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A Novel Resilient Control Scheme for a Class of Markovian Jump Systems With Partially Unknown Information 期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2021, 页码: 10
作者:  Zhang, Kun;  Su, Rong;  Zhang, Huaguang
收藏  |  浏览/下载:110/0  |  提交时间:2022/04/02
Games  Process control  Markov processes  Game theory  Actuators  System dynamics  Heuristic algorithms  Adaptive dynamic programming  integral reinforcement learning (IRL)  resilient control  zero-sum game  
Optimal selection and release problem in software testing process: A continuous time stochastic control approach 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, 卷号: 285, 期号: 1, 页码: 211-222
作者:  Cao, Ping;  Yang, Ke;  Liu, Ke
收藏  |  浏览/下载:187/0  |  提交时间:2020/06/30
Project management  Software testing process  Dynamic programming  Continuous time stochastic optimal control  Optimal software testing and release  
The impacts of uncertainties on the carbon mitigation design: Perspective from abatement cost and emission rate 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 232, 页码: 213-223
作者:  Guo, Jian-Xin;  Tan, Xianchun;  Gu, Baihe;  Qu, Xinglong
收藏  |  浏览/下载:145/0  |  提交时间:2020/01/10
Climate change mitigation  Abatement strategy  Abatement uncertainty  Stochastic dynamic programming  
Multi-period mean variance portfolio selection under incomplete information 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
hidden Markov chain  regime switching  sufficient statistics  portfolio optimization  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2006, 卷号: 317, 期号: 2, 页码: 398-428
作者:  Hou, YM;  Sethi, SP;  Zhang, HQ;  Zhang, Q
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
optimal production policy  stochastic manufacturing systems  stochastic dynamic programming  discounted cost  asymptotic analysis  
An analysis of staged purchases in deregulated time-sequential electricity markets 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2005, 卷号: 1, 期号: 4, 页码: 443-463
作者:  Sethi, Suresh P.;  Yan, Houmin;  Yan, J. Houzhong;  Zhang, Hanqin
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
dynamic programming equation  optimal policy  monotonicity  martingale  algorithm  
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 卷号: 49, 期号: 3, 页码: 447-457
作者:  Zhu, SS;  Li, D;  Wang, SY
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
dynamic portfolio selection  dynamic programming  mean-variance formulation  stochastic control  
A dynamic stochastic programming model for bond portfolio management 期刊论文
COMPUTATIONAL SCIENCE - ICCS 2004, PROCEEDINGS, 2004, 卷号: 3039, 页码: 876-883
作者:  Yu, LY;  Wang, SY;  Wu, Y;  Lai, KK
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
bond portfolio management  stochastic programming  scenario generation  
Hierarchical production control in a stochastic N-machine flowshop with long-run average cost 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2000, 卷号: 251, 期号: 1, 页码: 285-309
作者:  Sethi, SP;  Zhang, HQ;  Zhang, Q
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
hierarchical control  manufacturing systems  stochastic dynamic programming  optimal control  long-run average cost