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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:15/0  |  提交时间:2023/02/07
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
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
Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application 期刊论文
Mathematical Problems in Engineering, 2019, 卷号: 2019
作者:  Du, Kai;  Wu, Zhen
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/11
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
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
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint 期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:  Wu Z.;  Xu Z.
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 卷号: 183, 期号: 2, 页码: 671-687
作者:  Lin, Yaning
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
Pareto optimal strategy for linear stochastic systems with H∞ constraint in finite horizon 期刊论文
Information Sciences, 2019
作者:  Jiang X.;  Tian S.;  Zhang T.;  Zhang W.
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/11
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


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