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期刊论文 [40]
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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
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浏览/下载：14/0
|
提交时间：2023/02/07
Mean field game
Optimal social cost
Stabilization
Finite agents
Common noise
FBSDE
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
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浏览/下载：42/0
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提交时间：2021/06/01
Mathematical model
Games
Robustness
Uncertainty
Optimal control
Stochastic processes
Differential equations
Forward-backward stochastic differential equation (FBSDE)
linear quadratic optimal control
mean field control
model uncertainty
social functional variation
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
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浏览/下载：3/0
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提交时间：2022/04/02
Mean-field forward backward stochastic differential equations
Explicit multistep scheme
Error estimates
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
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浏览/下载：17/0
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提交时间：2021/01/14
Mean field game
Variational analysis
Stabilization control
FBSDE
Riccati equation
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
作者:
Chen, Chuchu
;
Hong, Jialin
;
Jin, Diancong
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浏览/下载：14/0
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提交时间：2020/05/24
Stochastic differential equations
Invariants
Conservative methods
Mean square convergence order
Quadrature formula
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
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浏览/下载：130/0
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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
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浏览/下载：13/0
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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
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浏览/下载：17/0
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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.
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浏览/下载：8/0
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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
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浏览/下载：5/0
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提交时间：2019/12/11
Backward Stochastic Differential Equations
Comparison Theorem
Mean-field
Quadratic Growth
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