICCATI EQUATION WITH JUMPS ASSOCIATED WITH STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL WITH JUMPS AND RANDOM COEFFICIENTS
Zhang F, Dong YC, Meng QX
SIAM Journal on Control and Optimization, 58(1), 393, 2020 |
| 4 |
Jump-Filtration Consistent Nonlinear Expectations with Lp Domains
Liu J, Yao S
Applied Mathematics and Optimization, 79(1), 87, 2019 |
| 5 |
New Results on Stability Analysis of Markovian Switching Singular Systems
Xiao XQ, Park JH, Zhou L, Lu GP
IEEE Transactions on Automatic Control, 64(5), 2084, 2019 |
| 6 |
Kinetic simulation of the non-equilibrium effects at the liquid-vapor interface
Polikarpov AP, Graur IA, Gatapova EY, Kabov OA
International Journal of Heat and Mass Transfer, 136, 449, 2019 |
| 7 |
Pore structure characterization of coal particles via MIP, N-2 and CO2 adsorption: Effect of coalification on nanopores evolution
Jiang JY, Yang WH, Cheng YP, Zhao K, Zheng SJ
Powder Technology, 354, 136, 2019 |
| 8 |
The Solvability and Optimal Controls for Fractional Stochastic Differential Equations Driven by Poisson Jumps Via Resolvent Operators
Tamilalagan P, Balasubramaniam P
Applied Mathematics and Optimization, 77(3), 443, 2018 |
| 9 |
Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions
Dombrovskii V, Obyedko T, Samorodova M
Automatica, 87, 61, 2018 |
| 10 |
Biodiesel investment in a disruptive tax-credit policy environment
Liu S, Colson G, Wetzstein M
Energy Policy, 123, 19, 2018 |
