机构

• 数学与系统科学研究院 [9]

采集方式

• OAI收割 [9]

内容类型

• 期刊论文 [9]

发表日期

• 2021 [2]
• 2020 [2]
• 2019 [2]
• 2018 [1]
• 2017 [2]

学科主题

筛选

浏览/检索结果: 共9条，第1-9条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 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：36/0  |  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  OAI收割 JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25 作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao   |  收藏  |  浏览/下载：36/0  |  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  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：53/0  |  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  OAI收割 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：30/0  |  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  OAI收割 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：55/0  |  提交时间：2020/01/10 Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence   CONTROLLABILITY OF STOCHASTIC GAME-BASED CONTROL SYSTEMS 期刊论文  OAI收割 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 6, 页码: 3799-3826 作者:  Zhang, Renren;  Guo, Lei   |  收藏  |  浏览/下载：21/0  |  提交时间：2020/09/23 noncooperative stochastic differential games  hierarchical structure  game-based control systems  Nash equilibrium  controllability  forward-backward stochastic differential equations   The Navier-Stokes-alpha equation via forward-backward stochastic differential systems 期刊论文  OAI收割 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 卷号: 90, 期号: 1, 页码: 1-28 作者:  Liu, Guoping   |  收藏  |  浏览/下载：20/0  |  提交时间：2018/07/30 Navier-Stokes-alpha equation  vorticity equation  forward-backward stochastic differential equations  Feynman-Kac formula   EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES 期刊论文  OAI收割 DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458 作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 Spectral method  sparse grid approximations  forward backward stochastic differential equations  conditional expectations  fast Fourier transform   Deferred Correction Methods for Forward Backward Stochastic Differential Equations 期刊论文  OAI收割 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 222-242 作者:  Tang, Tao;  Zhao, Weidong;  Zhou, Tao   |  收藏  |  浏览/下载：34/0  |  提交时间：2018/07/30 Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme