CSpace

浏览/检索结果: 共5条,第1-5条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
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  
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Multistep scheme  Jump-diffusion process  Forward backward stochastic differential equation with jumps  
A general modeling and analysis framework for software fault detection and correction process 期刊论文
SOFTWARE TESTING VERIFICATION & RELIABILITY, 2016, 卷号: 26, 期号: 5, 页码: 351-365
作者:  Liu, Yu;  Li, Duo;  Wang, Lujia;  Hu, Qingpei
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
fault detection process  fault correction process  software reliability  weighted least-square estimation  
Reinforcement learning behaviors in sponsored search 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 3, 页码: 358-367
作者:  Chen, Wei;  Liu, Tie-Yan;  Yang, Xinxin
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
advertiser behavior  sponsored search  generalized second-price auction  locally envy-free equilibrium  
Dynamic Hedging Based on Fractional Order Stochastic Model with Memory Effect 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 8
作者:  Li, Qing;  Zhou, Yanli;  Zhao, Xinquan;  Ge, Xiangyu
收藏  |  浏览/下载:99/0  |  提交时间:2018/07/30