咨询与建议

限定检索结果

文献类型

  • 209 篇 期刊文献
  • 14 篇 会议
  • 3 篇 学位论文

馆藏范围

  • 226 篇 电子文献
  • 0 种 纸本馆藏

日期分布

学科分类号

  • 188 篇 理学
    • 180 篇 数学
    • 40 篇 统计学(可授理学、...
    • 9 篇 系统科学
    • 1 篇 物理学
    • 1 篇 地球物理学
    • 1 篇 生物学
  • 79 篇 工学
    • 66 篇 控制科学与工程
    • 9 篇 计算机科学与技术...
    • 7 篇 电气工程
    • 3 篇 信息与通信工程
    • 2 篇 力学(可授工学、理...
    • 1 篇 机械工程
    • 1 篇 仪器科学与技术
    • 1 篇 电子科学与技术(可...
    • 1 篇 建筑学
    • 1 篇 土木工程
    • 1 篇 地质资源与地质工...
    • 1 篇 软件工程
  • 46 篇 管理学
    • 33 篇 管理科学与工程(可...
    • 16 篇 工商管理
  • 27 篇 经济学
    • 20 篇 应用经济学
    • 14 篇 理论经济学
  • 1 篇 农学

主题

  • 226 篇 dynamic programm...
  • 50 篇 viscosity soluti...
  • 24 篇 viscosity soluti...
  • 24 篇 hamilton-jacobi-...
  • 15 篇 stochastic contr...
  • 14 篇 backward stochas...
  • 14 篇 value function
  • 12 篇 maximum principl...
  • 11 篇 stochastic optim...
  • 10 篇 stochastic games
  • 9 篇 hamilton-jacobi-...
  • 8 篇 stochastic diffe...
  • 8 篇 optimal control
  • 7 篇 hjb equation
  • 6 篇 wasserstein spac...
  • 6 篇 stochastic recur...
  • 6 篇 backward stochas...
  • 6 篇 p-laplacian
  • 6 篇 g-expectation
  • 6 篇 optimal stopping

机构

  • 18 篇 shandong univ sc...
  • 9 篇 univ pittsburgh ...
  • 6 篇 univ jyvaskyla d...
  • 6 篇 shandong univ zh...
  • 5 篇 univ michigan de...
  • 5 篇 shandong univ sc...
  • 4 篇 fudan univ sch m...
  • 4 篇 shandong univ sc...
  • 4 篇 school of mathem...
  • 3 篇 univ oxford st j...
  • 3 篇 univ oxford math...
  • 3 篇 indian inst sci ...
  • 3 篇 hong kong polyte...
  • 2 篇 univ hong kong d...
  • 2 篇 univ paris cite
  • 2 篇 univ pittsburgh ...
  • 2 篇 univ minnesota m...
  • 2 篇 univ bologna dip...
  • 2 篇 shandong univ sc...
  • 2 篇 univ bretagne oc...

作者

  • 11 篇 li juan
  • 10 篇 parviainen mikko
  • 9 篇 wu zhen
  • 7 篇 hu mingshang
  • 6 篇 buckdahn rainer
  • 6 篇 ji shaolin
  • 6 篇 shi jingtao
  • 6 篇 bayraktar erhan
  • 5 篇 obloj jan
  • 4 篇 zhang liangquan
  • 4 篇 arroyo angel
  • 4 篇 yao song
  • 4 篇 tan xiaolu
  • 4 篇 rossi julio d.
  • 4 篇 blanc pablo
  • 3 篇 wiesel johannes
  • 3 篇 yoshioka hidekaz...
  • 3 篇 peng shige
  • 3 篇 ramaswamy m
  • 3 篇 luiro hannes

语言

  • 195 篇 英文
  • 31 篇 其他
  • 1 篇 德文
  • 1 篇 法文
  • 1 篇 俄文
检索条件"主题词=dynamic programming principle"
226 条 记 录,以下是111-120 订阅
排序:
OPTIMAL CONTROL OF BRANCHING DIFFUSION PROCESSES: A FINITE HORIZON PROBLEM
收藏 引用
ANNALS OF APPLIED PROBABILITY 2018年 第1期28卷 1-34页
作者: Claisse, Julien Ecole Polytech Ctr Math Appl F-91128 Palaiseau France
In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the movement and the reproduction of the particles depend on the control. More precisely, we study the problem... 详细信息
来源: 评论
Near-Optimal Control of Stochastic Recursive Systems Via Viscosity Solution
收藏 引用
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2018年 第2期178卷 363-382页
作者: Zhang, Liangquan Zhou, Qing Beijing Univ Posts & Telecommun Sch Sci Beijing Peoples R China
In this paper, we study the near-optimal control for systems governed by forward-backward stochastic differential equations via dynamic programming principle. Since the nonsmoothness is inherent in this field, the vis... 详细信息
来源: 评论
Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation
收藏 引用
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 2018年 第4期20卷 1477-1502页
作者: Guo, Chang Zhuo, Xiaoyang Constantinescu, Corina Pamen, Olivier Menoukeu Nankai Univ Sch Finance Tianjin 300350 Peoples R China Nankai Univ Sch Business Tianjin 300071 Peoples R China Univ Liverpool Inst Financial & Actuarial Math Dept Math Sci Liverpool L69 7ZL Merseyside England African Inst Math Sci Accra Ghana Univ Ghana Accra Ghana
In this paper, we pursue the optimal reinsurance-investment strategy of an insurer who can invest in both domestic and foreign markets. We assume that both the domestic and the foreign nominal interest rates are descr... 详细信息
来源: 评论
Data-driven surrogates of value functions and applications to feedback control for dynamical systems
收藏 引用
IFAC-PapersOnLine 2018年 第2期51卷 307-312页
作者: Schmidt, A. Haasdonk, B. University of Stuttgart Institute for Applied Analysis and Numerical Simulation Pfaffenwaldring 57 Stuttgart70569 Germany
Dealing with high-dimensional feedback control problems is a difficult task when the classical dynamic programming principle is applied. Existing techniques restrict the application to relatively low dimensions since ... 详细信息
来源: 评论
Tauberian Theorem for Value Functions
收藏 引用
dynamic GAMES AND APPLICATIONS 2018年 第2期8卷 401-422页
作者: Khlopin, Dmitry Russian Acad Sci Krasovskii Inst Math & Mech Ural Branch 16 S Kovalevskaja St Ekaterinburg 620990 Russia Ural Fed Univ Inst Math & Comp Sci Chair Appl Math 4 Turgeneva St Ekaterinburg 620083 Russia
For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long-run average cost as the time horizon tends to infinity and t... 详细信息
来源: 评论
dynamic programming FOR OPTIMAL CONTROL OF STOCHASTIC MCKEAN-VLASOV dynamicS
收藏 引用
SIAM JOURNAL ON CONTROL AND OPTIMIZATION 2017年 第2期55卷 1069-1101页
作者: Pham, Huyen Wei, Xiaoli CNRS UMR 7599 Lab Probabilites & Modele Aleatoires Paris France Univ Paris Diderot Paris France CREST ENSAE Paris France Univ Paris Diderot CNRS Lab Probabilites & Modeles Aleatoires UMR 7599 Paris France
We study optimal control of the general stochastic McKean-Vlasov equation. Such a problem is motivated originally from the asymptotic formulation of cooperative equilibrium for a large population of particles (players... 详细信息
来源: 评论
An exactly solvable multiple stochastic optimal stopping problem
收藏 引用
ADVANCES IN DIFFERENCE EQUATIONS 2018年 第1期2018卷 1-9页
作者: Yoshioka, Hidekazu Faculty of Life and Environmental Science Shimane University Matsue Japan
A new kind of multiple stochastic optimal stopping problem is formulated and its associated recursive variational inequalities are derived. We show that these variational inequalities can be solved exactly in a cascad... 详细信息
来源: 评论
Data-driven surrogates of value functions and applications to feedback control for dynamical systems
Data-driven surrogates of value functions and applications t...
收藏 引用
9th Vienna International Conference on Mathematical Modelling (MATHMOD)
作者: Schmidt, A. Haasdonk, B. Univ Stuttgart Inst Appl Anal & Numer Simulat Pfaffenwaldring 57 D-70569 Stuttgart Germany
Dealing with high-dimensional feedback control problems is a difficult task when the classical dynamic programming principle is applied. Existing techniques restrict the application to relatively low dimensions since ... 详细信息
来源: 评论
Stochastic control over networks
Stochastic control over networks
收藏 引用
作者: Isaac Wahbi Universite de recherche Paris Sciences et Lettres
学位级别:博士
This thesis consists of three parts which deal with quasi linear parabolic PDE on a junction, stochastic diffusion on a junction and stochastic control on a junction with control at the junction point. We begin in the... 详细信息
来源: 评论
The Corporate Optimal Portfolio and Consumption Choice Problem in Trade Project with Borrowing Rate Higher than Deposit Rate
The Corporate Optimal Portfolio and Consumption Choice Probl...
收藏 引用
第三十八届中国控制会议
作者: Panpan Zhang School of Control Science and Engineering Shandong University
This paper is concerned with a kind of optimal portfolio and consumption choice problem, where an investor can invest his wealth in a trade project and foreign exchange deposit. The trade project earns profit by buyin... 详细信息
来源: 评论