CSpace

浏览/检索结果: 共11条,第1-10条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27
作者:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao
收藏  |  浏览/下载:128/0  |  提交时间:2021/01/14
Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization  
Sparse system identification for stochastic systems with general observation sequences 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 13
作者:  Zhao, Wenxiao;  Yin, George;  Bai, Er-Wei
收藏  |  浏览/下载:168/0  |  提交时间:2021/01/14
Stochastic system  Sparse identification  Feedback control  Strong consistency  
NeuralEE: A GPU-Accelerated Elastic Embedding Dimensionality Reduction Method for Visualizing Large-Scale scRNA-Seq Data 期刊论文
FRONTIERS IN GENETICS, 2020, 卷号: 11, 页码: 8
作者:  Xiong, Jiankang;  Gong, Fuzhou;  Wan, Lin;  Ma, Liang
收藏  |  浏览/下载:172/0  |  提交时间:2021/01/14
single-cell RNA sequencing  elastic embedding  neural networks  large-scale  stochastic optimization  parametric models  generalizable models  
Make l(1) regularization effective in training sparse CNN 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2020, 卷号: 77, 期号: 1, 页码: 163-182
作者:  He, Juncai;  Jia, Xiaodong;  Xu, Jinchao;  Zhang, Lian;  Zhao, Liang
收藏  |  浏览/下载:165/0  |  提交时间:2020/09/23
Sparse optimization  l(1) regularization  Dual averaging  CNN  
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
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:145/0  |  提交时间:2020/05/24
Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods  
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
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:153/0  |  提交时间:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
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
作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
收藏  |  浏览/下载:136/0  |  提交时间:2020/06/30
Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation  
Distributed Stochastic Approximation Algorithm With Expanding Truncations 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 2, 页码: 664-679
作者:  Lei, Jinlong;  Chen, Han-Fu
收藏  |  浏览/下载:133/0  |  提交时间:2020/05/24
Distributed optimization  distributed stochastic approximation  expanding truncation  multiagent network  
Two-Stage Stochastic Programming for the Refined Oil Secondary Distribution With Uncertain Demand and Limited Inventory Capacity 期刊论文
IEEE ACCESS, 2020, 卷号: 8, 页码: 119487-119500
作者:  Li, Zhenping;  Zhang, Yuwei;  Zhang, Guowei
收藏  |  浏览/下载:144/0  |  提交时间:2020/09/23
Refined oil secondary distribution  initiative distribution mode  transportation  stochastic demand  limited inventory capacity  two-stage stochastic programming  
OPTIMAL CONTROL OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 卷号: 58, 期号: 4, 页码: 2383-2410
作者:  Barbu, Viorel;  Rockner, Michael;  Zhang, Deng
收藏  |  浏览/下载:135/0  |  提交时间:2020/11/18
stochastic differential equations  optimal control  Kolmogorov operators