机构

• 数学与系统科学研究... [23]
• 理论物理研究所 [1]
• 中国科学院大学 [1]
• 自动化研究所 [1]

采集方式

• OAI收割 [25]
• iSwitch采集 [1]

内容类型

• 期刊论文 [26]

发表日期

• 2021 [1]
• 2020 [6]
• 2019 [1]
• 2018 [2]
• 2017 [3]
• 2016 [1]
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学科主题

• Science & ... [1]

筛选

浏览/检索结果: 共26条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544 作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng   |  收藏  |  浏览/下载：37/0  |  提交时间：2021/06/01 Mathematical model  Games  Robustness  Uncertainty  Optimal control  Stochastic processes  Differential equations  Forward-backward stochastic differential equation (FBSDE)  linear quadratic optimal control  mean field control  model uncertainty  social functional variation   An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文  OAI收割 JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27 作者:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao   |  收藏  |  浏览/下载：40/0  |  提交时间：2021/01/14 Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization   Optimal selection and release problem in software testing process: A continuous time stochastic control approach 期刊论文  OAI收割 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, 卷号: 285, 期号: 1, 页码: 211-222 作者:  Cao, Ping;  Yang, Ke   |  收藏  |  浏览/下载：31/0  |  提交时间：2020/06/30 Project management  Software testing process  Dynamic programming  Continuous time stochastic optimal control  Optimal software testing and release   Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文  OAI收割 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319 作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao   |  收藏  |  浏览/下载：53/0  |  提交时间：2020/05/24 Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods   Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723 作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav   |  收藏  |  浏览/下载：18/0  |  提交时间：2020/05/24 Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency   Improved value iteration for neural-network-based stochastic optimal control design 期刊论文  OAI收割 NEURAL NETWORKS, 2020, 卷号: 124, 页码: 280-295 作者:  Liang, Mingming;  Wang, Ding;  Liu, Derong   |  收藏  |  浏览/下载：16/0  |  提交时间：2020/06/02 Adaptive critic designs  Adaptive dynamic programming  Neural networks  Optimal control  Stochastic processes  Value iteration   OPTIMAL CONTROL OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES 期刊论文  OAI收割 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 卷号: 58, 期号: 4, 页码: 2383-2410 作者:  Barbu, Viorel;  Rockner, Michael;  Zhang, Deng   |  收藏  |  浏览/下载：25/0  |  提交时间：2020/11/18 stochastic differential equations  optimal control  Kolmogorov operators   MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM 期刊论文  OAI收割 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569 作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav   |  收藏  |  浏览/下载：33/0  |  提交时间：2019/12/13 time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution   Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav   |  收藏  |  浏览/下载：37/0  |  提交时间：2018/10/07 Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency   Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786 作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav   |  收藏  |  浏览/下载：27/0  |  提交时间：2018/10/07 Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency