CORC

在结果中检索

CORC

浏览/检索结果: 共86条，第1-10条 帮助

已选(0)清除 条数/页：   排序方式：
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
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
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
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 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
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
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
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
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

©版权所有 ©2017 CSpace - Powered by CSpace