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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
Authors:  Cao, Ping;  Yang, Ke;  Liu, Ke
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Project management  Software testing process  Dynamic programming  Continuous time stochastic optimal control  Optimal software testing and release  
Output Tracking of Boolean Control Networks 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 6, 页码: 2730-2735
Authors:  Zhang, Xiao;  Wang, Yuanhua;  Cheng, Daizhan
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Controllability  Indexes  Trajectory  Open loop systems  Artificial neural networks  Tracking loops  Control theory  Boolean control network (BCN)  control invariant subset  output tracking  semitensor product (STP)  set controllability  
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
Authors:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
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Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods  
Decoupled Mixed Element Methods for Fourth Order Elliptic Optimal Control Problems with Control Constraints 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 400-432
Authors:  Shen, Yue;  Jin, Chang
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Fourth order elliptic equation  optimal control problem  decoupled mixed element method  Lagrange element  nonconforming Crouzeix-Raviart element  a priori error estimates  
More Stringent Cap or Higher Penalty Fee? Dealing with Procrastination in Environmental Protection 期刊论文
ANNALS OF ECONOMICS AND FINANCE, 2020, 卷号: 21, 期号: 1, 页码: 41-69
Authors:  Guo, Dongmei;  Wang, Shouyang;  Zhao, Lin
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Environmental policy  Time-inconsistent preferences  Present bias  Procrastination  Cap-and-trade  Principal-agent  
Quantum tomography by regularized linear regressions 期刊论文
AUTOMATICA, 2020, 卷号: 114, 页码: 15
Authors:  Mu, Biqiang;  Qi, Hongsheng;  Petersen, Ian R.;  Shi, Guodong
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Quantum state tomography  Linear regression  Regularization  
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
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
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Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints 期刊论文
IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, 2020, 卷号: 7, 期号: 1, 页码: 74-84
Authors:  Li, Xiuxian;  Xie, Lihua;  Hong, Yiguang
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Continuous-time algorithms  coupled inequality constraints  distributed convex optimization  multiagent networks  nonsmooth analysis  
Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
Authors:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
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Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation  
Distributed Optimization for Resource Allocation Problems Under Large Delays 期刊论文
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, 2019, 卷号: 66, 期号: 12, 页码: 9448-9457
Authors:  Wang, Xue-Fang;  Hong, Yiguang;  Sun, Xi-Ming;  Liu, Kun-Zhi
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Distributed optimization  large delays  Lyapunov functionals  resource allocation