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51-60 订阅
排序:
Markov decision processes under model uncertainty
收藏 引用
MATHEMATICAL FINANCE 2023年 第3期33卷 618-665页
作者: Neufeld, Ariel Sester, Julian Sikic, Mario NTU Singapore Div Math Sci Singapore Singapore Natl Univ Singapore Dept Math Singapore Singapore Univ Zurich Dept Banking & Finance Zurich Switzerland NTU Singapore Div Math Sci 21 Nanyang Link Singapore 637371 Singapore
We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle, we obtain a local-to-global paradigm, na... 详细信息
来源: 评论
Deep-Control of Memory via Stochastic Optimal Control and Deep Learning  4th
Deep-Control of Memory via Stochastic Optimal Control and De...
收藏 引用
International Conference on Mathematics and its Applications in Science and Engineering (ICMASE)
作者: Savku, Emel Univ Oslo Dept Math Oslo Norway
In this survey work, we introduce Stochastic Differential Delay Equations and their impacts on Stochastic Optimal Control problems. We observe time delay in the dynamics of a state process that may correspond to inert... 详细信息
来源: 评论
Neural networks for first order HJB equations and application to front propagation with obstacle terms
收藏 引用
PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS 2023年 第5期4卷 1-36页
作者: Bokanowski, Olivier Prost, Averil Warin, Xavier Univ Paris Cite Lab Jacques Louis Lions LJLL F-75013 Paris France Sorbonne Univ CNRS LJLL F-75005 Paris France Normandie Univ INSA Rouen Normandie LMI UR 3226 F-76000 Rouen France EDF R&D F-91120 Palaiseau France FiME F-91120 Palaiseau France
We consider a deterministic optimal control problem, focusing on a finite horizon scenario. Our proposal involves employing deep neural network approximations to capture Bellman's dynamic programming principle. Th... 详细信息
来源: 评论
dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums
收藏 引用
MATHEMATICS OF OPERATIONS RESEARCH 2022年 第1期47卷 616-642页
作者: Feinstein, Zachary Rudloff, Birgit Zhang, Jianfeng Stevens Inst Technol Sch Business Hoboken NJ 07030 USA Vienna Univ Econ & Business Inst Stat & Math A-1020 Vienna Austria Univ Southern Calif Dept Math Los Angeles CA 90089 USA
Nonzero sum games typically have multiple Nash equilibriums (or no equilibrium), and unlike the zero-sum case, they may have different values at different equilibriums. Instead of focusing on the existence of individu... 详细信息
来源: 评论
Risk-sensitive optimal stopping with unbounded terminal cost function
收藏 引用
ELECTRONIC JOURNAL OF PROBABILITY 2022年 第none期27卷 1-30页
作者: Jelito, Damian Stettner, Lukasz Jagiellonian Univ Inst Math Krakow Poland Polish Acad Sci Inst Math Warsaw Poland
In this paper we consider an infinite time horizon risk-sensitive optimal stopping problem for a Feller-Markov process with an unbounded terminal cost function. We show that in the unbounded case an associated Bellman... 详细信息
来源: 评论
dynamic programming principle FOR TUG-OF-WAR GAMES WITH NOISE
收藏 引用
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS 2012年 第1期18卷 81-90页
作者: Manfredi, Juan J. Parviainen, Mikko Rossi, Julio D. Univ Pittsburgh Dept Math Pittsburgh PA 15260 USA Helsinki Univ Technol Inst Math Helsinki 02015 Finland FCEyN UBA 1428 Dept Matemat Buenos Aires DF Argentina
We consider a two-player zero-sum-game in a bounded open domain Omega described as follows: at a point x epsilon Omega, Players I and II play an epsilon-step tug-of-war game with probability alpha, and with probabilit... 详细信息
来源: 评论
Erratum: The Robust Superreplication Problem: A dynamic Approach
收藏 引用
SIAM JOURNAL ON FINANCIAL MATHEMATICS 2022年 第2期13卷 653-655页
作者: Carassus, Laurence Obloj, Jan Wiesel, Johannes Leonard de Vinci Pole Univ Res Ctr F-92916 Paris France Univ Reims LMR UMR 9008 F-51100 Reims France Univ Oxford Math Inst Oxford OX1 3JP England Univ Oxford St Johns Coll Oxford OX1 3JP England Columbia Univ Stat Dept New York NY 10027 USA
The assertions of Proposition 3.7 in our paper ``The robust superreplication problem: A dynamic approach"" [L. Carassus, J. Ob\lo'\j, and J. Wiesel, SIAM J. Financial Math., 10 (2019), pp. 907--941] may ... 详细信息
来源: 评论
Mathematical modelling and optimal control analysis of pandemic dynamics as a hybrid system
收藏 引用
EUROPEAN JOURNAL OF CONTROL 2024年 75卷
作者: Dharmatti, Sheetal Krishnan, Nandakishor IISER Thiruvananthapuram Sch Math Maruthamala PO Trivandrum 695551 Kerala India Eotvos Lorand Univ Inst Biol Doctoral Sch Biol Pazmany Peter Setany 1-C HU-1117 Budapest Hungary Ctr Ecol Res Inst Evolut Konkoly Thege Mikl Ut HU-1121 Budapest Hungary
The study of epidemics using mathematical modelling is critical in understanding its dynamics and proposing potential control measures. We propose a generalised epidemiological model corresponding to a pandemic wherei... 详细信息
来源: 评论
dynamic programming principle FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM WITH DELAYED SYSTEMS
收藏 引用
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS 2012年 第4期18卷 1005-1026页
作者: Chen, Li Wu, Zhen China Univ Min & Technol Dept Math Beijing 100083 Peoples R China Shandong Univ Sch Math Jinan 250100 Peoples R China
In this paper, we study one kind of stochastic recursive optimal control problem for the systems described by stochastic differential equations with delay (SDDE). In our framework, not only the dynamics of the systems... 详细信息
来源: 评论
Optimal multidimensional reinsurance policies under a common shock dependency structure
收藏 引用
EUROPEAN ACTUARIAL JOURNAL 2022年 第2期12卷 559-577页
作者: Azarbad, M. Parham, G. A. Alavi, S. M. R. Shahid Chamran Univ Ahvaz Fac Math Sci & Comp Dept Stat Ahvaz Iran
In this paper, we consider an insurance company that is active in multiple dependent lines. We assume that the risk process in each line is a Cramer-Lundberg process. We use a common shock dependency structure to cons... 详细信息
来源: 评论