MEAN-FIELD

作品数:98被引量:50H指数:3
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相关领域:理学更多>>
相关作者:梁雪孙亚兵赵卫东更多>>
相关机构:山东大学北京师范大学苏州科技大学华南理工大学更多>>
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相关基金:国家自然科学基金高等学校学科创新引智计划中国博士后科学基金国家重点基础研究发展计划更多>>
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Nonclassicality of photons in mean-field anisotropic quantum light–matter interacting lattices: Two-photon correlation function and quadrature squeezing
《Chinese Physics B》2025年第4期396-403,共8页Xu-Min Chen Pei-Yao Chen Chen Wang 
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 ...
关键词:quantum optics photon statistics and coherence theory coherent control of atomic interactions with photons 
Stochastic Differential Games of Mean-Field Dynamics and Second-Order Bellman–Isaacs Equations on the Wasserstein Space
《Acta Mathematica Sinica,English Series》2025年第3期873-907,共35页Tao Hao Jie Xiong 
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...
关键词:Stochastic differential game Wasserstein space viscosity solution dynamic programming principle mean-field stochastic differential equation Riccati equation 
A Brief Review on Mean Field Optimal Control Problem from a Linear Quadratic Perspective
《Journal of Systems Science & Complexity》2025年第1期390-420,共31页JIANG Xiushan HO Daniel.W.C. ZHANG Weihai 
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)...
关键词:Mean field social optimal control mean field theory mean-field-type optimal control stochastic linear quadratic optimal control 
Risk-Sensitive Linear-Quadratic Mean-Field Games:Asymptotic Solvability and Decentralized O(1/N)-Nash Equilibria In honour of the 80th birthday of Professor Peter Caines
《Journal of Systems Science & Complexity》2025年第1期436-459,共24页WANG Yu HUANG Minyi 
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...
关键词:Asymptotic Nash equilibria decentralized strategies linear-quadratic mean-field games risk-sensitive costs 
Large Banks and Systemic Risk:Insights from a Mean-Field Game Model
《Journal of Systems Science & Complexity》2025年第1期460-494,共35页CHANG Yuanyuan FIROOZI Dena BENATIA David 
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...
关键词:Interbank market large banks mathematical finance mean-field games small banks systemic risk 
A NEW SECOND ORDER NUMERICAL SCHEME FOR SOLVING DECOUPLED MEAN-FIELD FBSDES WITH JUMPS
《Journal of Computational Mathematics》2025年第1期229-256,共28页Yabing Sun Weidong Zhao 
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...
关键词:Mean-field forward backward stochastic differential equation with jumps Finite difference approximation Gaussian quadrature rule Second order 
Functional Role of Synchronization:A Mean-Field Control Perspective
《Journal of Systems Science & Complexity》2025年第1期313-337,共25页MEHTA Prashant MEYN Sean 
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 ...
关键词:Coupled oscillators feedback particle filter interacting particle systems mean-field games SYNCHRONIZATION 
The impact of ride-hailing in city transportation
《Frontiers of Engineering Management》2024年第4期759-765,共7页Costas COURCOUBETIS Yunpeng LI Shuqin GAO Qisheng HUANG 
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...
关键词:ride-hailing autonomous vehicles conventional vehicles strategic behavior mean-field game 
General Mean-Field BDSDEs with Continuous and Stochastic Linear Growth Coefficients
《Journal of Systems Science & Complexity》2024年第5期1887-1906,共20页WANG Jinghan SHI Yufeng ZHAO Nana 
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...
关键词:Backward doubly stochastic differential equations comparison theorem MEAN-FIELD stochastic conditions Wasserstein metric 
ϵ-Nash mean-field games for stochastic linear-quadratic systems with delay and applications
《Probability, Uncertainty and Quantitative Risk》2024年第3期389-404,共16页Heping Ma Yu Shi Ruijing Li Weifeng Wang 
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...
关键词:Mean-field game Linear-quadratic problem Time delay Large-population ϵ-Nash equilibrium 
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