CORC

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CORC

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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
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2019, 卷号: 355, 页码: 282-298
作者:  Douissi, Soukaina;  Wen, Jiaqiang;  Shi, Yufeng
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11
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
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds 期刊论文
International Journal of Control, 2019
作者:  Du K.;  Huang J.;  Wu Z.
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations 期刊论文
Numerical Algorithms, 2019
作者:  Sun Y.;  Zhao W.
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/11
Mean-field backward stochastic differential equation with non-Lipschitz coefficient 期刊论文
Asian Journal of Control, 2019
作者:  Wang G.;  Zhang H.
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11
Linear quadratic mean field social control with random coefficients and common noise 期刊论文
Chinese Control Conference, CCC, 2019, 卷号: 2019-July, 页码: 1491-1498
作者:  Wang, Bing-Chang
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
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
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1
作者:  Huang, Pengyan;  Wang, Guangchen;  Zhang, Huanjun
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/11
EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2672-2697
作者:  Sun, Yabing;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：17/0  |  提交时间：2018/10/07

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