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CORC

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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
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载：10/0  |  提交时间：2023/02/07
Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
收藏  |  浏览/下载：7/0  |  提交时间：2023/02/07
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载：4/0  |  提交时间：2023/02/07
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：43/0  |  提交时间：2021/06/01
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：3/0  |  提交时间：2022/04/02
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
Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 30
作者:  Li, Hanwu;  Song, Yongsheng
收藏  |  浏览/下载：47/0  |  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
A UNIFIED PROBABILISTIC DISCRETIZATION SCHEME FOR FBSDEs: STABILITY, CONSISTENCY, AND CONVERGENCE ANALYSIS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2351-2375
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：4/0  |  提交时间：2021/01/14

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