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108篇 您的检索式：期刊名="Appl math Optim"

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	题名	作者	年代	出处	被引量
1	A strong maximum principle for some quasilinear elliptic equations显示文摘	Vazquez J L	1984	Appl Math Optim1984，12，3：	2
2	A barrier option of American type显示文摘	KARATZAS I WANG H	2000	Appl Math Optim2000，42，3：	1
3	Existence of measurable optima in sto- chastic nonlinear programming and control显示文摘	ENGL H W	1979	Appl Math Optim1979，，5：	1
4	Fractional white noise and applications to finance显示文摘	HU Yaozhong OKSENDAL B	2003	Appl math Optim2003，6，1：	1
5	A random continuous model for two interacting populations 显示文摘	MANTHEY R MASLOWSKI B	2002	Appl Math Optimization2002，45，：	1
6	A nonsmooth L-M method for solving the generalnized nonlinear complementarity problem over a polyhedral cone显示文摘	Ma Fengming Zhang Jianzhong	2005	Appl Math Optim2005，，52：	1
7	Backward stochastic differential equations and application to optimal control显示文摘	PENG Shige	1993	Appl Math Optim1993，27，：	1
8	A new trust region algorithm for bound constrained minimization显示文摘	Martinez J M Santos S A	1994	Appl Math Optim1994，30，：	1
9	A simply constrained optimization reformulation of KKT systems arising from variational inequaIities显示文摘	Facchinei F Fischer A Kanzow C	1999	Appl Math Optim1999，，：	1
10	Backward stochastic differential equations and applications to optimal control 显示文摘	Peng S	1993	Appl Math Optim1993，27，：	1
11	γ-subdifferential and γ-converxity of functions on the real line显示文摘	HONG Xuanphu	1993	Appl Math Optim1993，27，：	1
12	Non-Interior Continuation Methods for Solving the Monotone Semidefinite Complementariy Problems显示文摘	HUANG Z HAN J	2003	Appl Math Optim2003，47，：	1
13	On the Regularity Condition for the Extremal Problem Under Locally lipschitz Inclusion Constrains 显示文摘	P H Dien	1985	Appl Math Optim1985，13，：	1
14	y-Subdifferential and y-Convexity of Functions on the Real Line 显示文摘	Hoang X P	1993	Appl Math Optim1993，27，：	1
15	Continuous-time mean-variance portfolio selection: A stochastic LQ framework显示文摘	Zhou X Li D	2000	Appl Math Optim2000，42，：	1
16	A spectral conjugate gradient method for the large scale unconstrained optimization 显示文摘	Birgin E G Martinez J M	2001	Appl Math Optim2001，43，2：	1
17	Stochastic control problems where small intervention costs have dramatic effects显示文摘	Oksendal B	1999	Appl Math Optim1999，40，：	1
18	Continuous-time mean-variance portfolio selection: A stochastic LQ framework显示文摘	Zhou X Y Li D	2000	Appl Math Optim2000，42，：	1
19	A nonsmooth L-M method for solving the generalized nonlinear complementarity problem over a polyhedral cone显示文摘	Ma Fengming Zhang Jianzhong	2005	Appl Math Optim2005，，52：	1
20	A strong maximum principle for some quasilinear elliptic equations显示文摘	Vazquez J L	1984	Appl Math Optim1984，12，3：	1

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