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山东大学 [41]

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	Spectral perspective on stability and stabilisation of continuous-time mean-field stochastic systems 期刊论文 IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 8, 页码: 1137-1146 作者: Ma, Limin; Zhang, Weihai; Xia, Jianwei 收藏 \| 浏览/下载：130/0 \| 提交时间：2019/12/11 stochastic systems Lyapunov methods linear matrix inequalities differential equations stability stochastic processes interval stabilisation MF-SDEs mean-field stochastic differential equations unremovable spectrum operator spectrum technique sufficient condition necessary condition mean-field stochastic control systems interval stability mean square stabilisability continuous-time mean-field stochastic systems
	Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations 期刊论文 STATISTICS & PROBABILITY LETTERS, 2019, 卷号: 145, 页码: 273-283 作者: Wu, Zhen; Xu, Ruimin 收藏 \| 浏览/下载：13/0 \| 提交时间：2019/12/11 Mean-field BSDEs McKean-Vlasov SDEs McKean-Vlasov PDEs Sobolev solution Stochastic flow
	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
	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
	Mean-field backward stochastic differential equations with quadratic growth 期刊论文 Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1437-1444 作者: Yan, Hao; Zhao, Nana 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/11 Backward Stochastic Differential Equations Comparison Theorem Mean-field Quadratic Growth
	LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL PROBLEMS WITH OPERATOR COEFFICIENTS: OPEN-LOOP SOLUTIONS 期刊论文 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 卷号: 25 作者: Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 收藏 \| 浏览/下载：16/0 \| 提交时间：2019/12/11 Linear stochastic differential equation with operator coefficients open-loop solvability forward-backward stochastic differential equations mean-field linear quadratic control problem mean-variance portfolio selection
	An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1 作者: Huang, Pengyan; Wang, Guangchen; Zhang, Huanjun 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 Mean-field backward stochastic differential equation Asymmetric information Nash equilibrium point Maximum principle Filter
	General mean-field BSDEs with continuous coefficients 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 卷号: 466, 期号: 1, 页码: 264-280 作者: Li, Juan; Liang, Hao; Zhang, Xiao 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/11 Backward stochastic differential equations Mean-field Wasserstein metric
	EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2672-2697 作者: Sun, Yabing; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/11 mean-field backward stochastic differential equation theta-schemes error estimates
	Ito-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations 期刊论文高等学校计算数学学报, 2017, 卷号: 10, 期号: 4, 页码: 798-828 作者: Sun Yabing; Yang Jie; Zhao Weidong 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/16 Ito-Taylor scheme mean-field stochastic differential equation mean-field Ito-Taylor formula error estimate

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