Results 51 to 60 of about 3,515 (265)
Abstract and Applied Analysis, 2013 We consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al.
Zhonghao Zheng +2 more
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Advanced Functional Materials, EarlyView.This work introduces a swelling‐induced, stress‐assisted water‐soluble PVA tape strategy to transfer‐print nanodiamond quantum‐sensor arrays onto soft, curved biological interfaces. The room‐temperature, water‐triggered process achieves >98% fidelity and residue‐free integration, enabling conformal quantum sensing on contact lenses, neural probes, and ...
Luyao Zhang +9 more
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Maximum principle for delayed stochastic mean-field control problem with state constraint
Advances in Difference Equations, 2019 In this paper, we consider the optimal control problem for the mean-field stochastic differential equations with delay and state constraint. By virtue of the classical Ekeland’s variational principle, the duality method and a new type of mean-field ...
Li Chen, Jiandong Wang
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Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations [PDF]
Chinese Annals of Mathematics, Series B, 2012 19 ...
Zhu, Qingfeng, Shi, Yufeng
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Advanced Functional Materials, EarlyView.Single‐crystal gold microplates are high‐performance nanomaterials with an impressive wafer‐based application space. Progress has, however, been tempered by an inability to exert synthetic control over microplate size, shape, and positioning. In this work, control over these parameters is demonstrated using a seed‐mediated synthesis that both confines ...
Debasish Panda +9 more
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Electro‐Steric Ion Confinement in Polyelectrolyte Networks for Robust Nonvolatile Artificial Synapse
Advanced Functional Materials, EarlyView.Polyelectrolyte stoichiometry governs ion transport and retention in electrolyte‐gated synaptic transistors. A PSS‐rich network creates electro‐steric ion confinement that suppresses ion back‐diffusion and stabilizes channel doping, enabling robust nonvolatile synaptic memory, linear weight updates, and low‐energy operation.
Donghwa Lee +9 more
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Non-smooth analysis method in optimal investment-BSDE approach
Advances in Difference Equations, 2018 In this paper, the investment process is modeled by backward stochastic differential equation. We investigate a necessary condition for optimal investment problem by the method of non-smooth analysis.
Helin Wu, Yong Ren, Feng Hu
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Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion [PDF]
Opuscula Mathematica, 2018 We study the existence and uniqueness of the backward stochastic variational inequalities driven by \(m\)-dimensional fractional Brownian motion with Hurst parameters \(H_k\) (\(k=1,\ldots m\)) greater than \(1/2\).
Dariusz Borkowski +1 more
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A Stackelberg Game of Backward Stochastic Differential Equations with Applications [PDF]
Dynamic Games and Applications, 2019 This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs), where the coefficients of the backward system and the cost functionals are deterministic, and the control domain is convex. Necessary and sufficient conditions of the optimality for the follower and the leader are first given for the general problem ...
Yueyang Zheng, Jingtao Shi
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