Mean-field linear-quadratic stochastic differential games-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Mean-field linear-quadratic stochastic differential games

Published:2021-09 Issue: Volume:296 Page:299-334
ISSN:0022-0396
Container-title:Journal of Differential Equations
language:en
Short-container-title:Journal of Differential Equations

Author:

Sun Jingrui^ORCID,Wang Hanxiao^ORCID,Wu Zhen^ORCID

Funder

NSFC

Guangdong Provincial Natural Science Foundation

Shandong Province Natural Science Foundation

SUSTech

Government of Singapore Ministry of Education

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference39 articles.

1. Nonlinear diffusion governed by McKean–Vlasov equation on Hilbert space and optimal control;Ahmed;SIAM J. Control Optim.,2007

2. A maximum principle for SDEs of mean-field type;Andersson;Appl. Math. Optim.,2011

3. Linear-quadratic mean-field-type games: jump-diffusion process with regime switching;Barreiro-Gomez;IEEE Trans. Autom. Control,2019

4. Mean Field Games and Mean Field Type Control Theory;Bensoussan,2013

5. Linear-quadratic mean field games;Bensoussan;J. Optim. Theory Appl.,2016

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal controls for forward-backward stochastic differential equations: Time-inconsistency and time-consistent solutions;Journal de Mathématiques Pures et Appliquées;2024-10

2. Two-person zero-sum game with terminal state constraints;International Journal of Control;2024-07-07

3. Optimal Estimation of a Signal Generated Using a Dynamical System Modeled with McKean–Vlasov Stochastic Differential Equations;Entropy;2024-05-31

4. Discrete-time indefinite linear-quadratic mean field games and control: The finite-population case;Automatica;2024-04

5. A survey of decision making in adversarial games;Science China Information Sciences;2024-02-04

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3