60 results on '"Ji, Shaolin"'
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2. A stochastic maximum principle for forward–backward stochastic control systems with quadratic generators and sample-wise constraints
3. The Neyman–Pearson lemma for convex expectations
4. Two-Step Scheme for Backward Stochastic Differential Equations
5. Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo
6. Reflected backward stochastic difference equations and optimal stopping problems under g-expectation
7. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems
8. A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems
9. Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method
10. A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators
11. Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation
12. A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo
13. Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems
14. The least squares estimator of random variables under convex operators on LF∞(μ) space
15. Solvability of forward–backward stochastic difference equations with finite states
16. Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems
17. Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty
18. A robust Kalman–Bucy filtering problem
19. Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES
20. Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning
21. Optimal Learning Under Robustness and Time-Consistency
22. Downregulated Long Non-Coding RNA MSC-AS1 Inhibits Osteosarcoma Progression and Increases Sensitivity to Cisplatin by Binding to MicroRNA-142
23. Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems
24. A filtering problem with uncertainty in observation
25. The minimum mean square estimator of integrable variables under sublinear operators
26. Long noncoding RNA NEAT1 regulates the development of osteosarcoma through sponging miR‐34a‐5p to mediate HOXA13 expression as a competitive endogenous RNA
27. The stochastic maximum principle in singular optimal control with recursive utilities
28. The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation
29. Reaching goals under ambiguity: Continuous-time optimal portfolio selection
30. A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems
31. The least squares estimator of random variables under sublinear expectations
32. Explicit solutions for continuous time mean–variance portfolio selection with nonlinear wealth equations
33. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
34. Erratum to: Fully coupled forward-backward stochastic differential equations on Markov chains
35. Fully coupled forward-backward stochastic differential equations on Markov chains
36. Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity
37. Recursive Utility Maximization for Terminal Wealth under Partial Information
38. A note on functional derivatives on continuous paths
39. Solutions for functional fully coupled forward–backward stochastic differential equations
40. A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework
41. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven byG-Brownian motion
42. A generalized Girsanov transformation of finite state stochastic processes in discrete time
43. Backward stochastic differential equations driven byG-Brownian motion
44. Ambiguous volatility, possibility and utility in continuous time
45. Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems
46. A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints
47. Ambiguous Volatility and Asset Pricing in Continuous Time
48. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System
49. Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems
50. An optimal insurance design problem under Knightian uncertainty
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