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Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
收藏  |  浏览/下载：111/0  |  提交时间：2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Sequential Fair Stackelberg Equilibria of Linear Strategies in Risk-Seeking Insider Trading 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 5, 页码: 1302-1328
作者:  Gong Fuzhou;  Zhou Yonghui
收藏  |  浏览/下载：200/0  |  提交时间：2018/09/08
Continuous version  insider trading  risk-seeking  sequential fair Stackelberg equilibria  
Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 1, 页码: 103-119
作者:  Zeng, Xianlin;  Yi, Peng;  Hong, Yiguang
收藏  |  浏览/下载：163/0  |  提交时间：2018/07/30
Distributed optimization  resource allocation  robust optimization  polyhedral uncertain parameters  nonsmooth optimization  
Numerical Solution to Optimal Feedback Control by Dynamic Programming Approach: A Local Approximation Algorithm 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 4, 页码: 782-802
作者:  Guo Bao-Zhu;  Wu Tao-Tao
收藏  |  浏览/下载：108/0  |  提交时间：2018/07/30
Curse of dimensionality  Hamilton-Jacobi-Bellman equation  optimal feedback control  upwind finite difference  viscosity solutions.  
Approximating the Spectral Abscissa for Switched Linear Systems via Coordinate Transformations 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 卷号: 29, 期号: 2, 页码: 350-366
作者:  Lin Meili;  Sun Zhendong
收藏  |  浏览/下载：99/0  |  提交时间：2018/07/30
Coordinate transformations  matrix set measure  spectral abscissa  switched linear systems  
Further results on limitations of sampled-data feedback 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 5, 页码: 817-835
作者:  Ren Jingli;  Cheng Zhibo;  Guo Lei
收藏  |  浏览/下载：64/0  |  提交时间：2021/01/14
UNCERTAIN SYSTEMS  CAPABILITY  STABILIZATION  Sampled-data feedback  stabilization  uncertain nonlinear systems