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Preface
Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks
1. | Chair of Systems Design, ETH Zürich, Kreuzplatz 5, 8032 Zürich, Switzerland, Switzerland |
[1] |
Thierry Paul, Mario Pulvirenti. Asymptotic expansion of the mean-field approximation. Discrete and Continuous Dynamical Systems, 2019, 39 (4) : 1891-1921. doi: 10.3934/dcds.2019080 |
[2] |
Tian Chen, Zhen Wu. A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure. Mathematical Control and Related Fields, 2022 doi: 10.3934/mcrf.2022012 |
[3] |
Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Mean-field backward stochastic Volterra integral equations. Discrete and Continuous Dynamical Systems - B, 2013, 18 (7) : 1929-1967. doi: 10.3934/dcdsb.2013.18.1929 |
[4] |
Yinggu Chen, Said HamadÈne, Tingshu Mu. Mean-field doubly reflected backward stochastic differential equations. Numerical Algebra, Control and Optimization, 2022 doi: 10.3934/naco.2022012 |
[5] |
Young-Pil Choi, Samir Salem. Cucker-Smale flocking particles with multiplicative noises: Stochastic mean-field limit and phase transition. Kinetic and Related Models, 2019, 12 (3) : 573-592. doi: 10.3934/krm.2019023 |
[6] |
Jianhui Huang, Xun Li, Jiongmin Yong. A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Mathematical Control and Related Fields, 2015, 5 (1) : 97-139. doi: 10.3934/mcrf.2015.5.97 |
[7] |
Haiyan Zhang. A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises. Journal of Industrial and Management Optimization, 2016, 12 (4) : 1287-1301. doi: 10.3934/jimo.2016.12.1287 |
[8] |
Tianxiao Wang. Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I. Mathematical Control and Related Fields, 2019, 9 (2) : 385-409. doi: 10.3934/mcrf.2019018 |
[9] |
Hancheng Guo, Jie Xiong. A second-order stochastic maximum principle for generalized mean-field singular control problem. Mathematical Control and Related Fields, 2018, 8 (2) : 451-473. doi: 10.3934/mcrf.2018018 |
[10] |
Juan Li, Wenqiang Li. Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs. Mathematical Control and Related Fields, 2015, 5 (3) : 501-516. doi: 10.3934/mcrf.2015.5.501 |
[11] |
Jingrui Sun, Hanxiao Wang. Mean-field stochastic linear-quadratic optimal control problems: Weak closed-loop solvability. Mathematical Control and Related Fields, 2021, 11 (1) : 47-71. doi: 10.3934/mcrf.2020026 |
[12] |
Xun Li, Jingrui Sun, Jiongmin Yong. Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Probability, Uncertainty and Quantitative Risk, 2016, 1 (0) : 2-. doi: 10.1186/s41546-016-0002-3 |
[13] |
Jun Moon. Linear-quadratic mean-field type stackelberg differential games for stochastic jump-diffusion systems. Mathematical Control and Related Fields, 2022, 12 (2) : 371-404. doi: 10.3934/mcrf.2021026 |
[14] |
Patrick Gerard, Christophe Pallard. A mean-field toy model for resonant transport. Kinetic and Related Models, 2010, 3 (2) : 299-309. doi: 10.3934/krm.2010.3.299 |
[15] |
Seung-Yeal Ha, Jinwook Jung, Jeongho Kim, Jinyeong Park, Xiongtao Zhang. A mean-field limit of the particle swarmalator model. Kinetic and Related Models, 2021, 14 (3) : 429-468. doi: 10.3934/krm.2021011 |
[16] |
Marco Cirant, Diogo A. Gomes, Edgard A. Pimentel, Héctor Sánchez-Morgado. On some singular mean-field games. Journal of Dynamics and Games, 2021, 8 (4) : 445-465. doi: 10.3934/jdg.2021006 |
[17] |
Hélène Hibon, Ying Hu, Shanjian Tang. Mean-field type quadratic BSDEs. Numerical Algebra, Control and Optimization, 2022 doi: 10.3934/naco.2022009 |
[18] |
Adel Chala, Dahbia Hafayed. On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. Evolution Equations and Control Theory, 2020, 9 (3) : 817-843. doi: 10.3934/eect.2020035 |
[19] |
Kehan Si, Zhenda Xu, Ka Fai Cedric Yiu, Xun Li. Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021074 |
[20] |
Illés Horváth, Kristóf Attila Horváth, Péter Kovács, Miklós Telek. Mean-field analysis of a scaling MAC radio protocol. Journal of Industrial and Management Optimization, 2021, 17 (1) : 279-297. doi: 10.3934/jimo.2019111 |
2020 Impact Factor: 1.213
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