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CORC

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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
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
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
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
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 11, 页码: 2904-2916
作者:  Wang, Guangchen;  Wu, Zhen;  Xiong, Jie
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/17
Optimal investment for an insurer: The martingale approach 期刊论文
2010, 2010
Wang, Zengwu; Xia, Jianming; Zhang, Lihong
收藏  |  浏览/下载：4/0
Application of Forward-Backward Stochastic Differential Equation in Portfolio Selection 会议论文
International Conference on Information Electronic and Computer Science, NOV, 2010
作者:  Ji, Hongcheng;  Wang, Meijuan
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31
Optimal investment for an insurer: The martingale approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2007, 卷号: 40, 期号: 2, 页码: 322-334
作者:  Wang, Zengwu;  Xia, Jianming;  Zhang, Lihong
收藏  |  浏览/下载：14/0  |  提交时间：2018/07/30

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