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山东大学 [16]
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华南理工大学 [1]
山东师范大学 [1]
上海财经大学 [1]
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期刊论文 [14]
会议论文 [5]
学位论文 [1]
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2015 [5]
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A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE
期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276
作者:
Xiong, Jie
;
Zhang, Shuaiqi
;
Zhuang, Yi
收藏
|
浏览/下载：10/0
|
提交时间：2019/12/11
Forward-backward stochastic differential equation
stochastic
differential game
maximum principle
equilibrium point
stochastic
filtering
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
Non-zero-sum stochastic differential reinsurance and investment games with default risk
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:
Deng, Chao
;
Zeng, Xudong
;
Zhu, Huiming
收藏
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浏览/下载：7/0
|
提交时间：2019/08/22
Decision analysis
Game theory
Default risk
Reinsurance and investment
Heston volatility model
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
期刊论文
AUTOMATICA, 2018, 卷号: 97, 页码: 346-352
作者:
Wang, Guangchen
;
Xiao, Hua
;
Xiong, Jie
收藏
|
浏览/下载：15/0
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提交时间：2019/12/11
Asymmetric information
Backward stochastic differential equation
Feedback Nash equilibrium point
Filter
Non-zero sum differential game
Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (EI收录)
期刊论文
Asian Journal of Control, 2017, 卷号: 19, 页码: 316-324
作者:
Wu, Shuang[1,2]
;
Shu, Lan[1]
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浏览/下载：3/0
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提交时间：2019/04/24
Differential equations
Game theory
Maximum principle
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
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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
A non-zero sum differential game of mean-field backward stochastic differential equation
期刊论文
Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 4827-4831
作者:
Huang, Pengyan
;
Wang, Guangchen
收藏
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浏览/下载：4/0
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提交时间：2019/12/12
linear-quadratic game
mean-field backward stochastic differential equation
Nash equilibrium point
necessary condition
A Non-zero Sum Differential Game of Mean-field Backward Stochastic Differential Equation
会议论文
Chinese Automation Congress (CAC), OCT 20-22, 2017
作者:
Huang, Pengyan
;
Wang, Guangchen
收藏
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浏览/下载：6/0
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提交时间：2019/12/31
mean-field backward stochastic differential equation
necessary
condition
Nash equilibrium point
linear-quadratic game
基于数据的自适应动态规划最优控制与微分博弈研究
学位论文
工学博士, 中国科学院自动化研究所: 中国科学院大学, 2015
作者:
李宏亮
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浏览/下载：491/0
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提交时间：2015/09/02
智能控制
自适应动态规划
神经网络
最优控制
微分博弈
Intelligent control
adaptive dynamic programming
neural networks
optimal controldifferential games
differential games
A non-zero sum differential game of BSDE with time-delayed generator
期刊论文
Chinese Control Conference, CCC, 2015, 卷号: 2015-September, 页码: 1693-1698
作者:
Shi, Jingtao
;
Wang, Guangchen
收藏
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浏览/下载：3/0
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提交时间：2019/12/17
Arrow's sufficient optimality condition
backward stochastic differential equation
Non-zero sum differential game
open-loop equilibrium point
time-delayed generator
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