RECURSIVE

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Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance
《Acta Mathematicae Applicatae Sinica》2025年第2期375-399,共25页Liang-quan ZHANG Qing ZHOU 
financial support partly by the National Nature Science Foundation of China(Grant No.12171053,11701040,11871010&61871058);the Fundamental Research Funds for the Central Universities,and the Research Funds of Renmin University of China(No.23XNKJ05);the financial support partly by the National Nature Science Foundation of China(Grant No.11871010,11971040);the Fundamental Research Funds for the Central Universities(No.2019XD-A11).
In this paper,we focus on a control-constrained stochastic LQ optimal control problem via backward stochastic differential equation(BSDE in short)with deterministic coefficients.One of the significant features in this...
关键词：efficient portfolio forward-backward stochastic differential equations mean-variance portfolio selection Riccati equation recursive utilities stochastic linear quadratic optimal control 
Telecontext-Enhanced Recursive Interactive Attention Fusion Method for Line-Level Defect Prediction
《Computers, Materials & Continua》2025年第2期2077-2108,共32页Haitao He Bingjian Yan Ke Xu Lu Yu 
supported by National Natural Science Foundation of China(no.62376240).
Software defect prediction aims to use measurement data of code and historical defects to predict potential problems,optimize testing resources and defect management.However,current methods face challenges:(1)Coarse-g...
关键词：Line-level defect prediction telecontext capture recursive interactive structure hierarchical attention network 
Asymptotic behavior of a weighted self-repelling diffusion driven by fractional Brownian motion
《Probability, Uncertainty and Quantitative Risk》2024年第4期575-604,共30页Yaqin Sun Hongfei Xue Litan Yan 
supported by the National Natural Science Foundation of China(Grant No.11971101).
Let B^(H)be a fractional Brownian motion with Hurst index 1/2≤H<1.In this paper,we consider the self-repelling diffusion X_(t)^(H)=B_(t)^(H)+∫_(0)^(t)∫_(0)^(s)g(u)dX_(u)^(H)ds+vt.wherc v∈R,and g is a nonncgative B...
关键词：Fractional brownian motion Self-repelling diffusion Malliavin calculus.Recursive convergence 
Relationship Between General MP and DPP for the Stochastic Recursive Optimal Control Problem with Jumps
《Journal of Systems Science & Complexity》2024年第6期2466-2486,共21页WANG Bin SHI Jingtao 
supported by National Key Research and Development Program of China under Grant No.2022YFA1006104;the National Natural Science Foundations of China under Grant Nos.12471419 and 12271304;the Natural Science Foundation of Shandong Province under Grant No.ZR2022JQ01。
This paper is concerned with the relationship between general maximum principle and dynamic programming principle for the stochastic recursive optimal control problem with jumps,where the control domain is not necessa...
关键词：Backward stochastic differential equation with jumps dynamic programming principle maximum principle recursive optimal control viscosity solution 
Optimization for Power Distribution and Maintenance Schedules of Paralleled Transmission Channels in AC/DC Power System
《Journal of Modern Power Systems and Clean Energy》2024年第6期2030-2044,共15页Jie Liu Shunjiang Lin Weikun Liang Yanghua Liu Mingbo Liu 
This work was supported by the National Natural Science Foundation of China(No.51977080);the Natural Science Foundation of Guangdong Province(No.2022A1515010332).
As transmission power among interconnected re-gional grids is increasing rapidly,formulating the power distri-bution and maintenance schedules of multiple paralleled trans-mission channels is critical to ensure the se...
关键词：AC/DC power system power distribution schedule transmission maintenance schedule generalized Bend-ers decomposition(GBD) recursive acceleration(RA) 
Gravitational wave search by time-scale-recursive denoising and matched filtering
《Science China(Physics,Mechanics & Astronomy)》2024年第12期166-182,共17页Cunliang Ma Chenyang Ma Zhoujian Cao Mingzhen Jia 
supported by the Gravitational-Wave Open Science Center,a service of LIGO Laboratory,the LIGO Scientific Collaboration,and the Virgo Collaboration;supported by the National Key Research and Development Program of China (Grant No.2021YFC2203001);the National Natural Science Foundation of China (Grants Nos.11920101003,12021003,12364024,and 11864014);the Natural Science Foundation of Jiangxi (Grant Nos.20224BAB211012,and 20224BAB201023)。
In our previous work [Physical Review D,2024,109(4):043009],we introduced MSNRnet,a framework integrating deep learning and matched filtering methods for gravitational wave(GW) detection.Compared with end-to-end class...
关键词：gravitational wave matched filtering deep learning 
Recursive Projected Filter Algorithm with Binary-Valued Observations
《Journal of Systems Science & Complexity》2024年第5期1832-1860,共29页ZHANG Xiaoyan WANG Ying XUE Wenchao ZHAO Yanlong 
supported by the National Natural Science Foundation of China under Grant Nos.62025306,62122083,62303452,and T2293773;CAS Project for Young Scientists in Basic Research under Grant No.YSBR-008;China Postdoctoral Science Foundation under Grant No.2022M720159;Guozhi Xu Postdoctoral Research Foundation.
This paper focuses on the state estimate for a class of systems with both process noise and measurement noise under binary-valued observations,in which the Gaussian assumption on the predicted density of the state is ...
关键词：Binary-valued observations CONVERGENCE recursive filter time-varying thresholds 
A Recursive DRL-Based Resource Allocation Method for Multibeam Satellite Communication Systems
《Chinese Journal of Electronics》2024年第5期1286-1295,共10页Haowei MENG Ning XIN Hao QIN Di ZHAO 
supported by the National Natural Science Foundation of China(Grant No.62071354);the Key Research and Development Program of Shaanxi(Grant No.2022ZDLGY05-08);the ISN State Key Laboratory.
Optimization-based radio resource management(RRM)has shown significant performance gains on high-throughput satellites(HTSs).However,as the number of allocable on-board resources increases,traditional RRM is difficult...
关键词：High-throughput satellites Proximal policy optimization Deep reinforcement learning Long-short term memory 
Quantum Realities and Observer-Dependent Universes: An Advanced Observer Model
《Journal of Quantum Information Science》2024年第3期69-121,共53页Joseph Hon Cheung Wong 
This paper presents a novel observer model that integrates quantum mechanics, relativity, idealism, and the simulation hypothesis to explain the quantum nature of the universe. The model posits a central server transm...
关键词：Quantum Mechanics Observer Model Frame Rates Quantum Reality Hierarchical Observers Information Theory Simulation Hypothesis Recursive Frame Transmission Information Loss 
Recursive attention collaboration network for single image deraining
《IET Cyber-Systems and Robotics》2024年第2期81-96,共16页Zhitong Li Xiaodong Li Zhaozhe Gong 
This work was supported by the National Natural Science Foundation of China(Grant No.61976074);the Zhejiang Provincial Natural Science Foundation of China(Grant No.LQ22F030022).
Single-image rain removal is an important problem in the field of computer vision aimed at recovering clean images from rainy images.In recent years,data-driven convolutional neural network(CNN)-based rain removal met...
关键词：convolutional neural network deep learning machine learning VISION 
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