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

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IEEE/CAA Journal of Automatica Sinica 2024年第3期11卷 746-759页

作者： Pengyan Huang guangchen wang Shujun wang Hua Xiao the School of Control Science and Engineering Shandong University the School of Statistics and Mathematics Shandong University of Finance and Economics IEEE the School of Management Shandong University the School of Mathematics and Statistics Shandong University

This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation ***,to reduce the complexity of solving the meanfield game,a limiting control problem is *** virtue of the decomposition approach,an admissible control set is *** a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also ***,we discuss an approximate Nash equilibrium property of the decentralized control ***,we work out a financial problem with some numerical simulations.

关键词： Decentralized control strategy ϵ-Nash equilibrium forward-backward stochastic system mean-field game partial observation

Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion

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Journal of Systems Science & Complexity 2024年第4期37卷 1392-1412页

作者： FENG Siqi GAO Lei wang guangchen XIAO Hua School of Control Science and Engineering Shandong UniversityJinan 250061China School of Economics Shandong UniversityJinan 250100China School of Mathematics and Statistics Shandong UniversityWeihai 264209China

Motivated by a duopoly game problem,the authors study an optimal control problem where the system is driven by Brownian motion and Poisson point process and has elephant memory for the control variable and the state ***,the authors establish the unique solvability of an anticipated backward stochastic differential equation,derive a stochastic maximum principle,and prove a verification theorem for the aforementioned optimal control ***,the authors generalize these results to nonzero-sum stochastic differential game ***,the authors apply the theoretical results to the duopoly game problem and obtain the corresponding Nash equilibrium solution.

关键词： Anticipated backward stochastic differential equation elephant memory Fréchet derivative maximum principle stochastic delayed differential equation

“双减”政策下公共图书馆文献资源建设的挑战与对策

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四川图书馆学报 2024年第3期 15-19页

作者：王光晨巢湖市图书馆安徽巢湖238000

“双减”政策下公共图书馆的文献资源建设存在着匹配度不足、结构不合理、特色不鲜明、服务水平不高等突出问题。针对“双减”政策提出的新要求和新任务,文章提出适于“双减”诉求的馆藏文献资源建设策略:细分读者群体,有效配置文献资源... 详细信息

“双减”政策下公共图书馆的文献资源建设存在着匹配度不足、结构不合理、特色不鲜明、服务水平不高等突出问题。针对“双减”政策提出的新要求和新任务,文章提出适于“双减”诉求的馆藏文献资源建设策略:细分读者群体,有效配置文献资源;完善学科体系,充分提高资源保障率;打造品牌特色,着力提升资源建设的内涵性;优化服务队伍,建立协同育人机制,充分发挥资源利用的效能性。

关键词： “双减”政策公共图书馆文献资源建设建设策略

Linear-quadratic optimal control for partially observed forward-backward stochastic systems with random jumps

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Science China(Information Sciences) 2022年第11期65卷 217-231页

作者： Tian CHEN guangchen wang Zhen WU Zhongtai Securities Institute for Financial Studies Shandong University School of Control Science and Engineering Shandong University School of Mathematics Shandong University

In this paper, we investigate a linear-quadratic(LQ) optimal control problem for partially observed forward-backward stochastic systems with random jumps, where the observation’s drift term is linear with respect to the state x and control variable v. In our model, the observation process is no longer a Brownian motion but a controlled stochastic process driven by Brownian motions and Poisson random measures,which also have correlated noises with the state equation. Applying a backward separation approach to decompose the state and observation, we overcome the problem of cyclic dependence of control and ***, the necessary and sufficient conditions for optimal control are derived. We also obtain the feedback representation of optimal control and provide two special cases to illustrate the significance of our ***, we also provide a financial application to demonstrate the practical significance of our results.

关键词： LQ optimal control partially observed stochastic system random jumps backward separation principle optimal filtering

A Mean-Field Linear-Quadratic Stochastic Stackelberg Differential Game with one Leader and Two Followers

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Journal of Systems Science & Complexity 2020年第5期33卷 1383-1401页

作者： wang guangchen ZHANG Susu School of Control Science and Engineering Shandong UniversityJinan 250061China No.12 Middle School Jinan Shandong Jinan 250022China

This paper is concerned with a linear-quadrati stochastic Stackelberg differential game with one leader and two followers,where the game system is governed by a mean-field stochastic differential *** maximum principle and verification theorem,the open-loop Stackelberg solution is expressed as a feedback form of the state and its mean with the help of three systems of Riccati equations.

关键词： Feedback representation of Stackelberg solution LQ optimal control MF-SDE Riccati equation Stackelberg differential game

A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

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Science China(Information Sciences) 2020年第9期63卷 188-200页

作者： Pengyan HUANG guangchen wang Huanjun ZHANG School of Control Science and Engineering Shandong University

In this paper, we investigate a kind of partial information linear-quadratic optimal control problem driven by a backward stochastic differential equation, where the state equation and the cost functional contain diffusion terms. Using maximum principle, we derive the corresponding Hamiltonian system, which is a conditional mean-field forward-backward stochastic differential equation. By the backward separation approach and the filtering technique, we get two Riccati equations, and a backward and a forward optimal filtering equations. Then a feedback form of optimal control is obtained. We also extend the control problem to the case of mean-field backward stochastic differential equation under partial information. A corresponding feedback form of optimal control is also obtained.

关键词： backward stochastic differential equation feedback representation linear-quadratic optimal control mean-field optimal filter

Linear-quadratic stochastic Stackelberg differential game with asymmetric information

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Science China(Information Sciences) 2017年第9期60卷 211-225页

作者： Jingtao SHI guangchen wang Jie XIONG School of Mathematics Shandong University School of Control Science and Engineering Shandong University Department of Mathematics University of Macau

This paper is concerned with a linear-quadratic stochastic Stackelberg differential game, where players have asymmetric roles, with one leader and one follower in the context of two-person game. It is required that the information available to the follower is a sub-σ-algebra of the one of the leader. By maximum principle and optimal filtering, a feedback Stackelberg equilibrium of the game is given. A special example is used to elaborate the result.

关键词： stochastic Stackelberg differential game linear-quadratic control asymmetric information condi tional mean-field forward-backward stochastic differential equation optimal filtering

Optimal Operation Strategy of Electricity-Hydrogen Regional Energy System under Carbon-Electricity Market Trading

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Energy Engineering 2024年第3期121卷 619-641页

作者： Jingyu Li Mushui wang Zhaoyuan Wu Guizhen Tian Na Zhang guangchen Liu Inner Mongolia Key Laboratory of Electrical Energy Conversion Transmission and Control Inner Mongolia University of TechnologyHohhot010080China School of Electric Power Inner Mongolia University of TechnologyHohhot010080China School of Electrical and Electronic Engineering North China Electric Power UniversityBeijing102206China

Given the“double carbon”objective and the drive toward low-carbon power,investigating the integration and interaction within the carbon-electricity market can enhance renewable energy utilization and facilitate energy conservation and emission reduction ***,further research is necessary to explore operational optimization methods for establishing a regional energy system using Power-to-Hydrogen(P2H)technology,focusing on participating in combined carbon-electricity market *** study introduces an innovative Electro-Hydrogen Regional Energy System(EHRES)in this *** system integrates renewable energy sources,a P2H system,cogeneration units,and energy storage *** core purpose of this integration is to optimize renewable energy utilization and minimize carbon *** study aims to formulate an optimal operational strategy for EHRES,enabling its dynamic engagement in carbon-electricity market *** initial phase entails establishing the technological framework of the electricity-hydrogen coupling system integrated with ***,an analysis is conducted to examine the operational mode of EHRES as it participates in carbon-electricity market ***,the system scheduling model includes a stepped carbon trading price mechanism,considering the combined heat and power generation characteristics of the Hydrogen Fuel Cell(HFC).This facilitates the establishment of an optimal operational model for EHRES,aiming to minimize the overall operating *** simulation example illustrates that the coordinated operation of EHRES in carbon-electricity market transactions holds the potential to improve renewable energy utilization and reduce the overall system *** result carries significant implications for attaining advantages in both low-carbon and economic aspects.

关键词： Regional energy system electro-hydrogen coupling carbon-electricity market step carbon trading coordination and optimization

Energy Efficiency Maximization in Mobile Edge Computing Networks via IRS assisted UAV Communications

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Computer Modeling in Engineering & Sciences 2024年第2期138卷 1865-1884页

作者： Ying Zhang Weiming Niu Supu Xiu guangchen Mu School of Electronic Information Engineering Henan Institute of TechnologyXinxiang453003China Houde College Henan Institute of TechnologyXinxiang453003China Department of Science Henan Institute of TechnologyXinxiang453003China

In this paper,we investigate the energy efficiency maximization for mobile edge computing(MEC)in intelligent reflecting surface(IRS)assisted unmanned aerial vehicle(UAV)*** particular,UAVcan collect the computing tasks of the terrestrial users and transmit the results back to them after *** jointly optimize the users’transmitted beamforming and uploading ratios,the phase shift matrix of IRS,and the UAV trajectory to improve the energy *** formulated optimization problem is highly non-convex and difficult to be solved ***,we decompose the original problem into three *** first propose the successive convex approximation(SCA)based method to design the beamforming of the users and the phase shift matrix of IRS,and apply the Lagrange dual method to obtain a closed-form expression of the uploading *** the trajectory optimization,we propose a block coordinate descent(BCD)based method to obtain a local optimal ***,we propose the alternating optimization(AO)based overall algorithmand analyzed its complexity to be equivalent or lower than existing *** results show the superiority of the proposedmethod compared with existing schemes in energy efficiency.

关键词： Mobile edge computing(MEC) unmanned aerial vehicle(UAV) intelligent reflecting surface(IRS) energy efficiency