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部分信息下股票付息的Black—Scholes期权定价公式和一类最优投资问题
ISSN号:1000-0577
期刊名称:系统科学与数学
时间:0
页码:676-683
语言:中文
相关项目:部分可观测信息下的随机最优控制理论及应用
作者:
王光臣|吴臻|
同期刊论文项目
部分可观测信息下的随机最优控制理论及应用
期刊论文 44
会议论文 9
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Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
Maximum Principle for Stochastic Optimal Control Problem with Delay and Application
Delay-dependent stability and H 1 control for uncertain discrete switched singular systems with time
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The Quadratic-Form Identity for Constructing Hamiltonian Structures of The NLS–MKdV Hierarchy and Mu
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Robust stability and H ∞ control for uncertain discrete Markovian jump singular systems with mode-de
Delay-dependent Stability and Stabilization of Uncertain Discrete-time Markovian Jump Singular Syste
Probabilistic Interpretation for systems of Isaacs Equations with Two Reflecting Barriers
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随机递归最优控制和混合最优控制问题
Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to
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山东大学——昌原大学的双赢合作
The maximum principle for one kind of stochastic optimization problem and application in dynamic mea
一类非线性随机系统的状态反馈H∞控制
One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps
带连续系数的BDSDE解的惟一性与连续依赖性的等价
超前BSDE中Z的性质及其在时滞随机控制中的应用
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Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem
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期刊信息
《系统科学与数学》
中国科技核心期刊
主管单位:中国科学院
主办单位:中国科学院数学与系统科学研究院
主编:张纪峰
地址:北京中关村中国科学院系统科学研究所
邮编:100190
邮箱:jssms@iss.ac.cn
电话:010-62555263
国际标准刊号:ISSN:1000-0577
国内统一刊号:ISSN:11-2019/O1
邮发代号:2-563
获奖情况:
1997年数学类期刊影响因子第三名,2000年获中科院优秀期刊三等奖,中国期刊方阵“双效”期刊
国内外数据库收录:
美国数学评论(网络版),德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊(2004版),中国北大核心期刊(2008版),中国北大核心期刊(2011版),中国北大核心期刊(2014版),中国北大核心期刊(2000版)
被引量:6798