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科研机构
数学与系统科学研究... [11]
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期刊论文 [11]
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2022 [1]
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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:16/0
  |  
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:45/0
  |  
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
  |  
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
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2021/01/14
Mean field game
Variational analysis
Stabilization control
FBSDE
Riccati equation
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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  |  
浏览/下载:26/0
  |  
提交时间:2019/12/13
time inconsistency
stochastic linear-quadratic optimal control
mean-field optimal control
forward-backward stochastic difference equation
equilibrium solution
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Krstic, Miroslav
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Krstic, Miroslav
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
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:17/0
  |  
提交时间:2018/10/07
mean-field backward stochastic differential equation
theta-schemes
error estimates
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
作者:
Sun, Yabing
;
Zhao, Weidong
;
Zhou, Tao
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/31
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 11, 页码: 3269-3284
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2018/07/30
Indefinite linear-quadratic optimal control
mean-field theory
stochastic system
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