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Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:130/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:120/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
HETEROGENEOUS MULTISCALE METHOD FOR OPTIMAL CONTROL PROBLEM GOVERNED BY ELLIPTIC EQUATIONS WITH HIGHLY OSCILLATORY COEFFICIENTS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2018, 卷号: 36, 期号: 5, 页码: 644-660
作者:  Ge, Liang;  Yan, Ningning;  Wang, Lianhai;  Liu, Wenbin;  Yang, Danping
收藏  |  浏览/下载:186/0  |  提交时间:2019/03/05
Constrained convex optimal control  Heterogeneous multiscale finite element  A priori error estimate  Elliptic equations with highly oscillatory coefficients