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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
作者:  Cao, Ping;  Yang, Ke;  Liu, Ke
收藏  |  浏览/下载:189/0  |  提交时间:2020/06/30
Project management  Software testing process  Dynamic programming  Continuous time stochastic optimal control  Optimal software testing and release  
Reaching Agreement in Quantum Hybrid Networks 期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 页码: 9
作者:  Shi, Guodong;  Li, Bo;  Miao, Zibo;  Dower, Peter M.;  James, Matthew R.
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 7, 页码: 3235-3248
作者:  Yao, Dacheng;  Chao, Xiuli;  Wu, Jingchen
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Brownian inventory system  general ordering cost  optimal control  (s, S) policy  singular control policy  
Joint pricing and inventory control for a stochastic inventory system with Brownian motion demand 期刊论文
IISE TRANSACTIONS, 2017, 卷号: 49, 期号: 12, 页码: 1101-1111
作者:  Yao, Dacheng
收藏  |  浏览/下载:149/0  |  提交时间:2018/07/25
Stochastic inventory model  pricing  Brownian motion demand  (s, S, p) policy  impulse control  drift rate control  
Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraints 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2010, 卷号: 83, 期号: 3, 页码: 642-650
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
mean-variance criterion  HJB equation  numerical method  Poisson process  
A class of continuous-time portfolio selection with liability under jump-diffusion processes 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2009, 卷号: 82, 期号: 12, 页码: 2277-2283
作者:  Yan, Wei
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
portfolio selection  asset-liability management  mean-variance criterion  discontinuous prices  VaR constraint  
Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953
作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control  
Adaptive sampled-data based linear quadratic optimal control of stochastic systems 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2007, 卷号: 80, 期号: 10, 页码: 1676-1689
作者:  Tan, S.;  Zhang, J. F.
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
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:120/0  |  提交时间:2018/07/30
hierarchical control  manufacturing systems  stochastic dynamic programming  optimal control  discounted cost