Project supported by the National Natural Science Foundation of China(Grant No.11874011);the Opening Project of Shanghai Key Laboratory of Special Artificial Microstructure Materials and Technology.
The generation of nonclassical photons via quantum light–matter interactions is of fundamental importance in quantum optics.Here we investigate steady-state two-photon correlation function and photon squeezing in an ...
supported by Natural Science Foundation of Shandong Province(Grant Nos.ZR2020MA032,ZR2022MA029);National Natural Science Foundation of China(Grant Nos.12171279,72171133);The second named author was supported by National Key R&D Program of China(Grant No.2022YFA1006102);National Natural Science Foundation of China(Grant No.11831010)。
This paper concerns two-player zero-sum stochastic differential games with nonanticipative strategies against closed-loop controls in the case where the coefficients of mean-field stochastic differential equations and...
supported by the National Natural Science Foundation of China under Grant Nos.62103442,12326343,62373229;the Research Grants Council of the Hong Kong Special Administrative Region,China under Grant Nos.CityU 11213023,11205724;the Natural Science Foundation of Shandong Province under Grant No.ZR2021QF080;the Taishan Scholar Project of Shandong Province under Grant No.tsqn202408110;the Fundamental Research Foundation of the Central Universities under Grant No.23CX06024A;the Outstanding Youth Innovation Team in Shandong Higher Education Institutions under Grant No.2023KJ061.
This paper reviews the mean field social(MFS)optimal control problem for multi-agent dynamic systems and the mean-field-type(MFT)optimal control problem for single-agent dynamic systems within the linear quadratic(LQ)...
supported by Natural Sciences and Engineering Research Council(NSERC)of Canada.
This paper considers risk-sensitive linear-quadratic mean-field games.By the so-called direct approach via dynamic programming,the authors determine the feedback Nash equilibrium in an N-player game.Subsequently,the a...
supported by the Natural Sciences and Engineering Research Council of Canada(NSERC)under Grant No.RGPIN-2022-05337;the Social Sciences and Humanities Research Council of Canada under GrantNo.430-2022-00544.
This paper presents a dynamic game framework to analyze the role of large banks in interbank markets.By extending existing models,a large bank is incorporated as a dynamic decision-maker interacting with multiple smal...
supported by the NSF of China(Grant Nos.12071261,12371398,12001539,11831010,11871068);by the China Postdoctoral Science Foundation(Grant No.2019TQ0073);by the Science Challenge Project(Grant No.TZ2018001)and by the National Key R&D Program of China(Grant No.2018YFA0703900).
In this paper, we consider the numerical solution of decoupled mean-field forward backward stochastic differential equations with jumps (MFBSDEJs). By using finite difference approximations and the Gaussian quadrature...
supported by AFOSR under Grant No.FA9550-23-1-0060;NSF under Grant Nos.2336137(Mehta)and 2306023(Meyn).
The broad goal of the research surveyed in this article is to develop methods for understanding the aggregate behavior of interconnected dynamical systems,as found in mathematical physics,neuroscience,economics,power ...
supported in part by the National Natural Science Foundation of China(Grant No.72271068);in part by the Shenzhen Science and Technology Program(Grant No.KCXST20221021111404010).
This paper investigates the impact of ride-hailing services,particularly the integration of autonomous vehicles(AVs),on urban transportation systems.The paper discusses the challenges faced by ride-hailing platforms i...
supported by the Zhiyuan Science Foundation of BIPT under Grant No.2024212;National Key R&D Program of China under Grant No.2018YFA0703900;the National Natural Science Foundation of China under Grant Nos.11871309 and 11371226;Natural Science Foundation of Shandong Province under Grant No.ZR2020QA026.
In this paper,the authors study a class of general mean-field BDSDEs whose coefficients satisfy some stochastic conditions.Specifically,the authors prove the existence and uniqueness theorem of solution under stochast...
supported by the National Natural Science Foundation of China (Grant No.11801154);R.J.Li was supported by the Guangzhou Science and Technology Program Project Project (Grant No.202201011057);W.F.Wang was supported by the Natural Science Foundation of Hubei Province (Grant No.2023AFC006).
In this paper,we focus on mean-field linear-quadratic games for stochastic large-population systems with time delays.The ϵ-Nash equilibrium for decentralized strategies in linear-quadratic games is derived via the con...