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Linear quadratic mean field social control with common noise: A directly decoupling method? 期刊论文
AUTOMATICA, 2022, 卷号: 146, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:15/0  |  提交时间:2023/02/07
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
收藏  |  浏览/下载:43/0  |  提交时间:2021/06/01
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:3/0  |  提交时间:2022/04/02
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:17/0  |  提交时间:2021/01/14
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 97-110
作者:  Lin, Yaning;  Jiang, Xiushan;  Zhang, Weihai
收藏  |  浏览/下载:17/0  |  提交时间:2019/12/11
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations 期刊论文
Numerical Algorithms, 2019
作者:  Sun Y.;  Zhao W.
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/11
Mean-field backward stochastic differential equations with quadratic growth 期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1437-1444
作者:  Yan, Hao;  Zhao, Nana
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/11
Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumps 期刊论文
European Journal of Control, 2019, 卷号: Vol.46, 页码: 14-22
作者:  Heping Ma
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/17
LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL PROBLEMS WITH OPERATOR COEFFICIENTS: OPEN-LOOP SOLUTIONS 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 卷号: 25
作者:  Wei, Qingmeng;  Yong, Jiongmin;  Yu, Zhiyong
收藏  |  浏览/下载:16/0  |  提交时间:2019/12/11
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1
作者:  Huang, Pengyan;  Wang, Guangchen;  Zhang, Huanjun
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/11


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