×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [51]
内容类型
期刊论文 [38]
会议论文 [13]
发表日期
2019 [7]
2018 [6]
2017 [4]
2016 [9]
2015 [1]
2014 [6]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共51条,第1-10条
帮助
限定条件
专题:山东大学
第一署名单位
第一作者单位
通讯作者单位
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
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
收藏
  |  
浏览/下载:130/0
  |  
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
收藏
  |  
浏览/下载:13/0
  |  
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
收藏
  |  
浏览/下载:17/0
  |  
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.
收藏
  |  
浏览/下载:8/0
  |  
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
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/11
Backward Stochastic Differential Equations
Comparison Theorem
Mean-field
Quadratic Growth
LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL PROBLEMS WITH OPERATOR COEFFICIENTS: OPEN-LOOP SOLUTIONS
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 卷号: 25
作者:
Wei, Qingmeng
;
Yong, Jiongmin
;
Yu, Zhiyong
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2019/12/11
Linear stochastic differential equation with operator coefficients
open-loop solvability
forward-backward stochastic differential
equations
mean-field linear quadratic control problem
mean-variance
portfolio selection
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1
作者:
Huang, Pengyan
;
Wang, Guangchen
;
Zhang, Huanjun
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2019/12/11
Mean-field backward stochastic differential equation
Asymmetric
information
Nash equilibrium point
Maximum principle
Filter
Optimal Stabilization Control for Discrete-time Mean-field Stochastic Systems
期刊论文
IEEE Transactions on Automatic Control, 2018
作者:
Zhang H.
;
Qi Q.
;
Fu M.
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
algebraic Riccati equation
Cost function
Mean-field LQ control
Observability
Optimal control
optimal controller
Riccati equations
stabilizing controller
Standards
Stochastic systems
Symmetric matrices
General mean-field BSDEs with continuous coefficients
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 卷号: 466, 期号: 1, 页码: 264-280
作者:
Li, Juan
;
Liang, Hao
;
Zhang, Xiao
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
Backward stochastic differential equations
Mean-field
Wasserstein
metric
Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon
期刊论文
AUTOMATICA, 2018, 卷号: 92, 页码: 197-209
作者:
Lin, Yaning
;
Zhang, Tianliang
;
Zhang, Weihai
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Pareto game
Guaranteed cost control
Mean-field stochastic systems
Cross-coupled generalized algebraic Riccati equations
Linear matrix
inequality
©版权所有 ©2017 CSpace - Powered by
CSpace