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山东大学 [35]
数学与系统科学研究院 [6]
湖南大学 [1]
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期刊论文 [29]
会议论文 [13]
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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
Mean field game
Optimal social cost
Stabilization
Finite agents
Common noise
FBSDE
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
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  |  
浏览/下载:43/0
  |  
提交时间:2021/06/01
Mathematical model
Games
Robustness
Uncertainty
Optimal control
Stochastic processes
Differential equations
Forward-backward stochastic differential equation (FBSDE)
linear quadratic optimal control
mean field control
model uncertainty
social functional variation
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
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  |  
浏览/下载:3/0
  |  
提交时间:2022/04/02
Mean-field forward backward stochastic differential equations
Explicit multistep scheme
Error estimates
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
Mean field game
Variational analysis
Stabilization control
FBSDE
Riccati equation
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
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  |  
浏览/下载:17/0
  |  
提交时间:2019/12/11
Mean-field forward-backward stochastic differential equation (MF-FBSDE)
mean-field stochastic linear-quadratic (LQ) optimal control
mean-field
stochastic systems
Riccati equations
Stackelberg strategy
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.
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/11
Error estimates
Mean-field forward backward stochastic differential equation
Monte Carlo method
Stability analysis
Weak-order 2.0 Taylor scheme
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
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/11
Backward Stochastic Differential Equations
Comparison Theorem
Mean-field
Quadratic Growth
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
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/17
Infinite
horizon
Optimal
control
Mean-field
type
Stochastic
differential
delay
equations
Poisson
jumps
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
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  |  
浏览/下载:16/0
  |  
提交时间:2019/12/11
Linear stochastic differential equation with operator coefficients
open-loop solvability
forward-backward stochastic differential
equations
mean-field linear quadratic control problem
mean-variance
portfolio selection
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
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  |  
浏览/下载:11/0
  |  
提交时间:2019/12/11
Mean-field backward stochastic differential equation
Asymmetric
information
Nash equilibrium point
Maximum principle
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