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 ...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 equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations.展开更多
Doubling is a simple but powerful method of constructing two-level fractional factorial designs with high resolution. This article studies uniformity in terms of Lee discrepancy of double designs. We give some linkage...Doubling is a simple but powerful method of constructing two-level fractional factorial designs with high resolution. This article studies uniformity in terms of Lee discrepancy of double designs. We give some linkages between the uniformity of double design and the aberration case of the original one under different criteria. Furthermore, some analytic linkages between the generalized wordlength pattern of double design and that of the original one are firstly provided here, which extend the existing findings. The lower bound of Lee discrepancy for double designs is also given.展开更多
We give a classification of second-order polynomial solutions for the homogeneous k-Hessian equation σ_k[u] = 0. There are only two classes of polynomial solutions: One is convex polynomial; another one must not be(k...We give a classification of second-order polynomial solutions for the homogeneous k-Hessian equation σ_k[u] = 0. There are only two classes of polynomial solutions: One is convex polynomial; another one must not be(k + 1)-convex, and in the second case, the k-Hessian equations are uniformly elliptic with respect to that solution. Based on this classification, we obtain the existence of C∞local solution for nonhomogeneous term f without sign assumptions.展开更多
基金supported by the National Key Research and Development Program of China(2022YFA1006103,2023YFA1009203)the National Natural Science Foundation of China(61925306,61821004,11831010,61977043,12001320)+2 种基金the Natural Science Foundation of Shandong Province(ZR2019ZD42,ZR2020ZD24)the Taishan Scholars Young Program of Shandong(TSQN202211032)the Young Scholars Program of Shandong University。
文摘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 equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations.
基金supported by NSFC(11271147,11301546,and 11401596)supported by NSFC(11271147 and 11471136)the Financially supported by self-determined research funds of CCNU from the colleges basic research and operation of MOE(CCNU16A02012)
文摘Doubling is a simple but powerful method of constructing two-level fractional factorial designs with high resolution. This article studies uniformity in terms of Lee discrepancy of double designs. We give some linkages between the uniformity of double design and the aberration case of the original one under different criteria. Furthermore, some analytic linkages between the generalized wordlength pattern of double design and that of the original one are firstly provided here, which extend the existing findings. The lower bound of Lee discrepancy for double designs is also given.
基金supported by National Natural Science Foundation of China (Grant Nos. 11171339 and 11171261)National Center for Mathematics and Interdisciplinary Sciences
文摘We give a classification of second-order polynomial solutions for the homogeneous k-Hessian equation σ_k[u] = 0. There are only two classes of polynomial solutions: One is convex polynomial; another one must not be(k + 1)-convex, and in the second case, the k-Hessian equations are uniformly elliptic with respect to that solution. Based on this classification, we obtain the existence of C∞local solution for nonhomogeneous term f without sign assumptions.
