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期刊论文 [23]
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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:43/0
  |  
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
STABILIZABILITY OF GAME-BASED CONTROL SYSTEMS
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 5, 页码: 3999-4023
作者:
Zhang, Renren
;
Guo, L. E., I
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  |  
浏览/下载:7/0
  |  
提交时间:2022/04/02
game-based control system (GBCS)
Nash equilibrium
stabilizable
algebraic Riccati equation (ARE)
algebraic Riccati inequality (ARI)
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2018, 卷号: 321, 页码: 577-592
作者:
Wu, Zhen
;
Zhuang, Yi
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Linear-quadratic problem
Stochastic differential game
Forward-backward
stochastic differential equation
Partial information
g-expectation
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
期刊论文
Applied Mathematics and Computation, 2018, 卷号: 321, 页码: 577-592
作者:
Wu, Zhen
;
Zhuang, Yi
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND LINEAR-QUADRATIC GENERALIZED STACKELBERG GAMES
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 6, 页码: 4148-4180
作者:
Li, Na
;
Yu, Zhiyong
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
forward-backward stochastic differential equation
linear-quadratic
problem
generalized Stackelberg game
stochastic optimal control
LINEAR-QUADRATIC-GAUSSIAN MIXED MEAN-FIELD GAMES WITH HETEROGENEOUS INPUT CONSTRAINTS
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 卷号: 56, 期号: 4, 页码: 2835-2877
作者:
Hu, Ying
;
Huang, Jianhui
;
Nie, Tianyang
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/11
epsilon-Nash equilibrium
forward-backward stochastic differential
equation
input constraint
projection operator
linear-quadratic mixed
mean-field games
The connection between mean-field linear-quadratic-Gaussian games of forward and backward stochastic differential systems
期刊论文
Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 5042-5047
作者:
Du, Kai
;
Wu, Zhen
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/16
backward stochastic differential equation (B-SDE)
large population system
MFLQG game
∈-Nash equilibriumis
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:
Zhuang, Yi
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浏览/下载:10/0
  |  
提交时间:2019/12/16
stochastic differential game
maximum principle
stochastic differential
delayed equation
linear-quadratic problem
partial information
g-expectation
convex risk measure
The Connection between Mean-Field Linear-Quadratic-Gaussian Games of Forward and Backward Stochastic Differential Systems
会议论文
Chinese Automation Congress (CAC), OCT 20-22, 2017
作者:
Du, Kai
;
Wu, Zhen
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/31
backward stochastic differential equation (BSDE)
large population
system
is an element of-Nash equilibriumis
MFLQG game
TIME-INCONSISTENT OPTIMAL CONTROL PROBLEM WITH RANDOM COEFFICIENTS AND STOCHASTIC EQUILIBRIUM HJB EQUATION
期刊论文
Mathematical control and related fields, 2015, 卷号: 5, 期号: 3, 页码: 651-678
作者:
Wang, Haiyang
;
Wu, Zhen
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
Time inconsistency
multi-person differential games
equilibrium strategy
equilibrium HJB equation
stochastic partial differential equations
linear-quadratic problem
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