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SpringerLink电子期刊(9)

在“SpringerLink电子期刊”中，命中：9条，耗时：0.0379861 秒

在所有数据库中总计命中：28条

1. Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit

作者： Paolo Vitale

关键词：Pessimistic agents ; Time ; discounting ; Linear exponential quadratic Gaussian

刊名：Computational Economics

出版年：2017

2. A new methodology for dealing with time-dependent quantities in anharmonic molecules I: theory

作者：Mohamad Toutounji (1)

关键词：Anharmonic molecules ; Morse potential ; Morse coherent states ; Anharmonic dipole moment correlation function ; Absorption line shape

刊名：Theoretical Chemistry Accounts: Theory, Computation, and Modeling (Theoretica Chimica Acta)

出版年：2014

3. Statistical inference for the optimal approximating model

作者：Angelika Rohde (1)
Lutz Dümbgen (2)

关键词：Adaptivity ; Confidence regions ; Coupling ; Exponential inequality ; Model selection ; Multiscale inference ; Risk optimality ; 62G15 ; 62G20

刊名：Probability Theory and Related Fields

出版年：2013

4.Explicit Solution to a Certain Non-ELQG Risk-sensitive Stochastic Control Problem

作者：Hiroaki Hata and Jun Sekine

关键词：Risk ; sensitive stochastic control ; ELQG ; Riccati differential equation ; Large deviations control ; Long ; term optimal investment ; Nonlinear factor ; Beneš ; ’ ; s filters

刊名：Applied Mathematics and Optimization

出版年：2010

5.Risk sensitive identification of linear stochastic systems

作者： L. Gerencsér ; G. Michaletzky and Z. Vágó

关键词：ARMA processes ; Linear stochastic systems ; Recursive prediction error identification ; Risk sensitive identification ; Riccati equations ; Stochastic realization

刊名：Mathematics of Control, Signals, and Systems (MCSS)

出版年：2005

6.Risk sensitive identification of linear stochastic systems

作者：L. Gerencs¨¦r ; G. Michaletzky and Z. V¨¢g¨®

关键词：ARMA processes ; Linear stochastic systems ; Recursive prediction error identification ; Risk sensitive identification ; Riccati equations ; Stochastic realization

刊名：Mathematics of Control, Signals, and Systems (MCSS)

出版年：2005

7.Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem

作者： Baoline Chen and Peter A. Zadrozny

关键词：solving dynamic stochastic models

刊名：Computational Economics

出版年：2003

8.Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem

作者：Baoline Chen and Peter A. Zadrozny

关键词：solving dynamic stochastic models

刊名：Computational Economics

出版年：2003

9.Locally Optimal Risk-Sensitive Controllers for Strict-Feedback Nonlinear Systems1,2

作者：Rubio ; F. ; BA&Scedil ; AR ; T. ; Rubio ; J. ; TANG ; C. ; Oteo ; J. L.

刊名：Journal of Optimization Theory and Applications

出版年：2000

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