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科研机构
山东大学 [6]
内容类型
期刊论文 [4]
会议论文 [2]
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2018 [1]
2016 [1]
2012 [2]
2011 [2]
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Linear-Quadratic Mean-Field Game for Stochastic Delayed Systems
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 8, 页码: 2722-2729
作者:
Huang, Jianhui
;
Li, Na
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
Anticipated forward-backward stochastic differential equation with delay
(AFBSDDE)
continuation method
epsilon-Nash equilibrium
input delay
mean-field game (MFG)
stochastic differential equation with delay
(SDDE)
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
期刊论文
OPTIMAL CONTROL APPLICATIONS & METHODS, 2016, 卷号: 37, 期号: 1, 页码: 154-175
作者:
Lv, Siyu
;
Tao, Ran
;
Wu, Zhen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/16
forward-backward stochastic system
maximum principle
regime switching
Markov chain
stochastic differential equation with delay
anticipated
backward stochastic differential equation
Recursive LQ problem for delay systems involving continuous and impulse controls
期刊论文
Chinese Control Conference, CCC, 2012, 页码: 1655-1658
作者:
Chen, Li
;
Wu, Zhen
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/23
anticipated backward stochastic differential equation
control systems with delay
forward-backward stochastic differential equation
linear-quadratic stochastic optimal control
Recursive LQ Problem for Delay Systems Involving Continuous and Impulse Controls
会议论文
31st Chinese Control Conference, JUL 25-27, 2012
作者:
Chen, Li
;
Wu, Zhen
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/31
linear-quadratic stochastic optimal control
anticipated backward
stochastic differential equation
forward-backward stochastic
differential equation
control systems with delay
The quadratic problem for stochastic linear control systems with delay
期刊论文
Proceedings of the 30th Chinese Control Conference, CCC 2011, 2011, 页码: 1344-1349
作者:
Chen, Li
;
Wu, Zhen
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/23
Anticipated backward stochastic differential equation
Forward-backward stochastic differential equation
Linear-quadratic stochastic optimal control with delay
Stochastic delay differential equation
The Quadratic Problem for Stochastic Linear Control Systems with Delay
会议论文
30th Chinese Control Conference, JUL 22-24, 2011
作者:
Chen Li
;
Wu Zhen
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/31
Stochastic delay differential equation
Anticipated backward stochastic
differential equation
Forward-backward stochastic differential
equation
Linear-quadratic stochastic optimal control with delay
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