Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Guangyan Jia"'
Autor:
Guofeng Tang, Guangyan Jia
Publikováno v:
Journal of Mathematics, Vol 2022 (2022)
The paper aims to establish the related backward stochastic dynamic equations on time scales, BS ∇ Es for short, concerning to ∇-integral on time scales. We present the martingale decomposition theorem on time scales and prove the existence and u
Externí odkaz:
https://doaj.org/article/5139e4ee827343839ad24297ff57f2bb
Autor:
Yingjun Zhu, Guangyan Jia
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
This paper addresses a version of the stochastic linear quadratic control problem on time scales SΔLQ, which includes the discrete time and continuous time as special cases. Riccati equations on time scales are given, and the optimal control can be
Externí odkaz:
https://doaj.org/article/4040971dc92346229414291414a825cc
Autor:
Yingjun Zhu, Guangyan Jia
Publikováno v:
Complexity, Vol 2020 (2020)
Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases. At the same time, the Hamilton–Jacobi–Bellman (HJB) equation on time scales is obtain
Externí odkaz:
https://doaj.org/article/4dcfe090be6b43d1982e2fdcc4d733fc
Autor:
Na Zhang, Guangyan Jia
Publikováno v:
Symmetry, Vol 11, Iss 9, p 1153 (2019)
In this paper, we introduce the Lie-point symmetry method into backward stochastic differential equation and forward−backward stochastic differential equations, and get the corresponding deterministic equations.
Externí odkaz:
https://doaj.org/article/94974476674a4e51899ac4e2f57899d6
Publikováno v:
Energy Engineering; 2024, Vol. 121 Issue 5, p1173-1193, 21p
Autor:
Guangyan Jia, Yingjun Zhu
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
This paper addresses a version of the stochastic linear quadratic control problem on time scales S Δ LQ , which includes the discrete time and continuous time as special cases. Riccati equations on time scales are given, and the optimal control can
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cc7c2c74b574343128e44d7d472b48b
https://doi.org/10.1155/2021/5743014
https://doi.org/10.1155/2021/5743014
Autor:
Guangyan Jia, Zhongshi Sun
Publikováno v:
Applied Mathematics and Computation. 442:127763
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9785c43c3574d1d8471055ed7cef56d
https://doi.org/10.1016/j.amc.2022.127763
https://doi.org/10.1016/j.amc.2022.127763
Autor:
Guangyan Jia, Yuhong Xu
Publikováno v:
Acta Mathematica Scientia. 39:1415-1422
An equivalent condition is derived for g-concave function defined by (static) g-expectation. Several extensions including quadratic generators and (g, h)-concavity are also considered.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90d1deec2d139777d619d112fa36d6e9
https://doi.org/10.1007/s10473-019-0518-6
https://doi.org/10.1007/s10473-019-0518-6
Publikováno v:
BMC Psychology, Vol 12, Iss 1, Pp 1-11 (2024)
Abstract Background Some studies have examined the relationship between internalization of media appearance ideals and eating disorders. However, few have discussed the relationship between eating disorder tendencies. To fill this research gap, this
Externí odkaz:
https://doaj.org/article/9b42b3dec40047d8803d44ff92c0709a
Autor:
Yingjun Zhu, Guangyan Jia
Publikováno v:
Mathematical Problems in Engineering, Vol 2020 (2020)
This paper addresses a version of the linear quadratic control problem for mean-field stochastic differential equations with deterministic coefficients on time scales, which includes the discrete time and continuous time as special cases. Two coupled
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1f0ca9d3c8663a3e13a9c422afe4834
https://doaj.org/article/f42c30f48f23458fa32c12ff7bd7b1ff
https://doaj.org/article/f42c30f48f23458fa32c12ff7bd7b1ff