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科研机构
山东大学 [7]
内容类型
期刊论文 [7]
发表日期
2018 [1]
2017 [4]
2016 [1]
2011 [1]
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A mean-field linear-quadratic leader-follower stochastic differential game
期刊论文
Proceedings of the 30th Chinese Control and Decision Conference, CCDC 2018, 2018, 页码: 6183-6187
作者:
Zhang, Susu
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浏览/下载:2/0
  |  
提交时间:2019/12/11
Feedback optimal control
LQLF game
MF-SDE
Riccati equation
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
MEAN-FIELD SDE DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND RELATED STOCHASTIC CONTROL PROBLEM
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1500-1533
作者:
Buckdahn, Rainer
;
Jing, Shuai
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/16
mean-field SDE
mean-field FBSDE
fractional Brownian motion
Pontryagin
maximum principle
BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS
期刊论文
数学物理学报(英文版), 2017, 卷号: 37, 期号: 5, 页码: 1497-1518
作者:
Hao, Tao
;
Li, Juan
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/11
McKean-Vlasov SDE
BSDE coupled with the lower and the upper value functions
dynamic programming principle
mean-field BSDE
viscosity solution
coupled nonlocal HJB-Isaacs equation
Isaacs\' condition
BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS
期刊论文
Acta Mathematica Scientia(English Series), 2017, 期号: 05, 页码: 1497-1518
作者:
Hao T(郝涛)
;
Li J(李娟)
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浏览/下载:10/0
  |  
提交时间:2019/12/11
Mc Kean-Vlasov SDE
BSDE coupled with the lower and the upper value functions
dynamic programming principle
mean-field BSDE
viscosity solution
coupled nonlocal HJB-Isaacs equation
Isaacs\' condition
A Stochastic Maximum Principle for General Mean-Field Systems
期刊论文
APPLIED MATHEMATICS AND OPTIMIZATION, 2016, 卷号: 74, 期号: 3, 页码: 507-534
作者:
Buckdahn, Rainer
;
Li, Juan
;
Ma, Jin
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浏览/下载:3/0
  |  
提交时间:2019/12/16
Stochastic control
Maximum principle
Mean-field SDE
McKean-Vlasov
equation
A general stochastic maximum principle for SDEs of mean-field type
期刊论文
Applied mathematics and optimization, 2011, 卷号: 64, 期号: 2, 页码: 197-216
作者:
Buckdahn, R.
;
Djehiche, B.
;
Li, J.
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/23
Maximum principle
McKean-Vlasov equation
Mean-field SDE
Stochastic control
Time inconsistent control
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