×
验证码:
换一张
忘记密码？
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [24]
数学与系统科学研究院 [5]
清华大学 [1]
华南理工大学 [1]
内容类型
期刊论文 [21]
会议论文 [6]
学位论文 [3]
会议 [1]
发表日期
2022 [1]
2021 [1]
2020 [2]
2019 [1]
2018 [3]
2017 [3]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共31条，第1-10条
帮助
已选(
0
)
清除
条数/页：
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式：
请选择
发表日期升序
发表日期降序
提交时间升序
提交时间降序
题名升序
题名降序
作者升序
作者降序
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：12/0
|
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
收藏
|
浏览/下载：42/0
|
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
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
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs
期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
作者:
Fu, Yu
;
Zhao, Weidong
;
Zhou, Tao
收藏
|
浏览/下载：19/0
|
提交时间：2020/05/24
Forward backward stochastic differential equations
stochastic optimal control
stochastic maximum principle
projected quasi-Newton methods
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
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
Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs
期刊论文
Chinese Control Conference, CCC, 2018, 卷号: 2018-July, 页码: 1445-1450
作者:
Shi, Jingtao
收藏
|
浏览/下载：4/0
|
提交时间：2019/12/11
Dynamic programming principle
Fully coupled FBSDE
Maximum principle
Stochastic optimal control
Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs
会议论文
37th Chinese Control Conference (CCC), JUL 25-27, 2018
作者:
Shi, Jingtao
收藏
|
浏览/下载：3/0
|
提交时间：2019/12/31
Stochastic optimal control
fully coupled FBSDE
dynamic programming
principle
maximum principle
Two Different Approaches for Optimal Control Problem of Fully Coupled FBSDEs
会议论文
第37届中国控制会议
作者:
Jingtao Shi
收藏
|
浏览/下载：3/0
|
提交时间：2019/12/31
Stochastic optimal control
fully coupled FBSDE
dynamic programming principle
maximum principle
Time-inconsistent stochastic linear quadratic control for discrete-time systems
期刊论文
中国科学. 信息科学, 2017, 卷号: 60, 期号: 12
作者:
Qi Qingyuan
;
Zhang Huanshui
收藏
|
浏览/下载：10/0
|
提交时间：2019/12/16
time-inconsistency
open-loop equilibrium control
maximum principle
FBSDE
nonsymmetric Riccati equations
MEAN-FIELD SDE DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND RELATED STOCHASTIC CONTROL PROBLEM
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1500-1533
作者:
Buckdahn, Rainer
;
Jing, Shuai
收藏
|
浏览/下载：5/0
|
提交时间：2019/12/16
mean-field SDE
mean-field FBSDE
fractional Brownian motion
Pontryagin
maximum principle
©版权所有 ©2017 CSpace - Powered by
CSpace
