• 不 限
  • 期刊论文
  • 硕博论文
  • 会议论文
  • 报 纸
  • 英文论文
  2. 您的位置
  3. 首页
  4. 会议论文
  5. Stochastic Maximum Principle for Controlled Systems Driven by Fractional and Standard Brownian Motio

Stochastic Maximum Principle for Controlled Systems Driven by Fractional and Standard Brownian Motio

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：nightcatwu
【摘 要】
：
　　The existence and uniqueness of solution for a type of backward stochastic differential equation driven by fractional Brownian motions and underlying standa
【作 者】
：
Han Yuecai 
【机 构】
：
Jilin Univ.
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
下载到本地 , 更方便阅读
下载此文 赞助VIP
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
　　The existence and uniqueness of solution for a type of backward stochastic differential equation driven by fractional Brownian motions and underlying standard Brownian motions is investigated.
其他文献
Duration-deadline Jointly Differentiated Energy Services
　　We propose a duration-deadline jointly differentiated energy service.The adequacy of a given supply profile is addressed,which amounts to solving a(0,1)-mat
会议
Distributed Cooperative Learning Approach and Its Applications
　　Big data is an interesting topic attracting lots of researchers.An important issue is how to deal with the data when it is too much to handle in a centraliz
会议
Majorization Theory and Its Engineering Applications
　　Majorization is an old mathematical tool which has been studied in mathematics by giants like Hardy,Littlewood,and Pólya and has been widely used in statis
会议
Duration-differentiated Energy Services
　　We consider duration-differentiated loads requiring a constant power for a specified duration.We give conditions,written in terms of majorization results,un
会议
Majorization Theory in Sensor Scheduling Problems
　　This talk introduces the applications of majorization in the sensor scheduling problems for networked state estimation.Two problems are considered.The first
会议
Majorization Theory in Wireless Communications
　　Majorization precisely defines the vague notion that the components of a vector are “less spread out" or “more nearly equal" than the components of anothe
会议
Adaptive Lasso-Based Variable Selection for Nonlinear Nonparametric Systems
　　The Lasso introduced in statistics community finds successful applications in diverse areas.The theoretical foundation of such kinds of algorithms is mainly
会议
Synchronization and Tracking Control for Multi-motor Driving Servo Systems with Backlash
　　This paper presents synchronization and tracking control for multi-motor driving servo systems with backlash.A sliding mode is proposed to achieve synchroni
会议
The Connection between Dynamic Programming and Maximum Principle for Fully Coupled Forward-Backward
　　This paper is concerned with the connection between dynamic programming(DP)and maximum principle(MP)for the fully coupled forward-backward stochastic contro
会议
Maximum Principle for Mean-field Jump-diffusion Stochastic Delay Differential Equations and Its Appl
　　This paper investigates a stochastic optimal control problem with delay and of mean-field type,where the controlled state process is governed by a mean-fiel
会议