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Linear quadratic mean field game with control input constraint
Hu, Ying, Huang, Jianhui, Li, Xun
Published in ESAIM. Control, optimisation and calculus of variations (01.04.2018)
Published in ESAIM. Control, optimisation and calculus of variations (01.04.2018)
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Journal Article
A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint
Huang, Jianhui, Li, Wenqiang, Zhao, Hanyu
Published in Journal of optimization theory and applications (01.12.2023)
Published in Journal of optimization theory and applications (01.12.2023)
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Journal Article
Optimal premium policy of an insurance firm: Full and partial information
Huang, Jianhui, Wang, Guangchen, Wu, Zhen
Published in Insurance, mathematics & economics (01.10.2010)
Published in Insurance, mathematics & economics (01.10.2010)
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Journal Article
Backward stochastic differential equation with local time
Dermoune, A., Hamadéne, S., Ouknine, Y.
Published in Stochastics and stochastics reports (01.03.1999)
Published in Stochastics and stochastics reports (01.03.1999)
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Journal Article
Solving forward-backward stochastic differential equations explicitly — a four step scheme
Ma, Jin, Protter, Philip, Yong, Jiongmin
Published in Probability theory and related fields (01.09.1994)
Published in Probability theory and related fields (01.09.1994)
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Journal Article