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山东大学 [237]

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	A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276 作者: Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equation stochastic differential game maximum principle equilibrium point stochastic filtering
	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
	Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds 期刊论文 International Journal of Control, 2019 作者: Du K.; Huang J.; Wu Z. 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 forward–backward stochastic differential equation mean-field game terminal constraint ε-Nash equilibrium
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者: Wang W.; Wu J.; Liu Z. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Itô-Lévy processes linear quadratic problem maximum principle variational equation
	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. 收藏 \| 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
	Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432 作者: Yang, Jie; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Deferred correction method Second-order forward backward stochastic differential equations Euler scheme High-order rate of convergence
	Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations 期刊论文系统科学与复杂性学报（英文版）, 2019, 卷号: 32, 期号: 3, 页码: 789-802 作者: Liu, Ruyi; Wu, Zhen 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equations linear transformation monotonicity conditions optimal control theory unified approach
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018 作者: Wang Wencan; Wu Jinbiao; Liu Zaiming 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Ito-Levy processes linear quadratic problem maximum principle variational equation
	Lie-Point Symmetries and Backward Stochastic Differential Equations 期刊论文 SYMMETRY-BASEL, 2019, 卷号: 11, 期号: 9 作者: Zhang, Na; Jia, Guangyan 收藏 \| 浏览/下载：7/0 \| 提交时间：2019/12/11 backward stochastic differential equation Lie-point symmetry forward-backward stochastic differential equation
	Linear quadratic mean field social control with random coefficients and common noise 期刊论文 Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1491-1498 作者: Wang, Bing-Chang 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equation Mean field game Social optimality Stochastic Riccati equation

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