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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
收藏  |  浏览/下载:43/0  |  提交时间:2021/06/01
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
收藏  |  浏览/下载:7/0  |  提交时间:2022/04/02
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
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
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
收藏  |  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
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/11
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
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/11
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
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/16
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
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/16
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
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/31
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
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/17


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