Using a Duffing control approach to control the single risk factor in complex social-technical systems
From MaRDI portal
Publication:6199742
Recommendations
Cites work
- A valuation-based system approach for risk assessment of belief rule-based expert systems
- Antiperiodic solutions for a kind of nonlinear Duffing equations with a deviating argument and time-varying delay
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Dynamic mean-variance problem with constrained risk control for the insurers
- Fractional-order bidirectional associate memory (BAM) neural networks with multiple delays: the case of Hopf bifurcation
- Managing underperformance risk in project portfolio selection
- On multivalued Duffing equation
- Optimal investment and risk control for an insurer with stochastic factor
- Rectangular sets of probability measures
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- Unemployment risks and optimal retirement in an incomplete market
This page was built for publication: Using a Duffing control approach to control the single risk factor in complex social-technical systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6199742)