×
验证码:
换一张
Forgotten Password?
Stay signed in
China Science and Technology Network Pass Registration
×
China Science and Technology Network Pass Registration
Log In
Chinese
|
English
中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
Log In
Register
ALL
ORCID
Title
Creator
Date Issued
Subject Area
Keyword
Document Type
Source Publication
Date Accessioned
Indexed By
Publisher
Funding Project
MOST Discipline Catalogue
Study Hall
Image search
Paste the image URL
Home
Collections
Authors
DocType
Subjects
K-Map
News
Search in the results
Collection
Institue o... [4]
Institute ... [3]
Authors
Zhou Tao [3]
Xu Mingyu [2]
Xia Jianmi... [1]
Hong Jiali... [1]
Document Type
Journal a... [16]
Date Issued
2022 [3]
2021 [2]
2020 [2]
2018 [2]
2017 [1]
2016 [1]
More...
Language
英语 [16]
Source Publication
ACTA MATHE... [1]
AUTOMATICA [1]
BERNOULLI [1]
COMMUNICAT... [1]
DISCRETE A... [1]
ELECTRONIC... [1]
More...
Funding Project
National K... [2]
National N... [2]
National N... [2]
National N... [2]
National N... [2]
AMSS, CAS [1]
More...
Indexed By
SCI [7]
CSCD [1]
Funding Organization
×
Knowledge Map
CSpace
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
QQ
Weibo
Feedback
Browse/Search Results:
1-10 of 16
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
WOS Cited Times Ascending
WOS Cited Times Descending
Author Ascending
Author Descending
Submit date Ascending
Submit date Descending
Title Ascending
Title Descending
Issue Date Ascending
Issue Date Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
Authors:
Zhao, Yue
;
Mao, Zhiping
;
Guo, Ling
;
Tang, Yifa
;
Karniadakis, George Em
Favorite
  |  
View/Download:20/0
  |  
Submit date: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
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
Authors:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
Favorite
  |  
View/Download:19/0
  |  
Submit date: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
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
Authors:
Chen, Chuchu
;
Hong, Jialin
;
Lu, Yulan
Favorite
  |  
View/Download:48/0
  |  
Submit date: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
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
Authors:
Wang, Bing-Chang
;
Huang, Jianhui
;
Zhang, Ji-Feng
Favorite
  |  
View/Download:110/0
  |  
Submit date: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
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
Authors:
Ji, Shaolin
;
Kong, Chuiliu
;
Sun, Chuanfeng
;
Zhang, Ji-Feng
Favorite
  |  
View/Download:91/0
  |  
Submit date:2022/04/02
Kalman-Bucy filtering
minimum mean square estimator
drift uncertainty
convex operator
minimax theorem
backward stochastic differential equation
Mean field linear-quadratic control: Uniform stabilization and social optimality
期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
Authors:
Wang, Bing-Chang
;
Zhang, Huanshui
;
Zhang, Ji-Feng
Favorite
  |  
View/Download:92/0
  |  
Submit date: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
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
Authors:
Fu, Yu
;
Zhao, Weidong
;
Zhou, Tao
Favorite
  |  
View/Download:115/0
  |  
Submit date:2020/05/24
Forward backward stochastic differential equations
stochastic optimal control
stochastic maximum principle
projected quasi-Newton methods
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
Authors:
Sun, Yabing
;
Zhao, Weidong
;
Zhou, Tao
Favorite
  |  
View/Download:115/0
  |  
Submit date:2018/10/07
mean-field backward stochastic differential equation
theta-schemes
error estimates
The Navier-Stokes-alpha equation via forward-backward stochastic differential systems
期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 卷号: 90, 期号: 1, 页码: 1-28
Authors:
Liu, Guoping
Favorite
  |  
View/Download:95/0
  |  
Submit date:2018/07/30
Navier-Stokes-alpha equation
vorticity equation
forward-backward stochastic differential equations
Feynman-Kac formula
A stochastic Fubini theorem: BSDE method
期刊论文
Journal of Inequalities and Applications, 2017, 卷号: 2017, 期号: 1
Authors:
Wang,Yanqing
Favorite
  |  
View/Download:62/0
  |  
Submit date:2018/07/30
stochastic Fubini theorem
backward stochastic differential equation
random jumps
60H05
65C30