Zobrazeno 1 - 10
of 8 935
pro vyhledávání: '"LI, Xun"'
This paper explores a class of fully coupled nonlinear forward-backward stochastic difference equations (FBS$\Delta$Es). Building on insights from linear quadratic optimal control problems, we introduce a more relaxed framework of domination-monotoni
Externí odkaz:
http://arxiv.org/abs/2410.01749
This paper presents a pioneering investigation into discrete-time two-person nonzero-sum linear quadratic (LQ) stochastic games characterized by random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash eq
Externí odkaz:
http://arxiv.org/abs/2410.01741
This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochastic differential equation (BSDE), we solve this LQSOC problem under st
Externí odkaz:
http://arxiv.org/abs/2409.16924
This paper investigates a zero-sum stochastic linear quadratic (SLQ, for short) differential games with Markovian jumps. Both open-loop and closed-loop solvabilities are studied by employing a new "decomposition method", which can decompose the open-
Externí odkaz:
http://arxiv.org/abs/2409.01973
This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weighting matrices in the performance functional are regulated by a Markov cha
Externí odkaz:
http://arxiv.org/abs/2408.17030
This paper investigates a two-person non-homogeneous linear-quadratic stochastic differential game (LQ-SDG, for short) in an infinite horizon for a system regulated by a time-invariant Markov chain. Both non-zero-sum and zero-sum LQ-SDG problems are
Externí odkaz:
http://arxiv.org/abs/2408.12818
Autor:
Islam, Taimoor Ul, Boateng, Joshua Ofori, Nadim, Md, Zu, Guoying, Shahid, Mukaram, Li, Xun, Zhang, Tianyi, Reddy, Salil, Xu, Wei, Atalar, Ataberk, Lee, Vincent, Chen, Yung-Fu, Gosling, Evan, Permatasari, Elisabeth, Somiah, Christ, Meng, Zhibo, Babu, Sarath, Soliman, Mohammed, Hussain, Ali, Qiao, Daji, Zheng, Mai, Boyraz, Ozdal, Guan, Yong, Arora, Anish, Selim, Mohamed, Ahmad, Arsalan, Cohen, Myra B., Luby, Mike, Chandra, Ranveer, Gross, James, Zhang, Hongwei
To address the rural broadband challenge and to leverage the unique opportunities that rural regions provide for piloting advanced wireless applications, we design and implement the ARA wireless living lab for research and innovation in rural wireles
Externí odkaz:
http://arxiv.org/abs/2408.00913
This paper investigates an inhomogeneous non-zero-sum linear-quadratic (LQ, for short) differential game problem whose state process and cost functional are regulated by a Markov chain. Under the $L^2$ stabilizability framework, we first provide a su
Externí odkaz:
http://arxiv.org/abs/2405.10083
This paper is devoted to studying an infinite time horizon stochastic recursive control problem with jumps, where infinite time horizon stochastic differential equation and backward stochastic differential equation with jumps describe the state proce
Externí odkaz:
http://arxiv.org/abs/2405.05561
This paper studies a class of continuous-time linear quadratic (LQ) mean-field game problems. We develop two system transformation data-driven algorithms to approximate the decentralized strategies of the LQ mean-field games. The main feature of the
Externí odkaz:
http://arxiv.org/abs/2404.10285