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浏览/检索结果: 共10条，第1-10条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 LINEAR QUADRATIC MEAN-FIELD-GAME OF BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 卷号: 8, 期号: 3-4, 页码: 653-678 作者:  Du, Kai;  Huang, Jianhui;  Wu, Zhen 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11 Backward mean-field game (BMFG)  epsilon-Nash equilibrium  Hamiltonian-type consistency condition (HCC)  Riccati-type consistency  condition (RCC)  backward stochastic differential equation (BSDE)   BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS 期刊论文 数学物理学报（英文版）, 2017, 卷号: 37, 期号: 5, 页码: 1497-1518 作者:  Hao, Tao;  Li, Juan 收藏  |  浏览/下载：12/0  |  提交时间：2019/12/11 McKean-Vlasov SDE  BSDE coupled with the lower and the upper value functions  dynamic programming principle  mean-field BSDE  viscosity solution  coupled nonlocal HJB-Isaacs equation  Isaacs\' condition   BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS 期刊论文 Acta Mathematica Scientia(English Series), 2017, 期号: 05, 页码: 1497-1518 作者:  Hao T(郝涛);  Li J(李娟) 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11 Mc Kean-Vlasov SDE  BSDE coupled with the lower and the upper value functions  dynamic programming principle  mean-field BSDE  viscosity solution  coupled nonlocal HJB-Isaacs equation  Isaacs\' condition   The Connection between Mean-Field Linear-Quadratic-Gaussian Games of Forward and Backward Stochastic Differential Systems 会议论文 Chinese Automation Congress (CAC), OCT 20-22, 2017 作者:  Du, Kai;  Wu, Zhen 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/31 backward stochastic differential equation (BSDE)  large population  system  is an element of-Nash equilibriumis  MFLQG game   Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 Journal of Systems Science & Complexity, 2016, 期号: 05, 页码: 1238-1268 作者:  LI Juan;  MIN Hui 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/16 Dynamic programming principle(DPP)  Hamilton-Jacobi-Bellman(HJB) equation  meanfield backward stochastic differential equation(mean-field BSDE) with jump  Poisson random measure  value function   Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 12, 页码: 3784-3796 作者:  Huang, Jianhui;  Wang, Shujun;  Wu, Zhen 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/16 BSDE  decentralized control  full information  large-population system  mean-field LQG games  partial information  epsilon-Nash equilibrium   Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 系统科学与复杂性学报（英文版）, 2016, 卷号: 29, 期号: 5, 页码: 1238-1268 作者:  Li Juan;  Min Hui 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16 Dynamic programming principle (DPP)  Hamilton-Jacobi-Bellman (HJB) equation  mean-field backward stochastic differential equation (mean-field BSDE) with jump  Poisson random measure  value function   Zero-sum stochastic differential games of mean-field type and BSDEs 期刊论文 Chinese Control Conference, CCC, 2012, 页码: 1651-1654 作者:  Xu, Ruimin 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/23 Backward stochastic differential equation (BSDE)  Mean field  Saddle point  Zero-sum stochastic differential game   Zero-Sum Stochastic Differential Games of Mean-Field type and BSDEs 会议论文 31st Chinese Control Conference, JUL 25-27, 2012 作者:  Xu Ruimin 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Zero-sum stochastic differential game  Mean field  Saddle point  Backward stochastic differential equation (BSDE)   MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS: A LIMIT APPROACH 期刊论文 The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics, 2009, 卷号: 37, 期号: 4, 页码: 1524-1565 作者:  RAINER BUCKDAHN;  BOUALEM DJEHICHE;  JUAN LI;  SHIGE PENG 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/26 Backward stochastic differential equation  mean-field approach  McKean—Vlasov equation  mean-field BSDE  tightness  weak convergence