المؤلفون: Ni, YH, Yiu, CKF, Zhang, H, Zhang, JF

المساهمون: Department of Applied Mathematics

مصطلحات موضوعية: Indefinite stochastic linear-quadratic optimal control, Input delay, Forward-backward stochastic difference equation,convexity

العلاقة: Proceedings of the 36th Chinese Control Conference, July 26-28, 2017, Dalian, China; Chinese Control Conference [CCC]; http://hdl.handle.net/10397/98638Test; 1902; 1906; 2-s2.0-85032206063; AMA-0466

الإتاحة: https://doi.org/10.23919/ChiCC.2017.8027631Test
http://hdl.handle.net/10397/98638Test

المؤلفون: Ni, YH, Li, X, Zhang, JF

المساهمون: Department of Applied Mathematics

مصطلحات موضوعية: Indefinite linear-quadratic optimal control, Mean-field theory, Stochastic system

العلاقة: http://hdl.handle.net/10397/98658Test; 3269; 3284; 61; 11; 2-s2.0-84987863749; AMA-0540; 6677853

الإتاحة: https://doi.org/10.1109/TAC.2015.2509958Test
http://hdl.handle.net/10397/98658Test

المؤلفون: Ni, YH, Li, X, Zhang, JF, Krstic, M

المساهمون: Department of Applied Mathematics

مصطلحات موضوعية: Multiperiod mean-variance portfolio selection, Stochastic linear-quadratic (LQ) control, Time inconsistency

العلاقة: http://hdl.handle.net/10397/93893Test; 1716; 1723; 65; 2-s2.0-85082748648; AMA-0183

الإتاحة: https://doi.org/10.1109/TAC.2019.2931463Test
http://hdl.handle.net/10397/93893Test