English | 繁體

Search in the results

UM

Browse/Search Results:  1-5 of 5 Help

Selected(0)Clear Items/Page:    Sort:
Hamiltonian-Driven Adaptive Dynamic Programming With Efficient Experience Replay Journal article
Yang, Yongliang, Pan, Yongping, Xu, Cheng Zhong, Wunsch, Donald C.. Hamiltonian-Driven Adaptive Dynamic Programming With Efficient Experience Replay[J]. IEEE Transactions on Neural Networks and Learning Systems, 2024, 35(3), 3278-3290.
Authors:  Yang, Yongliang;  Pan, Yongping;  Xu, Cheng Zhong;  Wunsch, Donald C.
Favorite | TC[WOS]:98 TC[Scopus]:106  IF:10.2/10.4 | Submit date：2023/01/30
Hamilton–jacobi–bellman (Hjb) Equation  Hamiltonian-driven Adaptive Dynamic Programming (Adp)  Pseudo-hamiltonian  Quasi-hamiltonian  Relaxed Excitation Condition  
Hamiltonian-Driven Adaptive Dynamic Programming With Approximation Errors Journal article
Yang, Yongliang, Modares, Hamidreza, Vamvoudakis, Kyriakos G., He, Wei, Xu, Cheng Zhong, Wunsch, Donald C.. Hamiltonian-Driven Adaptive Dynamic Programming With Approximation Errors[J]. IEEE Transactions on Cybernetics, 2021, 52(12), 13762-13773.
Authors:  Yang, Yongliang;  Modares, Hamidreza;  Vamvoudakis, Kyriakos G.;  He, Wei;  Xu, Cheng Zhong; et al.
Favorite | TC[WOS]:80 TC[Scopus]:84  IF:9.4/10.3 | Submit date：2022/05/13
Hamilton-jacobi-bellman (Hjb) Equation  Hamiltonian-driven Framework  Inexact Adaptive Dynamic Programming (Adp)  Optimal Control  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei. A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017, 73(9), 1932-1944.
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite | TC[WOS]:14 TC[Scopus]:14  IF:2.9/2.6 | Submit date：2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
A note on stochastic optimal control of reflected diffusions with jumps Journal article
Ding D.. A note on stochastic optimal control of reflected diffusions with jumps[J]. Applied Mathematics and Mechanics (English Edition), 2000, 21(9), 1079-1090.
Authors:  Ding D.
Favorite |  | Submit date：2019/02/13
Hamilton-Jacobi-Bellman equation  Reflected diffusion with jumps  Stochastic optimal control  Viscosity solution  
A note on stochastic optimal control of reflected diffusions with jumps Journal article
Ding,Deng. A note on stochastic optimal control of reflected diffusions with jumps[J]. Applied Mathematics and Mechanics (English Edition), 2000, 21(9), 1079-1090.
Authors:  Ding,Deng
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:4.5/3.3 | Submit date：2021/03/09
Hamilton-jacobi-bellman Equation  Reflected Diffusion With Jumps  Stochastic Optimal Control  Viscosity Solution