中国科学院机构知识库网格系统: 检索

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	Linear quadratic mean field social control with common noise: A directly decoupling method? 期刊论文 OAI收割 AUTOMATICA, 2022, 卷号: 146, 页码: 14 作者: Wang, Bing-Chang; Zhang, Huanshui; Zhang, Ji-Feng \| 收藏 \| 浏览/下载：14/0 \| 提交时间：2023/02/07 Mean field game Optimal social cost Stabilization Finite agents Common noise FBSDE
	Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文 OAI收割 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：25/0 \| 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
	Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文 OAI收割 AUTOMATICA, 2020, 卷号: 121, 页码: 14 作者: Wang, Bing-Chang; Zhang, Huanshui; Zhang, Ji-Feng \| 收藏 \| 浏览/下载：13/0 \| 提交时间：2021/01/14 Mean field game Variational analysis Stabilization control FBSDE Riccati equation
	Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文 OAI收割 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：52/0 \| 提交时间：2020/05/24 Forward backward stochastic differential equations stochastic optimal control stochastic maximum principle projected quasi-Newton methods
	Optimal investment for an insurer: The martingale approach 期刊论文 OAI收割 INSURANCE MATHEMATICS & ECONOMICS, 2007, 卷号: 40, 期号: 2, 页码: 322-334 作者: Wang, Zengwu; Xia, Jianming; Zhang, Lihong \| 收藏 \| 浏览/下载：14/0 \| 提交时间：2018/07/30 mean-variance efficient portfolio martingale approach forward-backward stochastic differential equation (FBSDE) insurer