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山东大学 [62]

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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
	Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319 作者: Fu, Yu; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：24/0 \| 提交时间：2020/05/24 Forward backward stochastic differential equations stochastic optimal control stochastic maximum principle projected quasi-Newton methods
	A UNIFIED PROBABILISTIC DISCRETIZATION SCHEME FOR FBSDEs: STABILITY, CONSISTENCY, AND CONVERGENCE ANALYSIS 期刊论文 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2351-2375 作者: Yang, Jie; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：4/0 \| 提交时间：2021/01/14 forward backward stochastic differential equations numerical schemes stability consistency convergence analysis
	Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432 作者: Yang, Jie; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：49/0 \| 提交时间：2020/01/10 Deferred correction method Second-order forward backward stochastic differential equations Euler scheme High-order rate of convergence
	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
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者: Wang W.; Wu J.; Liu Z. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Itô-Lévy processes linear quadratic problem maximum principle variational equation
	Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432 作者: Yang, Jie; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Deferred correction method Second-order forward backward stochastic differential equations Euler scheme High-order rate of convergence
	Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations 期刊论文系统科学与复杂性学报（英文版）, 2019, 卷号: 32, 期号: 3, 页码: 789-802 作者: Liu, Ruyi; Wu, Zhen 收藏 \| 浏览/下载：11/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equations linear transformation monotonicity conditions optimal control theory unified approach
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018 作者: Wang Wencan; Wu Jinbiao; Liu Zaiming 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Ito-Levy processes linear quadratic problem maximum principle variational equation

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