The following pages link to Shuang Li (Q346074):
Displayed 50 items.
- Finite-time stabilization for hyper-chaotic Lorenz system families via adaptive control (Q346075) (← links)
- Item:Q346074 (redirect page) (← links)
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Item:Q346074 (redirect page) (← links)
- On a business cycle model with fractional derivative under narrow-band random excitation (Q508228) (← links)
- On a threshold representation for complex load-sharing systems (Q538137) (← links)
- Chaos prediction and control of Goodwin's nonlinear accelerator model (Q546144) (← links)
- Anti-synchronization on autonomous and non-autonomous chaotic systems via adaptive feedback control (Q600585) (← links)
- A line search improvement of efficient MPC (Q620616) (← links)
- Synchronization of a chaotic finance system (Q632814) (← links)
- Adaptive generalized projective synchronization in different chaotic systems based on parameter identification (Q715841) (← links)
- Chaos control and synchronization of the \(\Phi^{6}\)-Van der Pol system driven by external and parametric excitations (Q841762) (← links)
- Improvements in the efficiency of linear MPC (Q985296) (← links)
- Detection function method and its application to a class of quintic Hamiltonian systems with quintic perturbations (Q990463) (← links)
- Strong superconvergence of finite element methods for linear parabolic problems (Q1035150) (← links)
- Analysis of a stochastic predator-prey model with disease in the predator and Beddington-DeAngelis functional response (Q1622665) (← links)
- Adaptive synchronization via state predictor on general complex dynamic networks (Q1665633) (← links)
- Adaptive second-order synchronization of two heterogeneous nonlinear coupled networks (Q1666037) (← links)
- LG-Holling type II diseased predator ecosystem with Lévy noise and white noise (Q1711309) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market (Q1789776) (← links)
- Static, vibration, and transient dynamic analyses by beam element with adaptive displacement interpolation functions (Q1954539) (← links)
- Design of a multiobjective reverse logistics network considering the cost and service level (Q1955359) (← links)
- Stochastic greedy algorithms for multiple measurement vectors (Q2028927) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- A simple recovery framework for signals with time-varying sparse support (Q2072588) (← links)
- Analytical expressions to counterparty credit risk exposures for interest rate derivatives (Q2125642) (← links)
- Synchronization criteria for neutral-type quaternion-valued neural networks with mixed delays (Q2130837) (← links)
- Comparison of continuity equation and Gaussian mixture model for long-term density propagation using semi-analytical methods (Q2138505) (← links)
- Synchronization analysis of linear time-varying matrix-weighted coupled systems and its applications (Q2139397) (← links)
- Effective elastic properties of one-dimensional hexagonal quasicrystal composites (Q2165078) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- Nonlocal theoretical approaches and atomistic simulations for longitudinal free vibration of nanorods/nanotubes and verification of different nonlocal models (Q2282922) (← links)
- Adaptive mesh refinement method for solving optimal control problems using interpolation error analysis and improved data compression (Q2297402) (← links)
- Sparse randomized Kaczmarz for support recovery of jointly sparse corrupted multiple measurement vectors (Q2316083) (← links)
- Compressed anomaly detection with multiple mixed observations (Q2316088) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- Cryptanalysis and improvement of some quantum proxy blind signature schemes (Q2323711) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- Dynamics of a stochastic non-autonomous predator-prey system with Beddington-DeAngelis functional response (Q2360480) (← links)
- A general method for the generation and extension of collinear libration point orbits (Q2363850) (← links)
- On the number of limit cycles of a cubic polynomials Hamiltonian system under quintic perturbation (Q2383779) (← links)
- Synchronization of two different chaotic systems with unknown parameters (Q2385727) (← links)
- Bifurcations of traveling wave solutions for a class of the generalized Benjamin-Bona-Mahony equation (Q2493743) (← links)
- Chaos controlling of extended nonlinear Liénard system based on the Melnikov theory (Q2507834) (← links)
- The effect of Lévy noise and white noise on a Leslie-gower predator-prey system with prey refuge (Q2697282) (← links)
- Basis pursuit for frequency-domain identification (Q2786711) (← links)
- Synchronization of complex networks coupled by periodically intermittent noise (Q2808284) (← links)
- (Q2824620) (← links)