검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND REGIME-SWITCHING Bo LJ, Liao HF, Yu X SIAM Journal on Control and Optimization, 57(1), 366, 2019 |
| 2 |
Stabilization of Quasi Integrable Hamiltonian Systems With Fractional Derivative Damping by Using Fractional Optimal Control Hu F, Zhu WQ IEEE Transactions on Automatic Control, 58(11), 2968, 2013 |
| 3 |
Pathwise stochastic control problems and stochastic HJB equations Buckdahn R, Ma J SIAM Journal on Control and Optimization, 45(6), 2224, 2007 |
| 4 |
A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation Ying ZG, Zhu WQ Automatica, 42(9), 1577, 2006 |