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Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
Authors:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
Favorite  |  View/Download：0/0  |  Submit date：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
Conflicts between business and government in bike sharing system 期刊论文
INTERNATIONAL JOURNAL OF CONFLICT MANAGEMENT, 2020, 页码: 25
Authors:  Yang, Hong;  Hu, Yimei;  Qiao, Han;  Wang, Shouyang;  Jiang, Feng
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System dynamics  Conflict management  Government regulation  Bike sharing  Evolutionary game model  
Comparative study of customer relationship management research from East Asia, North America and Europe: A bibliometric overview 期刊论文
ELECTRONIC MARKETS, 2020, 页码: 23
Authors:  Liu, Wei;  Wang, Zongshui;  Zhao, Hong
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Customer relationship management (CRM)  Bibliometrics  Co-word analysis  Comparative analysis  Research trends  
Distributed Optimization for Resource Allocation Problems Under Large Delays 期刊论文
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, 2019, 卷号: 66, 期号: 12, 页码: 9448-9457
Authors:  Wang, Xue-Fang;  Hong, Yiguang;  Sun, Xi-Ming;  Liu, Kun-Zhi
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Distributed optimization  large delays  Lyapunov functionals  resource allocation  
Distributed Energy Resource Coordination Over Time-Varying Directed Communication Networks 期刊论文
IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, 2019, 卷号: 6, 期号: 3, 页码: 1124-1134
Authors:  Yang, Tao;  Wu, Di;  Fang, Huazhen;  Ren, Wei;  Wang, Hong;  Hong, Yiguang;  Johansson, Karl Henrik
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Distributed coordination  energy storage (ES)  multiagent systems  multistep optimization  push-sum and gradient method  smart grid  
On gamma estimation via matrix kriging 期刊论文
NAVAL RESEARCH LOGISTICS, 2019, 卷号: 66, 期号: 5, 页码: 393-410
Authors:  Yun, Xin;  Hong, L. Jeff;  Jiang, Guangxin;  Wang, Shouyang
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financial risk management  gradient estimation  Greeks  stochastic kriging  
Global Structure and Regularity of Solutions to the Eikonal Equation 期刊论文
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2019, 卷号: 232, 期号: 2, 页码: 1073-1112
Authors:  Li, Tian-Hong;  Wang, JingHua;  Wen, HaiRui
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Global Optimization of Polynomials over Real Algebraic Sets 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 1, 页码: 158-184
Authors:  Wang Chu;  Yang Zhi-Hong;  Zhi Lihong
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Polynomial optimization  real algebraic set  generalized critical value  
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
Authors:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
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Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
A survey of distributed optimization 期刊论文
ANNUAL REVIEWS IN CONTROL, 2019, 卷号: 47, 页码: 278-305
Authors:  Yang, Tao;  Yi, Xinlei;  Wu, Junfeng;  Yuan, Ye;  Wu, Di;  Meng, Ziyang;  Hong, Yiguang;  Wang, Hong;  Lin, Zongli;  Johansson, Karl H.
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Distributed optimization  Coordination of distributed energy resources