Keywords: اصل حداقلی استثنایی; Mean-field stochastic differential equation; Relaxed control; Martingale measure; Adjoint process; Stochastic maximum principle; Variational principle;
مقالات ISI اصل حداقلی استثنایی (ترجمه نشده)
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Keywords: اصل حداقلی استثنایی; Infinite horizon; Backward stochastic differential delay equation; Mean-field model; Stochastic maximum principle; Partial information; 93EXX; 93E20; 34K50; 60H10; 93E11;
Keywords: اصل حداقلی استثنایی; Stochastic control; Stochastic maximum principle; Stochastic differential games; Mean-field model; Backward stochastic differential equations;
Keywords: اصل حداقلی استثنایی; Mean-field; Stochastic delay differential equation; Advanced backward stochastic differential equation; Optimal control; Stochastic maximum principle
Keywords: اصل حداقلی استثنایی; Forward-backward stochastic differential equations; Degenerate diffusion; Stochastic maximum principle;
Keywords: اصل حداقلی استثنایی; 35B37; 49N70; 60H15; 91A06Master equation; Mean Field type control problems; Mean Field Games; Stochastic maximum principle; Stochastic HJB equations; Linear quadratic problems
Keywords: اصل حداقلی استثنایی; Stochastic maximum principle; Multiple priors; GG-expectation; GG-Brownian motion
Keywords: اصل حداقلی استثنایی; Strongly non-linear system; Stochastic averaging; Stochastic optimal control; Stochastic maximum principle; Time delay; Actuator saturation;
Keywords: اصل حداقلی استثنایی; IM52; IE13; IB91; Investment-reinsurance; Mean-variance; Delay; Stochastic maximum principle;
Keywords: اصل حداقلی استثنایی; Stochastic maximum principle; Mean-field model; Stochastic delay differential equation; Backward stochastic differential equation; Mean–variance portfolio selection
Keywords: اصل حداقلی استثنایی; 91G80; 97M30; 93E20; 60H30; Investment; Consumption; Reinsurance; Model uncertainty; Stochastic maximum principle; Malliavin calculus;
Keywords: اصل حداقلی استثنایی; Biodiesel; Batch reactor; Optimal control; Stochastic maximum principle; Minimum time;
Keywords: اصل حداقلی استثنایی; 93E20; 60H10; 60H30Stochastic systems with jumps; Mean-field control problem; Stochastic maximum principle; Optimal control
Keywords: اصل حداقلی استثنایی; Stochastic differential equations; Stochastic maximum principle; Hamilton systems
Stochastic maximum principle for SPDEs with delay
Keywords: اصل حداقلی استثنایی; 93E20; 60H15; 60H30; Stochastic maximum principle; Stochastic delay differential equation; Anticipated backward stochastic differential equations; Infinite dimensions;
Maximum principle for forward–backward stochastic control system under GG-expectation and relation to dynamic programming
Keywords: اصل حداقلی استثنایی; GG-expectation; GG-Brownian motion; Stochastic recursive optimal control; Stochastic maximum principle; Recursive utility; Portfolio optimization
The relaxed optimal control problem for Mean-Field SDEs systems and application
Keywords: اصل حداقلی استثنایی; Mean-Field stochastic differential equation; Stochastic maximum principle; Relaxed control; Adjoint equation; Variational inequality; Linear quadratic controls
Stochastic optimal control for backward stochastic partial differential systems
Keywords: اصل حداقلی استثنایی; Backward stochastic partial differential equation; Stochastic maximum principle; Stochastic evolution equation; Backward stochastic evolution equation; Verification theorem;
The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem
Keywords: اصل حداقلی استثنایی; Mean-field model; Stochastic maximum principle; Jump-diffusion; Backward stochastic differential equation; Mean–variance portfolio selection
Stochastic maximum principle in the mean-field controls
Keywords: اصل حداقلی استثنایی; Mean-field models; Backward stochastic differential equations; Stochastic maximum principle; Linear quadratic controls
Optimal control of biodiesel production in a batch reactor
Keywords: اصل حداقلی استثنایی; Batch reactor; Feed variability; Biodiesel; Optimal control; Stochastic maximum principle;
On mean-variance portfolio selection under a hidden Markovian regime-switching model
Keywords: اصل حداقلی استثنایی; Mean-variance portfolio selection; Hidden Markov chain; Separation principle; Stochastic maximum principle; Partial observations; Reference probability; Zakai's equation; Gauge transformation; Robust filters; EM algorithm;
Blood glucose regulation with stochastic optimal control for insulin-dependent diabetic patients
Keywords: اصل حداقلی استثنایی; Diabetes; Glucose control; Optimal control; Stochastic differential equations; Stochastic maximum principle; Ito processes; Parametric uncertainty
Optimal control of lake pH for mercury bioaccumulation control
Keywords: اصل حداقلی استثنایی; Lake liming; Optimal control; Uncertainty; Mercury bioaccumulation; Stochastic maximum principle;