검색결과 : 34건
| No. | Article |
|---|---|
| 1 |
Optimal control of mean-field backward doubly stochastic systems driven by Ito-Levy processes Wu JB, Liu ZM International Journal of Control, 93(4), 953, 2020 |
| 2 |
Stochastic maximum principle for delayed doubly stochastic control systems and their applications Xu J International Journal of Control, 93(6), 1371, 2020 |
| 3 |
Stochastic Control of Memory Mean-Field Processes Agram N, Oksendal B Applied Mathematics and Optimization, 79(1), 181, 2019 |
| 4 |
Ergodic Maximum Principle for Stochastic Systems Orrieri C, Tessitore G, Veverka P Applied Mathematics and Optimization, 79(3), 567, 2019 |
| 5 |
Risk-Sensitive Zero-Sum Differential Games Moon J, Duncan TE, Basar T IEEE Transactions on Automatic Control, 64(4), 1503, 2019 |
| 6 |
A GENERAL STOCHASTIC MAXIMUM PRINCIPLE FOR A MARKOV REGIME SWITCHING JUMP-DIFFUSION MODEL OF MEAN-FIELD TYPE Zhang X, Sun ZY, Xiong J SIAM Journal on Control and Optimization, 56(4), 2563, 2018 |
| 7 |
A STOCHASTIC PONTRYAGIN MAXIMUM PRINCIPLE ON THE SIERPINSKI GASKET Liu X SIAM Journal on Control and Optimization, 56(6), 4288, 2018 |
| 8 |
Dynamic Robust Duality in Utility Maximization Oksendal B, Sulem A Applied Mathematics and Optimization, 75(1), 117, 2017 |
| 9 |
Team Optimality Conditions of Distributed Stochastic Differential Decision Systems With Decentralized Noisy Information Structures Charalambous CD, Ahmed NU IEEE Transactions on Automatic Control, 62(2), 708, 2017 |
| 10 |
Optimal Control for Stochastic Delay Evolution Equations Meng QX, Shen Y Applied Mathematics and Optimization, 74(1), 53, 2016 |