CSpace

浏览/检索结果: 共11条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
ON GREEDY RANDOMIZED AUGMENTED KACZMARZ METHOD FOR SOLVING LARGE SPARSE INCONSISTENT LINEAR SYSTEMS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 卷号: 43, 期号: 6, 页码: A3892-A3911
作者:  Bai, Zhong-Zhi;  Wu, Wen-Ting
收藏  |  浏览/下载:142/0  |  提交时间:2022/04/02
system of linear equations  inconsistency  augmented linear system  Kaczmarz method  randomized iteration  convergence property  
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载:188/0  |  提交时间:2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
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:199/0  |  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  
On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems 期刊论文
LINEAR ALGEBRA AND ITS APPLICATIONS, 2019, 卷号: 578, 页码: 225-250
作者:  Bai, Zhong-Zhi;  Wu, Wen-Ting
收藏  |  浏览/下载:199/0  |  提交时间:2020/01/10
System of linear equations  Inconsistency  Kaczmarz method  Randomized iteration  Convergence property  
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM 期刊论文
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:129/0  |  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
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:148/0  |  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
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:138/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
收藏  |  浏览/下载:137/0  |  提交时间:2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations  
Handling Inconsistency In Distributed Software Requirements Specifications Based On Prioritized Merging 期刊论文
FUNDAMENTA INFORMATICAE, 2009, 卷号: 91, 期号: 3-4, 页码: 631-670
作者:  Mu, Kedian;  Jin, Zhi;  Yue, Anbu;  Liu, Weiru;  Lu, Ruqian;  Bell, David
收藏  |  浏览/下载:145/0  |  提交时间:2018/07/30
Inconsistency  Requirements Engineering  Prioritized Merging  Local Prioritization  
A Priority-Based Negotiations Approach for Handling Inconsistencies in Multi-Perspective Software Requirements 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 4, 页码: 574-596
作者:  Mu, Kedian;  Jin, Zhi;  Zowghi, Didar
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Automated negotiation  inconsistency management  requirements engineering  the priority of requirements  viewpoints