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Linear quadratic mean field social control with common noise: A directly decoupling method? 期刊论文
AUTOMATICA, 2022, 卷号: 146, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:64/0  |  提交时间:2023/02/07
Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
Two-sample functional linear models with functional responses 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 218, 页码: 85-105
作者:  Xu, Wenchao;  Lin, Hongmei;  Zhang, Riquan;  Liang, Hua
收藏  |  浏览/下载:122/0  |  提交时间:2022/04/02
Asymptotic normality  Functional linear regression  Functional response  Functional principal component analysis  Rate of convergence  Semiparametric comparison  
A FUNCTIONAL INFORMATION CRITERION FOR REGION SELECTION IN FUNCTIONAL LINEAR MODELS 期刊论文
STATISTICA SINICA, 2022, 卷号: 32, 期号: 2, 页码: 653-671
作者:  Huang, Yunxiang;  Wang, Qihua
收藏  |  浏览/下载:62/0  |  提交时间:2023/02/07
functional data  information criterion  model selection  spline  support estimate  variable selection  
Large Deviations Principles for Symplectic Discretizations of Stochastic Linear Schrodinger Equation 期刊论文
POTENTIAL ANALYSIS, 2022, 页码: 41
作者:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong;  Sun, Liying
收藏  |  浏览/下载:123/0  |  提交时间:2022/04/29
Large deviations principle  Symplectic discretizations  Stochastic Schrodinger equation  Rate function  Exponential tightness  
Linear screening for high-dimensional computer experiments 期刊论文
STAT, 2021, 卷号: 10, 期号: 1, 页码: 9
作者:  Li, Chunya;  Chen, Daijun;  Xiong, Shifeng
收藏  |  浏览/下载:98/0  |  提交时间:2022/04/02
best linear approximation  best subset regression  nonlinear model  sure independence screening  
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
作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
收藏  |  浏览/下载:160/0  |  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  
ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 1, 页码: 32-59
作者:  Chen, Chuchu;  Hong, Jialing;  Jin, Diancong;  Sun, Liying
收藏  |  浏览/下载:149/0  |  提交时间:2021/04/26
stochastic symplectic methods  superiority  large deviations principle  rate function  asymptotical preservation  
Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15
作者:  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载:141/0  |  提交时间:2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:126/0  |  提交时间:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
The null-timelike boundary problems of linear wave equations in asymptotically anti-de Sitter spacetime 期刊论文
Classical and Quantum Gravity, 2020, 卷号: 37, 期号: 16
作者:  Zhang,Lin;  Wu,Xiaoning
收藏  |  浏览/下载:158/0  |  提交时间:2020/09/23
initial-boundary value problem  asymptotic AdS space-time  linear wave equation