38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shandong UniversityCN15 papers
- Academy of Mathematics and Systems ScienceCN6 papers
- Qilu University of TechnologyCN6 papers
- Hong Kong Polytechnic UniversityHK4 papers
- Qilu Hospital of Shandong UniversityCN3 papers
- Carleton UniversityCA2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese Academy of SciencesCN2 papers
- Fudan UniversityCN2 papers
- Harbin Institute of TechnologyCN2 papers
- Hong Kong University of Science and TechnologyHK2 papers
- Hunan UniversityCN2 papers
Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017
Maximum principle for a stochastic delayed system involving terminal state constraints
Jiaqiang Wen, Yufeng Shi
We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state…
math.PR2017
BSDEs and SDEs with time-advanced and -delayed coefficients
Shiqiu Zheng, Gaofeng Zong
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the pa…