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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
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Funding Project：RGC[P0030808]
Funding Project：National Natural Science Foundation of China[61773241]
Funding Project：National Key R&D Program of China[2018YFA0703800]
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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
Authors:
Wang, Bing-Chang
;
Huang, Jianhui
;
Zhang, Ji-Feng
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Submit date：2021/06/01
Mathematical model
Games
Robustness
Uncertainty
Optimal control
Stochastic processes
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Forward-backward stochastic differential equation (FBSDE)
linear quadratic optimal control
mean field control
model uncertainty
social functional variation
