首页|期刊导航|自动化学报（英文版）|A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise

A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise

Pengyan Huang Guangchen Wang Shujun Wang Hua Xiao

自动化学报（英文版）2024，Vol.11Issue(3)：746-759,14.

自动化学报（英文版）2024，Vol.11Issue(3)：746-759,14.DOI:10.1109/JAS.2023.124047

A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise

Pengyan Huang ¹Guangchen Wang ²Shujun Wang ³Hua Xiao⁴

作者信息

1. School of Control Science and Engineering,Shandong University,Jinan 250061||School of Statistics and Mathematics,Shandong University of Finance and Economics,Jinan 250014,China
2. School of Control Science and Engineering,Shandong University,Jinan 250061,China
3. School of Management,Shandong University,Jinan 250100,China
4. School of Mathematics and Statistics,Shandong University,Weihai 264209,China
折叠

摘要

关键词

Decentralized control strategy/ε-Nash equilibrium/forward-backward stochastic system/mean-field game/partial obser-vation

Key words

Decentralized control strategy/ε-Nash equilibrium/forward-backward stochastic system/mean-field game/partial obser-vation

引用本文复制引用

Pengyan Huang,Guangchen Wang,Shujun Wang,Hua Xiao..A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise[J].自动化学报（英文版）,2024,11(3):746-759,14.

基金项目

This work was supported by the National Key Research and Development Program of China(2022YFA1006103,2023YFA1009203),the National Natural Science Foundation of China(61925306,61821004,11831010,61977043,12001320),the Natural Science Foundation of Shandong Province(ZR2019ZD42,ZR2020ZD24),the Taishan Scholars Young Program of Shandong(TSQN202211032),and the Young Scholars Program of Shandong University. （2022YFA1006103,2023YFA1009203）

自动化学报（英文版）

OACSTPCDEI

ISSN：2329-9266

访问量0

下载量0

段落导航