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作品数：92被引量：26H指数：2
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相关领域：理学更多>>
相关作者：丛爽胡龙珍刘建秀杨霏薛静静更多>>
相关机构：中国科学技术大学曲阜师范大学四川大学兰州大学更多>>
相关期刊：《Theoretical & Applied Mechanics Letters》《Chinese journal of nuclear physics》《Statistical Theory and Related Fields》《Communications in Theoretical Physics》更多>>
相关基金：国家自然科学基金国家重点基础研究发展计划中国博士后科学基金国家教育部博士点基金更多>>
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Real-Time Optimal State Estimation-Based Feedback Control for Stochastic Quantum Systems in the Non-Markovian Case
《Journal of Systems Science & Complexity》2023年第6期2274-2291,共18页CONG Shuang ZHANG Jiaoyang KUANG Sen HARRAZ Sajede 
supported by the National Natural Science Foundation of China under Grant No.61973290。
This paper studies the real-time optimal state estimation-based feedback control for twolevel stochastic quantum systems in the non-Markovian case.The system model is established by combining the time-convolutionless ...
关键词：Lyapunov-based approach optimal nonlinear filter quantum feedback control stochastic quantum system 
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon
《Journal of Systems Science & Complexity》2023年第2期457-479,共23页CHEN Tian LIU Ruyi WU Zhen 
supported by the Natural Science Foundation of China under Grant Nos.11831010,12001319 and 61961160732;Shandong Provincial Natural Science Foundation under Grant Nos.ZR2019ZD42 and ZR2020QA025;The Taishan Scholars Climbing Program of Shandong under Grant No.TSPD20210302;Ruyi Liu acknowledges the Discovery Projects of Australian Research Council(DP200101550);the China Postdoctoral Science Foundation(2021TQ0196)。
This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random horizon.Unlike previous works,the dynamic of assets are described by non-Markovian regime-switching models in t...
关键词：Backward stochastic differential equation mean-variance portfolio selection random time horizon stochastic LQ control 
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