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A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载：181/0  |  提交时间：2021/01/14
Kolmogorov equation  Numerical solution  Iteration schema  Gaussian process  
3D tamed Navier-Stokes equations driven by multiplicative Levy noise: Existence, uniqueness and large deviations 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2020, 卷号: 492, 期号: 1, 页码: 48
作者:  Dong, Zhao;  Zhang, Rangrang
收藏  |  浏览/下载：188/0  |  提交时间：2020/11/18
Stochastic 3D tamed Navier-Stokes equations  Levy noise  Large deviations  Weak convergence method  
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：143/0  |  提交时间：2018/07/30
optimal production policy  stochastic manufacturing systems  stochastic dynamic programming  discounted cost  asymptotic analysis  
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：133/0  |  提交时间：2018/07/30
hierarchical control  manufacturing systems  stochastic dynamic programming  optimal control  long-run average cost  
Hierarchical production control in a stochastic N-machine flowshop with limited buffers 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2000, 卷号: 246, 期号: 1, 页码: 28-57
作者:  Sethi, SP;  Zhang, HQ;  Zhang, Q
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
hierarchical control  manufacturing systems  stochastic dynamic programming  optimal control  discounted cost