Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Meng, Weijun"'
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the terminal co
Externí odkaz:
http://arxiv.org/abs/2302.03339
Autor:
Meng, Weijun, Shi, Jingtao
This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both appear in the state equation, moreover, they both enter into the diffu
Externí odkaz:
http://arxiv.org/abs/2012.14145
Autor:
Meng, Weijun, Shi, Jingtao
This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past history and th
Externí odkaz:
http://arxiv.org/abs/2008.02594
Akademický článek
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Autor:
Meng, Weijun, Shi, Jingtao
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programming principle is discussed. Without containing any derivatives of the
Externí odkaz:
http://arxiv.org/abs/1912.10463
Autor:
Meng, Weijun, Shi, Jingtao
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O ksendal and Su
Externí odkaz:
http://arxiv.org/abs/1911.02239
Autor:
Xu Yiming, Liu Suli, Meng Weijun, Yuan Hua, Ma Weibao, Sun Xiangqian, Xu Jianhong, Tan Bin, Li Ping
Publikováno v:
Green Processing and Synthesis, Vol 10, Iss 1, Pp 219-229 (2021)
Heavy alkyl benzene sulfonates are inexpensive surfactants that are extensively used as oil-displacing agents during tertiary oil recovery. Among these, C16–18 heavy alkyl benzene sulfonates possess an excellent ability to reduce the oil-water inte
Externí odkaz:
https://doaj.org/article/b77e23cee0cb44a48042323e73694932
Autor:
Meng, Weijun1 (AUTHOR), Shi, Jingtao1 (AUTHOR) shijingtao@sdu.edu.cn
Publikováno v:
Applied Mathematics & Optimization. Dec2021 Supplement 1, Vol. 84, p523-559. 37p.
Akademický článek
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