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A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2024, 卷号: 11, 期号: 3, 页码: 746-759
作者:
Pengyan Huang
;
Guangchen Wang
;
Shujun Wang
;
Hua Xiao
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浏览/下载:0/0
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提交时间:2024/02/19
Decentralized control strategy
ϵ
-Nash equilibrium
forward-backward stochastic system
mean-field game
partial observation
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:
Hong, Jialin
;
Sheng, Derui
;
Zhou, Tau
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浏览/下载:5/0
  |  
提交时间:2023/02/07
stochastic incompressible Euler equation
convergence order
splitting semi-implicit Euler method
The augmented lagrangian method can approximately solve convex optimization with least constraint violation
期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 35
作者:
Dai, Yu-Hong
;
Zhang, Liwei
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浏览/下载:6/0
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提交时间:2023/02/07
Convex optimization
Least constraint violation
Augmented Lagrangian method
Shifted problem
Optimal value mapping
Solution mapping
Dual function
Conjugate dual
A NOTE ON TRANSMISSION EIGENVALUES IN
期刊论文
INVERSE PROBLEMS AND IMAGING, 2021, 卷号: 15, 期号: 5, 页码: 999-1014
作者:
Cakoni, Fioralba
;
Meng, Shixu
;
Xiao, Jingni
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浏览/下载:62/0
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提交时间:2021/10/26
Key words and phrases
Inverse problems
Maxwell equations
transmission eigenvalues
scat-tering theory
distribution of eigenvalues
Strain tensors on hyperbolic surfaces and their applications
期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 281, 期号: 1, 页码: 36
作者:
Yao, Peng-Fei
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浏览/下载:73/0
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提交时间:2021/06/01
Keywords hyperbolic surface
Shell
Nonlinear elasticity
Riemannian geometry
State feedback stabilization of generic logic systems via Ledley antecedence solution
期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2021, 页码: 11
作者:
Jia, Yingzhe
;
Cheng, Daizhan
;
Feng, Jun-e
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浏览/下载:41/0
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提交时间:2021/10/26
Boolean control networks
Ledley antecedence solutions
state feedback stabilization
semitensor product
A numerical method for two-dimensional multi-term time-space fractional nonlinear diffusion-wave equations
期刊论文
APPLIED NUMERICAL MATHEMATICS, 2021, 卷号: 159, 页码: 159-173
作者:
Huang, Jianfei
;
Zhang, Jingna
;
Arshad, Sadia
;
Tang, Yifa
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浏览/下载:13/0
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提交时间:2021/01/14
Multi-term time-space derivatives
Fractional nonlinear diffusion-wave equations
Finite difference schemes
Stability
Convergence
Fast ADI scheme
STABILIZABILITY OF GAME-BASED CONTROL SYSTEMS
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 5, 页码: 3999-4023
作者:
Zhang, Renren
;
Guo, L. E., I
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浏览/下载:7/0
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提交时间:2022/04/02
game-based control system (GBCS)
Nash equilibrium
stabilizable
algebraic Riccati equation (ARE)
algebraic Riccati inequality (ARI)
Asynchronous Computability Theorem in Arbitrary Solo Models
期刊论文
MATHEMATICS, 2020, 卷号: 8, 期号: 5, 页码: 18
作者:
Yue, Yunguang
;
Lei, Fengchun
;
Liu, Xingwu
;
Wu, Jie
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浏览/下载:7/0
  |  
提交时间:2020/12/10
distributed computing
asynchronous computability
solo model
solvability
combinatorial topology
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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浏览/下载:13/0
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提交时间:2020/05/24
Portfolios
Optimal control
Nickel
Covariance matrices
Optimization
Indexes
Multiperiod mean-variance portfolio selection
stochastic linear-quadratic (LQ) control
time inconsistency
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