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A Quadratic Mean Field Games Model for the Langevin Equation [PDF]
Axioms, 2021 We consider a Mean Field Games model where the dynamics of the agents is given by a controlled Langevin equation and the cost is quadratic. An appropriate change of variables transforms the Mean Field Games system into a system of two coupled kinetic ...
Fabio Camilli
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Optimal inequalities for bounding Toader mean by arithmetic and quadratic means [PDF]
Journal of Inequalities and Applications, 2017 In this paper, we present the best possible parameters α ( r ) $\alpha(r)$ and β ( r ) $\beta(r)$ such that the double inequality [ α ( r ) A r ( a , b ) + ( 1 − α ( r ) ) Q r ( a , b ) ] 1 / r < T D [ A ( a , b ) , Q ( a , b ) ] < [ β ( r ) A r ( a , b )
Tie-Hong Zhao, Yu-Ming Chu, Wen Zhang
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Mean-field type quadratic BSDEs
Numerical Algebra, Control and Optimization, 2023 In this paper, we give several new results on solvability of a quadratic BSDE whose generator depends also on the mean of both variables. First, we consider such a BSDE using John-Nirenberg's inequality for BMO martingales to estimate its contribution to the evolution of the first unknown variable.
Ying Hu
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Quadratic BSDEs with mean reflection
Mathematical Control and Related Fields, 2018 The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the $z$ argument. This work is the sequel of Briand et al. [BSDEs with mean reflection, arXiv:1605.06301] in which a notion of BSDEs with mean reflection is developed to tackle the super-hedging problem under ...
Peng Luo, Ying Hu
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Backward-forward linear-quadratic mean-field Stackelberg games
Advances in Difference Equations, 2021 This paper studies a controlled backward-forward linear-quadratic-Gaussian (LQG) large population system in Stackelberg games. The leader agent is of backward state and follower agents are of forward state.
Kehan Si, Zhen Wu
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Linear-Quadratic Mean Field Games [PDF]
Journal of Optimization Theory and Applications, 2015 In this article, we provide a comprehensive study of the linear-quadratic mean field games via the adjoint equation approach; although the problem has been considered in the literature by Huang, Caines and Malhame (HCM, 2007a), their method is based on Dynamic Programming.
Alain Bensoussan 0001 +3 more
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Quadratic mean-field reflected BSDEs
Probability, Uncertainty and Quantitative Risk, 2022 <p style='text-indent:20px;'>In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown <inline-formula><tex-math id="M1">\begin{document}$ z $\end{document}</tex-math></inline-formula>.
Hu, Ying, Moreau, Remi, Wang, Falei
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Alternative expressions for stand diameter in complex forests
Forest Ecosystems, 2023 Quadratic mean diameter is the most frequently reported descriptor of the diameter distribution of forests. As such, it is often used as an indicator of forest stand structure, developmental stage, and ecological and economic potential.
Mark J. Ducey, John A. Kershaw, Jr.
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IEEE Access, 2022 High-data-rate impulse radio ultra-wideband (IR-UWB) wireless communication system suffers from serious intersymbol interference (ISI) issues in an indoor multipath environment.
Gang Wang, Min Lin, Qianyun Liu
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Colombian Journal of Anesthesiology, 2023 Introduction: Diaphragmatic surface electromyography is a procedure designed to assess the diaphragm. The physiological values of the electrical activity may have potential use in rehabilitation, sports training, ventilatory support withdrawal in ...
Claudia-Yaneth Rodríguez-Triviño +3 more
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