吴臻 + 关注学者
  • 认领成果数 210
  • wos被引 632
  • wos篇均被引 7.35

全部成果分类

显示更多
显示更多
导出
  • 排序
  • 显示
1. Partially observed time-inconsistent stochastic linear-quadratic control with random jumps EI SCOPUS

作者:Wu Z.;Zhuang Y.

作者机构:[Wu, Zhen ;Zhuang, Yi ] School of Mathematics, Shandong University, Jinan, China

来源:Optimal Control Applications and Methods,2018,Vol.39,Issue.1,230-247

最新影响因子:1.097

资源类型:外文期刊论文

2. An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward–Backward Stochastic Differential Equations SCOPUS

作者:Li N.;Wang Y.;Wu Z.

作者机构:[Li, N] School of Statistics, Shandong University of Finance and Economics, Jinan, Shandong, China;[ Wang, Y] School of Mathematics, Shandong University, Jinan, Shandong, China;[ Wu, Z] School of Mathematics, Shandong University, Jinan, Shandong, China

来源:Journal of Optimization Theory and Applications,2018,1-23

最新影响因子:1.289

资源类型:外文期刊论文

3. Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations SCIE SCOPUS

作者:Li, N;Wu, Z;Yu, ZY

作者机构:[Li, Na] Shandong Univ Finance & Econ, Sch Stat, Jinan 250014, Shandong, Peoples R China.; [Wu, Zhen; Yu, Zhiyong] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:SCIENCE CHINA-MATHEMATICS,2018,Vol.61,Issue.3,563-576

最新影响因子:0.956

资源类型:外文期刊论文

WOS被引频次: 0

4. Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations SCIE SCOPUS

作者:Liu, RY;Wu, Z

作者机构:[Wu, Zhen] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.; Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan, Shandong, Peoples R China.

来源:ADVANCES IN DIFFERENCE EQUATIONS,2018,Vol.2018,Issue.1

最新影响因子:0.335

资源类型:外文期刊论文

WOS被引频次: 0

5. Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance EI SCOPUS SCIE SSCI

作者:Wu, Z;Zhuang, Y

作者机构:[Wu, Zhen; Zhuang, Yi] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.

来源:APPLIED MATHEMATICS AND COMPUTATION,2018,Vol.321,577-592

最新影响因子:1.738

资源类型:外文期刊论文

WOS被引频次: 0

6. Infinite horizon reflected backward stochastic differential equations with Markov chains SCOPUS

作者:Lv S.;Wu Z.

作者机构:[Lv, S] School of Mathematics, Southeast University, Nanjing, P. R. China;[ Wu, Z] School of Mathematics, Shandong University, Jinan, P. R. China

来源:Communications in Statistics - Theory and Methods,2017,1-17

最新影响因子:0.311

资源类型:外文期刊论文

7. Linear-quadratic optimal control problem of forward-backward stochastic system with delay EI SCOPUS

作者:Li N.;Wang G.;Wu Z.

作者机构:[Li, Na ] School of Statistics, Shandong University of Finance and Economics, Jinan, Shandong; 250014, China;[Wu, Zhen ] School of Mathematics, Shandong University, Jinan, Shandong; 250100, China;[Wang, Guangchen ] School of Control Science and Engineering, Shandong University, Jinan, Shandong; 250061, China

来源:Chinese Control Conference, CCC,2017,1822-1827

资源类型:外文期刊论文;外文会议论文

8. Necessary and sufficient conditions for near-optimality of stochastic delay systems SCOPUS

作者:Wang Y.;Wu Z.

作者机构:[Wang, Y] School of Mathematics, Shandong University, Jinan, China;[ Wu, Z] School of Mathematics, Shandong University, Jinan, China

来源:International Journal of Control,2017,1-15

最新影响因子:2.208

资源类型:外文期刊论文

9. Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional BSDEs SCOPUS

作者:Mu R.;Wu Z.

作者机构:[Mu, R] Center for Financial Engineering, Soochow University, Suzhou, China;[ Wu, Z] School of Mathematics, Shandong University, Jinan, China

来源:Mathematical Control and Related Fields,2017,Vol.7,Issue.2,289-304

最新影响因子:0.542

资源类型:外文期刊论文

10. CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE SCIE

作者:Nie, TY;Shi, JT;Wu, Z

作者机构:[Nie, Tianyang; Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Shi, Jingtao] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2017,Vol.55,Issue.5,3258-3294

最新影响因子:1.45

资源类型:外文期刊论文

WOS被引频次: 0

11. Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions SCIE SCOPUS

作者:Wang, HY;Wu, Z

作者机构:[Wang, Haiyang] Shandong Normal Univ, Sch Math & Stat, Jinan 250014, Shandong, Peoples R China.; [Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:BOUNDARY VALUE PROBLEMS,2017,Vol.2017,Issue.1

最新影响因子:0.819

资源类型:外文期刊论文

WOS被引频次: 0

12. Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Delay Systems Involving Impulse Controls EI SCIE SCOPUS

作者:Wang, SJ;Wu, Z

作者机构:[Wang Shujun; Wu Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2017,Vol.30,Issue.2,280-306

最新影响因子:0.556

资源类型:外文期刊论文

WOS被引频次: 0

13. Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case EI SCOPUS

作者:Nie T.;Shi J.;Wu Z.

作者机构:[Nie, Tianyang ;Shi, Jingtao ;Wu, Zhen ] School of Mathematics, Shandong University, Jinan; 250100, China

来源:Proceedings of the American Control Conference,2016,Vol.2016-July,7225-7230

资源类型:外文期刊论文;外文会议论文

14. A partially observed optimal control problem for mean-field type forward-backward stochastic system EI SCOPUS

作者:Wang G.;Wu Z.;Zhang C.

作者机构:[Wang, Guangchen ;Zhang, Chenghui ] School of Control Science and Engineering, Jinan; 250061, China;[Wu, Zhen ] School of Mathematics, Shandong University, Jinan; 250100, China

来源:Chinese Control Conference, CCC,2016,Vol.2016-August,1781-1786

资源类型:外文期刊论文;外文会议论文

15. Stochastic linear-quadratic optimal control problems with delay and Lévy processes EI SCOPUS

作者:Li N.;Wu Z.

作者机构:[Li, Na ] School of Statistics, Shandong University of Finance and Economics, Jinan, Shandong; 250014, China;[Wu, Zhen ] School of Mathematics, Shandong University, Jinan, Shandong; 250100, China

来源:Chinese Control Conference, CCC,2016,Vol.2016-August,1758-1763

资源类型:外文期刊论文;外文会议论文

16. A Partially Observed Optimal Control Problem for Mean-Field Type Forward-Backward Stochastic System CPCI-S

作者:Wang, GC;Wu, Z;Zhang, CH

作者机构:[Wang Guangchen; Zhang Chenghui] Sch Control Sci & Engn, Jinan 250061, Peoples R China.; [Wu Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

会议名称:35th Chinese Control Conference (CCC)

会议日期:JUL 27-29, 2016

来源:PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016,2016,1781-1786

资源类型:外文会议论文

WOS被引频次: 0

17. Stochastic Linear-Quadratic Optimal Control Problems with Delay and Levy Processes CPCI-S

作者:Li, N;Wu, Z

作者机构:[Li, Na] Shandong Univ Finance & Econ, Sch Stat, Jinan 250014, Shandong, Peoples R China.; [Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

会议名称:35th Chinese Control Conference (CCC)

会议日期:JUL 27-29, 2016

来源:PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016,2016,1758-1763

资源类型:外文会议论文

WOS被引频次: 0

18. Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case CPCI-S

作者:Nie, TY;Shi, JT;Wu, Z

作者机构:[Nie, Tianyang; Shi, Jingtao; Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

会议名称:American Control Conference (ACC)

会议日期:JUL 06-08, 2016

来源:2016 AMERICAN CONTROL CONFERENCE (ACC),2016,7225-7230

资源类型:外文会议论文

WOS被引频次: 0

19. Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information SCOPUS SCIE EI

作者:Huang, JH;Wang, SJ;Wu, Z

作者机构:[Huang, Jianhui; Wang, Shujun] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China.; [Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2016,Vol.61,Issue.12,3784-3796

最新影响因子:4.27

当年影响因子:4.27

资源类型:外文期刊论文

WOS被引频次: 0

20. Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching SCOPUS SCIE EI

作者:Lv, SY;Tao, R;Wu, Z

作者机构:[Lv, Siyu; Tao, Ran; Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:OPTIMAL CONTROL APPLICATIONS & METHODS,2016,Vol.37,Issue.1,154-175

JCR分区:Q1

最新影响因子:1.558

当年影响因子:1.558

资源类型:外文期刊论文

WOS被引频次: 3

共 11 页, 210 条记录

TOP