线性二次正倒向随机平均场理论及应用

12001320
2020
A0601.控制中的数学方法
王树军
青年科学基金项目
副研究员
山东大学
24万元
随机最优控制;线性二次理论;最大值原理;正倒向随机微分方程;平均场理论
2021-01-01到2023-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Linear-quadratic stochastic Stackelberg games of N players for time-delay system and related FBSDEs 期刊论文 Na Li;Shujun Wang
2 Linear-quadratic delayed mean-field social optimization 期刊论文 Tianyang Nie;Shujun Wang;Zhen Wu
3 Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem 期刊论文 Yanbo Chen;Tianyang Nie;Shujun Wang
4 Linear quadratic mean-field game-team analysis: A mixed coalition approach 期刊论文 Jianhui Huang;Zhenghong Qiu;Shujun Wang;Zhen Wu
5 A unified relation analysis of linear-quadratic mean-field game, team and control 期刊论文 Jianhui Huang;Zhenghong Qiu;Shujun Wang;Zhen Wu
6 Robust Stackelberg differential game with model uncertainty 期刊论文 Jianhui Huang;Shujun Wang;Zhen Wu
7 Individual and mass behavior in large population forward–backward stochastic control problems: centralized and Nash equilibrium solutions 期刊论文 Shujun Wang;Hua Xiao
8 泰山学者青年专家 奖励 王树军
9 Mean-field game of forward-backward stochastic system with partial observation and common noise 期刊论文 Pengyan Huang;Guangchen Wang;Shujun Wang;Hua Xiao
10 Social optima of backward linear-quadratic-Gaussian mean-field teams 期刊论文 Xinwei Feng;Jianhui Huang;Shujun Wang
11 Rational expectations: an approach of anticipated linear-quadratic social optima 期刊论文 Shujun Wang
12 Linear quadratic mean-field game with volatility uncertainty 期刊论文 Xinwei Feng;Zhenghong Qiu;Shujun Wang
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