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EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS 期刊论文
ANNALS OF STATISTICS, 2015, 卷号: 43, 期号: 6, 页码: 2331-2352
作者:  Tuo, Rui;  Wu, C. F. Jeff
收藏  |  浏览/下载：121/0  |  提交时间：2018/07/30
Computer experiments  uncertainty quantification  semiparametric efficiency  reproducing kernel Hilbert space  
Convergence of an Upwind Finite-Difference Scheme for Hamilton-Jacobi-Bellman Equation in Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 11, 页码: 3012-3017
作者:  Sun, Bing;  Guo, Bao-Zhu
收藏  |  浏览/下载：111/0  |  提交时间：2018/07/30
Convergence  finite-difference  Hamilton-Jacobi-Bellman equation  numerical approximation  optimal control  
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：117/0  |  提交时间：2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations  
Recursive identification of FIR systems with binary-valued outputs and communication channels 期刊论文
AUTOMATICA, 2015, 卷号: 60, 页码: 165-172
作者:  Guo, Jin;  Zhao, Yanlong;  Sun, Chang-Yin;  Yu, Yao
收藏  |  浏览/下载：128/0  |  提交时间：2018/07/30
System identification  Binary-valued output  Communication channel  Convergence  Convergence rate  
Solitons in a nonlinear Schrodinger equation with PT-symmetric potentials and inhomogeneous nonlinearity: Stability and excitation of nonlinear modes 期刊论文
PHYSICAL REVIEW A, 2015, 卷号: 92, 期号: 2, 页码: 8
作者:  Yan, Zhenya;  Wen, Zichao;  Konotop, Vladimir V.
收藏  |  浏览/下载：102/0  |  提交时间：2018/07/30
Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs 期刊论文
AUTOMATICA, 2015, 卷号: 57, 页码: 113-122
作者:  Guo, Jin;  Wang, Le Yi;  Yin, George;  Zhao, Yanlong;  Zhang, Ji-Feng
收藏  |  浏览/下载：123/0  |  提交时间：2018/07/30
System identification  Quantization  Non-periodic input  Asymptotic efficiency  Input design  
Distributed Randomized PageRank Algorithm Based on Stochastic Approximation 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 6, 页码: 1641-1646
作者:  Lei, Jinlong;  Chen, Han-Fu
收藏  |  浏览/下载：130/0  |  提交时间：2018/07/30
Distributed randomized PageRank algorithm  stochastic approximation  strong consistency