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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:97/0  |  提交时间:2018/07/30
mean-variance criterion  HJB equation  numerical method  Poisson process  
Adaptive output-feedback control for a class of uncertain stochastic non-linear systems with time delays 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2008, 卷号: 81, 期号: 8, 页码: 1210-1220
作者:  Liu, Shu-Jun;  Ge, Shuzhi Sam;  Zhang, Ji-Feng
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
stochastic non-linear systems  time-delay systems  output-feedback stabilisation  memoryless  adaptive control  virtual control coefficients