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Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
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:161/0  |  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
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:153/0  |  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