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An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint 期刊论文
Journal of Scientific Computing,2025, 卷号: 102, 期号: 3
作者:  Wang, Qiming;  Liu, Wenbin
收藏  |  浏览/下载：28/0  |  提交时间：2025/03/10
Stochastic optimal control on impulse dividend model with stochastic returns 期刊论文
Optimization,2021, 卷号: 70, 期号: 11, 页码: 2401-2426
作者:  Zhang, Ying;  Wang, Yue;  Chen, Peimin
收藏  |  浏览/下载：15/0  |  提交时间：2025/03/25
An efficient gradient projection method for stochastic optimal control problems 期刊论文
SIAM Journal on Numerical Analysis,2017, 卷号: 55, 期号: 6, 页码: 2982-3005
作者:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：35/0  |  提交时间：2021/05/10
The effect of Social licence on Dynamic Decisions making: A case study of a gold mine 会议论文
Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017, Hobart, 3-8 December 2017
作者:  Chen, Wen;  Langrené, Nicolas;  Zhu, Zili
收藏  |  浏览/下载：8/0  |  提交时间：2022/08/29
Discrete time approximation of fully nonlinear HJB equations via BSDES with nonpositive jumps 期刊论文
Annals of Applied Probability,2015, 卷号: 25, 期号: 4, 页码: 2301-2338
作者:  Kharroubi, Idris;  Langrené, Nicolas;  Pham, Huyên
收藏  |  浏览/下载：10/0  |  提交时间：2022/08/29
Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching 期刊论文
Journal of Applied Probability,2015, 卷号: 52, 期号: 1, 页码: 209-223
作者:  Jiang, Zhengjun
收藏  |  浏览/下载：19/0  |  提交时间：2021/10/19
Switching Boundaries for flexible management of nature resource investment under uncertainty 期刊论文
IAENG Transactions on Engineering Sciences,2015
作者:  Tarnopolskaya, Tanya;  Chen, Wen;  Bao, Chenming
收藏  |  浏览/下载：5/0  |  提交时间：2025/07/28
Switching surfaces for optimal natural resource extraction under uncertainty 会议论文
Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015, Gold Coast, AUSTRALIA, NOV 29-DEC 04, 2015
作者:  Chen, Wen;  Tarnopolskaya,T.;  Langrené, Nocolas;  Lo,T.
收藏  |  浏览/下载：9/0  |  提交时间：2022/08/29
Optimal dividend distribution under Markov regime switching 期刊论文
Finance and Stochastics,2012, 卷号: 16, 期号: 3, 页码: 449-476
作者:  Jiang, Zhengjun;  Pistorius, Martijn
收藏  |  浏览/下载：26/0  |  提交时间：2021/10/19
Stochastic control of SDEs associated with Lévy generators and application to financial optimization 期刊论文
Frontiers of Mathematics in China,2010, 卷号: 5, 期号: 1, 页码: 89-102
作者:  Bennett, Jonathan;  Wu, Jianglun
收藏  |  浏览/下载：4/0  |  提交时间：2023/05/30