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  • 认领成果数 56
  • wos被引 146
  • wos篇均被引 2.92

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1. 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

2. 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

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

作者:Li N.;Wu Z.

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

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

资源类型:外文期刊论文

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

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

当年影响因子:2.777

资源类型:外文期刊论文

WOS被引频次: 0

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

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

当年影响因子:1.097

资源类型:外文期刊论文

WOS被引频次: 3

6. Continuous-time mean-variance portfolio selection with random horizon in an incomplete market EI SCIE SCOPUS

作者:Lv, SY;Wu, Z;Yu, ZY

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

来源:AUTOMATICA,2016,Vol.69,176-180

当年影响因子:3.635

资源类型:外文期刊论文

WOS被引频次: 0

7. Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations SCOPUS

作者:Li N.;Wu Z.

作者机构:[Li, N] School of Mathematics, Shandong University, Jinan, Shandong, China, Department of Mathematics, QiLu Normal University, Jinan, Shandong, China;[ Wu, Z] School of Mathematics, Shandong University, Jinan, Shandong, China

来源:Journal of Mathematical Analysis and Applications,2015,Vol.425,Issue.2,704-725

当年影响因子:1.014

资源类型:外文期刊论文

8. A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information EI SCIE SCOPUS

作者:Wang, GC;Wu, Z;Xiong, J

作者机构:[Wang, Guangchen] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China.; [Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Xiong, Jie] Univ Macau, Dept Math, Taipa, Peoples R China.

来源:IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2015,Vol.60,Issue.11,2904-2916

当年影响因子:2.777

资源类型:外文期刊论文

WOS被引频次: 4

9. TIME-INCONSISTENT OPTIMAL CONTROL PROBLEM WITH RANDOM COEFFICIENTS AND STOCHASTIC EQUILIBRIUM HJB EQUATION SCIE SCOPUS

作者:Wang, HY;Wu, Z

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

来源:MATHEMATICAL CONTROL AND RELATED FIELDS,2015,Vol.5,Issue.3,651-678

当年影响因子:0.756

资源类型:外文期刊论文

WOS被引频次: 0

10. One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators SCIE SCOPUS

作者:Mu, R;Wu, Z

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

来源:ADVANCES IN DIFFERENCE EQUATIONS,2015

当年影响因子:0.297

资源类型:外文期刊论文

WOS被引频次: 0

11. ON WELL-POSEDNESS OF FORWARD-BACKWARD SDES-A UNIFIED APPROACH SCIE SCOPUS

作者:Ma, J;Wu, Z;Zhang, DT;Zhang, JF

作者机构:[Ma, Jin; Zhang, Jianfeng] Univ So Calif, Dept Math, Los Angeles, CA 90089 USA.; [Wu, Zhen; Zhang, Detao] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:ANNALS OF APPLIED PROBABILITY,2015,Vol.25,Issue.4,2168-2214

当年影响因子:1.755

资源类型:外文期刊论文

WOS被引频次: 6

12. Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure SCIE SCOPUS

作者:Shi, JT;Wu, Z

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

来源:STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC; PROCESSES,2015,Vol.87,Issue.1,1-29

当年影响因子:0.630

资源类型:外文期刊论文

WOS被引频次: 0

13. Maximum Principle for Optimal Control Problems of Forward-Backward Regime-Switching Systems Involving Impulse Controls SCIE EI

作者:Wang, SJ;Wu, Z

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

来源:MATHEMATICAL PROBLEMS IN ENGINEERING,2015

当年影响因子:0.644

资源类型:外文期刊论文

WOS被引频次: 2

14. OPTIMAL SWITCHING UNDER A REGIME-SWITCHING MODEL WITH TWO-TIME-SCALE MARKOV CHAINS SCIE SCOPUS

作者:Tao, R;Wu, Z;Zhang, Q

作者机构:[Tao, Ran; Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Tao, Ran] Shanghai Futures Exchange Postdoctoral Sci Res Wo, Shanghai 200122, Peoples R China.; [Zhang, Qing] Univ Georgia, Dept Math, Athens, GA 30602 USA.

来源:MULTISCALE MODELING & SIMULATION,2015,Vol.13,Issue.1,99-131

当年影响因子:1.585

资源类型:外文期刊论文

WOS被引频次: 1

15. STOCHASTIC MAXIMUM PRINCIPLE FOR NON-ZERO SUM DIFFERENTIAL GAMES OF FBSDES WITH IMPULSE CONTROLS AND ITS APPLICATION TO FINANCE SCIE SCOPUS

作者:Chang, DJ;Wu, Z

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

来源:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,2015,Vol.11,Issue.1,27-40

当年影响因子:0.776

资源类型:外文期刊论文

WOS被引频次: 0

16. An Indefinite Stochastic Linear Quadratic Optimal Control Problem for the FBSDE System with Jumps CPCI-S

作者:Li, N;Wu, Z;Yu, ZY

作者机构:[Li, Na] QiLu Normal Univ, Dept Math, Jinan 250013, Peoples R China.; [Wu, Zhen; Yu, Zhiyong] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

会议名称:34th Chinese Control Conference (CCC)

会议日期:JUL 28-30, 2015

来源:2015 34TH CHINESE CONTROL CONFERENCE (CCC),2015,1682-1686

资源类型:外文会议论文

WOS被引频次: 0

17. Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios CPCI-S

作者:Lv, SY;Wu, Z;Zhuang, Y

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

会议名称:34th Chinese Control Conference (CCC)

会议日期:JUL 28-30, 2015

来源:2015 34TH CHINESE CONTROL CONFERENCE (CCC),2015,2446-2449

资源类型:外文会议论文

WOS被引频次: 0

18. Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations EI SCIE SCOPUS

作者:Wu, Z;Yu, ZY

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

来源:STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014,Vol.124,Issue.12,3921-3947

当年影响因子:1.193

资源类型:外文期刊论文

WOS被引频次: 3

19. Partially Observed Time-Inconsistency Recursive Optimization Problem and Application SSCI SCIE SCOPUS

作者:Wang, HY;Wu, Z

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

来源:JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2014,Vol.161,Issue.2,664-687

当年影响因子:1.160

资源类型:外文期刊论文

WOS被引频次: 2

20. Convertible Bonds with Higher Loan Rate: Model, Valuation, and Optimal Strategy SSCI SCIE SCOPUS

作者:Wang, HY;Wu, Z

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

来源:ABSTRACT AND APPLIED ANALYSIS,2014

资源类型:外文期刊论文

WOS被引频次: 0

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