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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:68/0  |  提交时间:2023/02/07
Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints 期刊论文
AUTOMATICA, 2021, 卷号: 123, 页码: 9
作者:  Chen, Guanpu;  Ming, Yang;  Hong, Yiguang;  Yi, Peng
收藏  |  浏览/下载:151/0  |  提交时间:2021/04/26
Distributed algorithm  Generalized Nash equilibrium  Uncertainty  Coupled constraint  
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:128/0  |  提交时间:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
Distributed Nash equilibrium seeking for aggregative games with coupled constraints 期刊论文
AUTOMATICA, 2017, 卷号: 85, 页码: 179-185
作者:  Liang, Shu;  Yi, Peng;  Hong, Yiguang
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Distributed algorithms  Aggregative games  Generalized Nash equilibrium  Projected dynamics  Coupled constraints  
Trading a mean-reverting asset: Buy low and sell high 期刊论文
AUTOMATICA, 2008, 卷号: 44, 期号: 6, 页码: 1511-1518
作者:  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
optimal stopping  quasi-variational inequalities  mean-reverting process