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在“Elsevier电子期刊”中，命中：465条，耗时：0.0299863 秒

在所有数据库中总计命中：1,843条

1.Mild solutions of semilinear elliptic equations in Hilbert spaces

作者：Salvatore Federico^a ; ^{salvatore.federico@unisi.it} ; Fausto Gozzi^b ; ^{fgozzi@luiss.it}

关键词：35R15 ; 65H15 ; 70H20

刊名：Journal of Differential Equations

出版年：2017

2.Portfolio selection based on a benchmark process with dynamic value-at-risk constraints

作者：Qingye Zhang ; ^{zhangqingye123@163.com" class="auth_mail" title="E-mail the corresponding author} ; Yan Gao

关键词：Benchmark process ; Hamilton&ndash ; Jacobi&ndash ; Bellman (HJB) equation ; Dynamic value-at-risk (VaR) ; Lagrange multiplier method

刊名：Journal of Computational and Applied Mathematics

出版年：2017

3.Dynamic pricing and periodic ordering for a stochastic inventory system with deteriorating items

作者：Yu Li^a ; ^{liyu@lsec.cc.ac.cn}Author Vitae ; Shuhua Zhang^a ; ^{szhang@tjufe.edu.cn}Author Vitae ; Jingwen Han^b ; ^{jingwenhan@126.com}Author Vitae

关键词：Stochastic control ; HJB equation ; Dynamic pricing ; Periodic ordering ; Deteriorating items

刊名：Automatica

出版年：2017

4.Optimal consumption-investment strategy under the Vasicek model: HARA utility and Legendre transform

作者：Hao Chang^a ; ^b ; ^{ch8683897@126.com} ; Kai Chang^c

关键词：Consumption&ndash ; investment problem ; The Vasicek model ; HARA utility ; Dynamic programming principle ; Legendre transform ; Closed-form solution

刊名：Insurance: Mathematics and Economics

出版年：2017

5.On quadratic approximations for Hamilton-Jacobi-Bellman equations

作者：Yumiharu Nakano ^{nakano.y.ai@m.titech.ac.jp" class="auth_mail" title="E-mail the corresponding author}Author Vitae

关键词：Hamilton&ndash ; Jacobi&ndash ; Bellman equations ; Quadratic approximations ; Stochastic control ; Partial differential equations ; Error analysis

刊名：Automatica

出版年：2016

6.Observer based adaptive dynamic programming for fault tolerant control of a class of nonlinear systems

作者：Bo Zhao^a ; ^{zhaobo@ia.ac.cn} ; Derong Liu ; ^b ; ^{derong@ustb.edu.cn} ; Yuanchun Li^c ; ^{liyc@ccut.edu.cn}

关键词：Adaptive dynamic programming ; Fault tolerant control ; Policy iteration ; Nonlinear systems ; Fault observer ; Neural network

刊名：Information Sciences

出版年：2017

7.Optimal energy allocation for linear control with packet loss under energy harvesting constraints

作者：Steffi Knorn ^{steffi.knorn@angstrom.uu.se}Author Vitae ; Subhrakanti Dey ^{subhra.dey@angstrom.uu.se}Author Vitae

关键词：Kalman filtering (KF) ; Energy harvesting ; Imperfect acknowledgements

刊名：Automatica

出版年：2017

8.On maximizing expected discounted taxation in a risk process with interest

作者：Ruixing Ming^a ; Wenyuan Wang^b ; ^{wwywang@xmu.edu.cn} ; Yijun Hu^c

关键词：primary ; 60J60 ; secondary ; 60K15

刊名：Statistics & Probability Letters

出版年：2017

9.Optimal learning control of oxygen saturation using a policy iteration algorithm and a proof-of-concept in an interconnecting three-tank system

作者：Anake Pomprapa ; ^{pomprapa@hia.rwth-aachen.de} ; Steffen Leonhardt ; Berno J.E. Misgeld

关键词：Policy iteration algorithm ; Optimal control ; Reinforcement learning ; Control of oxygen saturation ; Biomedical control system ; Closed-loop ventilation

刊名：Control Engineering Practice

出版年：2017

10.On the non-existence of higher order monotone approximation schemes for HJB equations

作者：Igor Kossaczký ; ; ^{kossaczky@math.uni-wuppertal.de" class="auth_mail" title="E-mail the corresponding author} ; ; Matthias Ehrhardt ^{ehrhardt@math.uni-wuppertal.de" class="auth_mail" title="E-mail the corresponding author} ; Michael Gü ; nther ^{guenther@math.uni-wuppertal.de" class="auth_mail" title="E-mail the corresponding author}

关键词：Hamilton&ndash ; Jacobi&ndash ; Bellman equation ; Monotone numerical schemes ; Order of consistency

刊名：Applied Mathematics Letters

出版年：2016

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