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math.OC2021

On Ekeland's variational principle for interval-valued functions with applications

Chuang-liang Zhang, Nan-jing Huang

In this paper, we obtain a version of Ekeland's variational principle for interval-value functions by means of the Dancs-Hegedus-Medvegyev theorem [14]. We also derive two versions…

math.OC2021

A Linear-quadratic Mean-Field Stochastic Stackelberg Differential Game with Random Exit Time

Zhun Gou, Nan-jing Huang, Ming-hui Wang

In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowe…

math.OC2020

A new class of fractional impulsive differential hemivariational inequalities with an application

Yun-hua Weng, Tao Chen, Nan-jing Huang +1

We consider a new fractional impulsive differential hemivariational inequality which captures the required characteristics of both the hemivariational inequality and the fractional…

math.OC2020

Global Mittag-Leffler stability of Fractional-Order Projection Neural Networks with Impulses

Jin-dong Li, Zeng-bao Wu, Nan-jing Huang

This paper is about the study of a new class of fractional-order projection neural networks with impulses which capture the desired features of both the variational inequality and…

math.OC2020

Globalized distributionally robust optimization problems under the moment-based framework

Ke-wei Ding, Nan-jing Huang, Lei Wang

This paper is devoted to reduce the conservatism of distributionally robust optimization with moments information. Since the optimal solution of distributionally robust optimizatio…

math.OC2020

A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator

Zhun Gou, Nan-jing Huang, Ming-hui Wang +1

In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a n…