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山东大学 [21]

数学与系统科学研究院 [2]

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期刊论文 [13]

会议论文 [10]

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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：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 收藏 \| 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
	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: Lin, Yaning; Jiang, Xiushan; Zhang, Weihai 收藏 \| 浏览/下载：17/0 \| 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: Yan, Hao; Zhao, Nana 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/11 Backward Stochastic Differential Equations Comparison Theorem Mean-field Quadratic Growth
	LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL PROBLEMS WITH OPERATOR COEFFICIENTS: OPEN-LOOP SOLUTIONS 期刊论文 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 卷号: 25 作者: Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 收藏 \| 浏览/下载：16/0 \| 提交时间：2019/12/11 Linear stochastic differential equation with operator coefficients open-loop solvability forward-backward stochastic differential equations mean-field linear quadratic control problem mean-variance portfolio selection
	General mean-field BSDEs with continuous coefficients 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 卷号: 466, 期号: 1, 页码: 264-280 作者: Li, Juan; Liang, Hao; Zhang, Xiao 收藏 \| 浏览/下载：2/0 \| 提交时间：2019/12/11 Backward stochastic differential equations Mean-field Wasserstein metric
	Partial information differential games for mean-field SDEs 期刊论文 Chinese Control Conference, CCC, 2016, 卷号: 2016-August, 页码: 1684-1689 作者: Xiao, Hua; Zhang, Shuaiqi 收藏 \| 浏览/下载：5/0 \| 提交时间：2019/12/16 Backward stochastic differential equations Maximum principle Mean-field games Partial information Verification
	Partial Information Differential Games for Mean-Field SDEs 会议论文第35届中国控制会议作者: Hua XIAO; Shuaiqi ZHANG 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/31 Partial information Mean-field games Backward stochastic differential equations Maximum principle Verification theorem
	Partial Information Differential Games for Mean-Field SDEs 会议论文 35th Chinese Control Conference (CCC), JUL 27-29, 2016 作者: Xiao, Hua; Zhang, Shuaiqi 收藏 \| 浏览/下载：7/0 \| 提交时间：2019/12/31 Partial information Mean-field games Backward stochastic differential equations Maximum principle Verification theorem
	CONTROLLED REFLECTED MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS COUPLED WITH VALUE FUNCTION AND RELATED PDES 期刊论文 Mathematical control and related fields, 2015, 卷号: 5, 期号: 3, 页码: 501-516 作者: Li, Juan; Li, Wenqiang 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/17 Reflected mean-field backward stochastic differential equations (reflected MFBSDEs) reflected MFBSDEs coupled with value function comparison theorem dynamic programming principle viscosity solution

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