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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:45/0
  |  
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
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:
Sun, Yabing
;
Yang, Jie
;
Zhao, Weidong
;
Zhou, Tao
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  |  
浏览/下载:3/0
  |  
提交时间:2022/04/02
Mean-field forward backward stochastic differential equations
Explicit multistep scheme
Error estimates
Uniqueness of bubbling solutions of mean field equations
期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 123, 页码: 78-126
作者:
Yang, Wen
;
Lee, Youngae
;
Jevnikar, Aleks
;
Bartolucci, Daniele
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  |  
浏览/下载:25/0
  |  
提交时间:2019/06/24
Lionville-type equations
Mean field equations
Bubbling solutions
Uniqueness results
Dark bright solitons in spinor polariton condensates under nonresonant pumping
期刊论文
JOURNAL OF PHYSICS B-ATOMIC MOLECULAR AND OPTICAL PHYSICS, 2019, 卷号: 52, 期号: 2, 页码: 11
作者:
Xu, Xingran
;
Chen, Lei
;
Zhang, Zhidong
;
Liang, Zhaoxin
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  |  
浏览/下载:2/0
  |  
提交时间:2021/02/02
dark-bright solitons
polariton Bose-Einstein condensate
mean-field method
stochastic GP equations
Dark bright solitons in spinor polariton condensates under nonresonant pumping
期刊论文
JOURNAL OF PHYSICS B-ATOMIC MOLECULAR AND OPTICAL PHYSICS, 2019, 卷号: 52, 期号: 2, 页码: 11
作者:
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  |  
浏览/下载:1/0
  |  
提交时间:2021/02/02
dark-bright solitons
polariton Bose-Einstein condensate
mean-field method
stochastic GP equations
Spectral perspective on stability and stabilisation of continuous-time mean-field stochastic systems
期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 8, 页码: 1137-1146
作者:
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浏览/下载:130/0
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提交时间:2019/12/11
stochastic systems
Lyapunov methods
linear matrix inequalities
differential equations
stability
stochastic processes
interval
stabilisation
MF-SDEs
mean-field stochastic differential equations
unremovable spectrum
operator spectrum technique
sufficient condition
necessary condition
mean-field stochastic control systems
interval
stability
mean square stabilisability
continuous-time mean-field
stochastic systems
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 97-110
作者:
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浏览/下载:17/0
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提交时间:2019/12/11
Mean-field forward-backward stochastic differential equation (MF-FBSDE)
mean-field stochastic linear-quadratic (LQ) optimal control
mean-field
stochastic systems
Riccati equations
Stackelberg strategy
Mean-field backward stochastic differential equations with quadratic growth
期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1437-1444
作者:
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浏览/下载:5/0
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提交时间:2019/12/11
Backward Stochastic Differential Equations
Comparison Theorem
Mean-field
Quadratic Growth
Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumps
期刊论文
European Journal of Control, 2019, 卷号: Vol.46, 页码: 14-22
作者:
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浏览/下载:7/0
  |  
提交时间:2019/12/17
Infinite
horizon
Optimal
control
Mean-field
type
Stochastic
differential
delay
equations
Poisson
jumps
Dark bright solitons in spinor polariton condensates under nonresonant pumping
期刊论文
JOURNAL OF PHYSICS B-ATOMIC MOLECULAR AND OPTICAL PHYSICS, 2019, 卷号: Vol.52 No.2
作者:
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
dark-bright
solitons
polariton
Bose-Einstein
condensate
mean-field
method
stochastic
GP
equations
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