机构

• 数学与系统科学研究... [26]
• 力学研究所 [3]
• 武汉物理与数学研究所 [1]

采集方式

• OAI收割 [30]

内容类型

• 期刊论文 [30]

发表日期

• 2022 [4]
• 2021 [2]
• 2020 [4]
• 2019 [2]
• 2018 [2]
• 2017 [4]
• 更多

学科主题

• 力学 [1]

筛选

浏览/检索结果: 共30条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序发表日期升序发表日期降序题名升序题名降序作者升序作者降序 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：13/0  |  提交时间：2023/02/07 Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE   A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文  OAI收割 JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17 作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em   |  收藏  |  浏览/下载：13/0  |  提交时间：2023/02/07 Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials   Linearization of nonlinear Fokker-Planck equations and applications 期刊论文  OAI收割 JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37 作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu   |  收藏  |  浏览/下载：13/0  |  提交时间：2023/02/07 Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula   STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文  OAI收割 DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43 作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan   |  收藏  |  浏览/下载：16/0  |  提交时间：2023/02/07    Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments   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   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：34/0  |  提交时间：2022/04/02 Mean-field forward backward stochastic differential equations  Explicit multistep scheme  Error estimates   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   Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections 期刊论文  OAI收割 JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 30 作者:  Li, Hanwu;  Song, Yongsheng   |  收藏  |  浏览/下载：10/0  |  提交时间：2021/01/14 G-expectation  Reflected backward SDE  Approximate Skorohod condition   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：51/0  |  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：27/0  |  提交时间：2021/01/14 forward backward stochastic differential equations  numerical schemes  stability  consistency  convergence analysis