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
This paper proposes a hybrid method based on the forward-backward method （FBM） and the reciprocity theorem （RT） for evaluating the scattering field from dielectric rough surface with a 2D target above it. Here, th...This paper proposes a hybrid method based on the forward-backward method （FBM） and the reciprocity theorem （RT） for evaluating the scattering field from dielectric rough surface with a 2D target above it. Here, the equivalent electric/magnetic current densities on the rough surface as well as the scattering field from it are numerically calculated by FBM, and the scattered field from the isolated target is obtained utilizing the method of moments （MOM）. Meanwhile, the rescattered coupling interactions between the target and the surface are evaluated employing the combination of FBM and RT. Our hybrid method is first validated by available MOM results. Then, the functional dependences of bistatic and monostatic scattering from the target above rough surface upon the target altitude, incident and scattering angles are numerically simulated and discussed. This study presents a numerical description for the scattering mechanism associated with rescattered coupling interactions between a target and an underlying randomly rough surface.展开更多
The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also pr...The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.展开更多
A general type of forward-backward doubly stochastic differential equations （FBDSDEs） is studied. It extends many important equations that have been well studied, including stochastic Hamiltonian systems. Under some...A general type of forward-backward doubly stochastic differential equations （FBDSDEs） is studied. It extends many important equations that have been well studied, including stochastic Hamiltonian systems. Under some much weaker monotonicity assumptions, the existence and uniqueness of measurable solutions are established with a incthod of continuation. Furthermore, the continuity and differentiability of the solutions to FBDSDEs depending on parameters is discussed.展开更多
In this paper we consider general coupled mean-field reflected forward-backward stochastic differential equations(FBSDEs),whose coefficients not only depend on the solution but also on the law of the solution.The firs...In this paper we consider general coupled mean-field reflected forward-backward stochastic differential equations(FBSDEs),whose coefficients not only depend on the solution but also on the law of the solution.The first part of the paper is devoted to the existence and the uniqueness of solutions for such general mean-field reflected backward stochastic differential equations(BSDEs)under Lipschitz conditions,and for the one-dimensional case a comparison theorem is studied.With the help of this comparison result,we prove the existence of the solution for our mean-field reflected forward-backward stochastic differential equation under continuity assumptions.It should be mentioned that,under appropriate assumptions,we prove the uniqueness of this solution as well as that of a comparison theorem for mean-field reflected FBSDEs in a non-trivial manner.展开更多
This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information avail...This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be random, possibly non-Markovian. Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed.展开更多
We report inelastic interactions of protons at the center of mass energy s1/2 = 900 Ge V, by using different event generators to study the forward-backward(FB) correlation in summed transverse momentum and multiplicit...We report inelastic interactions of protons at the center of mass energy s1/2 = 900 Ge V, by using different event generators to study the forward-backward(FB) correlation in summed transverse momentum and multiplicity of produced charged particles. The transverse momentum, p T ≥ 100 Me V, and pseudorapidity, | η |< 2.5, have been employed for both the correlations. The simulation results are compared with the ATLAS experimental data, obtained with the same values of | η | and p T at s1/2 = 900 Ge V. We also measure the jet and jet-like structure as a function of azimuthal distributions in the events relative to the highest transverse momentum particle. Three overlapping regions of pseudorapidity, | η |< 1.0, | η |< 2.0, and | η |< 2.5 are used with transverse momentum, p T > 500 Me V. For FB correlations, EPOS, and Sybill2.3 c results are in a good agreement with the data as compared to the other models.Similarly, for the azimuthal distribution, EPOS-LHC, DPMJETIII, and Sibyll2.3 c show good agreement with the data for full η region. In general, EPOS provides a better description of the data for both the quantities studied in this paper.展开更多
A finite difference method is introduced to solve the forward-backward heat equation in two space dimensions. In this procedure, the backward and forward difference scheme in two subdomains and a coarse-mesh second-or...A finite difference method is introduced to solve the forward-backward heat equation in two space dimensions. In this procedure, the backward and forward difference scheme in two subdomains and a coarse-mesh second-order central difference scheme at the middle interface are used. Maximum norm error estimate for the procedure is derived. Then an iterative method based on domain decomposition is presented for the numerical scheme and the convergence of the given method is established. Then numerical experiments are presented to support the theoretical analysis.展开更多
The parton rescattering effect on the charged hadron forward-backward multiplicity correlation in pp collisions at √s =200 GeV is studied by a parton and hadron cascade model, PACIAE, based on the PYTHIA model. The c...The parton rescattering effect on the charged hadron forward-backward multiplicity correlation in pp collisions at √s =200 GeV is studied by a parton and hadron cascade model, PACIAE, based on the PYTHIA model. The calculated multiplicity and pseudorapidity distribution of the final state charged hadrons are well compared with the experimental data. It is found that the final state charged hadron pseudorapidity distribution is different from the initial state charged partons. The parton rescattering effect on the charged hadron forward-backward multiplicity correlation increases with the increasing parton rescattering strength in the center pseudorapidity region （｜η｜ 〈 1）. However, this effect becomes weaker in the outer pseudorapidity region （｜η｜ 〉 1）.展开更多
This paper considers the problem of distributed online regularized optimization over a network that consists of multiple interacting nodes.Each node is endowed with a sequence of loss functions that are time-varying a...This paper considers the problem of distributed online regularized optimization over a network that consists of multiple interacting nodes.Each node is endowed with a sequence of loss functions that are time-varying and a regularization function that is fixed over time.A distributed forward-backward splitting algorithm is proposed for solving this problem and both fixed and adaptive learning rates are adopted.For both cases,we show that the regret upper bounds scale as O(VT),where T is the time horizon.In particular,those rates match the centralized counterpart.Finally,we show the effectiveness of the proposed algorithms over an online distributed regularized linear regression problem.展开更多
In this paper, the existence and uniqueness of a weak solution in the sense of [1] and [2] has been shown for a class of fully coupled forward-backward SDE (FBSDE) such that the forward drift coefficient is allowed to...In this paper, the existence and uniqueness of a weak solution in the sense of [1] and [2] has been shown for a class of fully coupled forward-backward SDE (FBSDE) such that the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. The novelty of this paper lies on the fact that the FBSDE is non-Markovian, i.e., the coefficients of the FBSDEs are allowed to be random. This type of FBSDEs is inspired by the regime shift model, where the short term interest rate switches between regimes according to the rate level. As a consequence, the discontinuity of the system becomes inevitable, making it violate the usual assumptions of most existing results for FBSDEs. We show the weak well-posedness of the FBSDE by an approximation scheme, along with the decoupling strategy.展开更多
The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but t...The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but the control domain is not necessarily convex.展开更多
A detailed study of the mechanisms of the emissions of pions and protons in the forward and backward hemispheres in 4.5 A GeV/c oxygen-emulsion interactions has been carried out. The correlations between the multiplic...A detailed study of the mechanisms of the emissions of pions and protons in the forward and backward hemispheres in 4.5 A GeV/c oxygen-emulsion interactions has been carried out. The correlations between the multiplicities of secondary charged particles in the backward and forward hemispheres are investigated.展开更多
This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global ex...This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.展开更多
This paper investigates the optimal control problem for a class of fully coupled forward-backward stochastic partial differential equations(FBSPDEs).Based on the existence of a unique solution to such equations,we for...This paper investigates the optimal control problem for a class of fully coupled forward-backward stochastic partial differential equations(FBSPDEs).Based on the existence of a unique solution to such equations,we formulated the associated optimal control problem within a convex control domain.By employing the convex variational method,we derive the associated stochastic maximum'principle(SMP)for the optimal control problem intrinsic to this system.Finally,to demonstrate the applicability of our theoretical results,we apply SMP to a class of linear quadratic problems and obtain explicit expressions for the unique optimal control.展开更多
This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and u...This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and uniqueness of solutions are proved via a purely probabilistic approach, while a priori estimate is given. Here, we allow the forward equation to be degenerate.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Project supported by the National Natural Science Foundation of China (Grant No 60571058)the National Defense Foundation of China
文摘This paper proposes a hybrid method based on the forward-backward method （FBM） and the reciprocity theorem （RT） for evaluating the scattering field from dielectric rough surface with a 2D target above it. Here, the equivalent electric/magnetic current densities on the rough surface as well as the scattering field from it are numerically calculated by FBM, and the scattered field from the isolated target is obtained utilizing the method of moments （MOM）. Meanwhile, the rescattered coupling interactions between the target and the surface are evaluated employing the combination of FBM and RT. Our hybrid method is first validated by available MOM results. Then, the functional dependences of bistatic and monostatic scattering from the target above rough surface upon the target altitude, incident and scattering angles are numerically simulated and discussed. This study presents a numerical description for the scattering mechanism associated with rescattered coupling interactions between a target and an underlying randomly rough surface.
基金This work was supported by the National Natural Science Foundation of China (10001022 and 10371067)the Excellent Young Teachers Program and the Doctoral program Foundation of MOE and Shandong Province,P.R.C.
文摘The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.
基金supported by the National Natural Science Foundation of China (No. 10771122)the NaturalScience Foundation of Shandong Province of China (No. Y2006A08)the National Basic ResearchProgram of China (973 Program) (No. 2007CB814900)
文摘A general type of forward-backward doubly stochastic differential equations （FBDSDEs） is studied. It extends many important equations that have been well studied, including stochastic Hamiltonian systems. Under some much weaker monotonicity assumptions, the existence and uniqueness of measurable solutions are established with a incthod of continuation. Furthermore, the continuity and differentiability of the solutions to FBDSDEs depending on parameters is discussed.
基金supported in part by theNSFC(11871037)Shandong Province(JQ201202)+3 种基金NSFC-RS(11661130148NA150344)111 Project(B12023)supported by the Qingdao Postdoctoral Application Research Project(QDBSH20220202092)。
文摘In this paper we consider general coupled mean-field reflected forward-backward stochastic differential equations(FBSDEs),whose coefficients not only depend on the solution but also on the law of the solution.The first part of the paper is devoted to the existence and the uniqueness of solutions for such general mean-field reflected backward stochastic differential equations(BSDEs)under Lipschitz conditions,and for the one-dimensional case a comparison theorem is studied.With the help of this comparison result,we prove the existence of the solution for our mean-field reflected forward-backward stochastic differential equation under continuity assumptions.It should be mentioned that,under appropriate assumptions,we prove the uniqueness of this solution as well as that of a comparison theorem for mean-field reflected FBSDEs in a non-trivial manner.
文摘This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be random, possibly non-Markovian. Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed.
基金Supported by the Higher Education Commission(HEC) of Pakistan by the Grant No.20-3379/NRPU/R&D/HEC/2014
文摘We report inelastic interactions of protons at the center of mass energy s1/2 = 900 Ge V, by using different event generators to study the forward-backward(FB) correlation in summed transverse momentum and multiplicity of produced charged particles. The transverse momentum, p T ≥ 100 Me V, and pseudorapidity, | η |< 2.5, have been employed for both the correlations. The simulation results are compared with the ATLAS experimental data, obtained with the same values of | η | and p T at s1/2 = 900 Ge V. We also measure the jet and jet-like structure as a function of azimuthal distributions in the events relative to the highest transverse momentum particle. Three overlapping regions of pseudorapidity, | η |< 1.0, | η |< 2.0, and | η |< 2.5 are used with transverse momentum, p T > 500 Me V. For FB correlations, EPOS, and Sybill2.3 c results are in a good agreement with the data as compared to the other models.Similarly, for the azimuthal distribution, EPOS-LHC, DPMJETIII, and Sibyll2.3 c show good agreement with the data for full η region. In general, EPOS provides a better description of the data for both the quantities studied in this paper.
基金Supported by National Science Foundation of China(Grant 10871179)the National Basic Research Programme of China(Grant 2008CB717806)the Department of Education of Zhejiang Province(GrantY200803559).
文摘A finite difference method is introduced to solve the forward-backward heat equation in two space dimensions. In this procedure, the backward and forward difference scheme in two subdomains and a coarse-mesh second-order central difference scheme at the middle interface are used. Maximum norm error estimate for the procedure is derived. Then an iterative method based on domain decomposition is presented for the numerical scheme and the convergence of the given method is established. Then numerical experiments are presented to support the theoretical analysis.
基金supported by National Natural Science Foundation of China (Nos. 11047142, 10975062, 11075217, and 10705012)
文摘The parton rescattering effect on the charged hadron forward-backward multiplicity correlation in pp collisions at √s =200 GeV is studied by a parton and hadron cascade model, PACIAE, based on the PYTHIA model. The calculated multiplicity and pseudorapidity distribution of the final state charged hadrons are well compared with the experimental data. It is found that the final state charged hadron pseudorapidity distribution is different from the initial state charged partons. The parton rescattering effect on the charged hadron forward-backward multiplicity correlation increases with the increasing parton rescattering strength in the center pseudorapidity region （｜η｜ 〈 1）. However, this effect becomes weaker in the outer pseudorapidity region （｜η｜ 〉 1）.
基金This work was supported in part by the National Natural Science Foundation of China(Nos.62022042,62273181 and 62073166)in part by the Fundamental Research Funds for the Central Universities(No.30919011105)in part by the Open Project of the Key Laboratory of Advanced Perception and Intelligent Control of High-end Equipment(No.GDSC202017).
文摘This paper considers the problem of distributed online regularized optimization over a network that consists of multiple interacting nodes.Each node is endowed with a sequence of loss functions that are time-varying and a regularization function that is fixed over time.A distributed forward-backward splitting algorithm is proposed for solving this problem and both fixed and adaptive learning rates are adopted.For both cases,we show that the regret upper bounds scale as O(VT),where T is the time horizon.In particular,those rates match the centralized counterpart.Finally,we show the effectiveness of the proposed algorithms over an online distributed regularized linear regression problem.
文摘In this paper, the existence and uniqueness of a weak solution in the sense of [1] and [2] has been shown for a class of fully coupled forward-backward SDE (FBSDE) such that the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. The novelty of this paper lies on the fact that the FBSDE is non-Markovian, i.e., the coefficients of the FBSDEs are allowed to be random. This type of FBSDEs is inspired by the regime shift model, where the short term interest rate switches between regimes according to the rate level. As a consequence, the discontinuity of the system becomes inevitable, making it violate the usual assumptions of most existing results for FBSDEs. We show the weak well-posedness of the FBSDE by an approximation scheme, along with the decoupling strategy.
基金Supported by National Natural Science Foundation of P.R.China (10371067) the Youth Teacher Foundation of Fok Ying Tung Education Foundation (91064)New Century Excellent Young Teachers Foundation of P. R. China (NCEF-04-0633)
文摘The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but the control domain is not necessarily convex.
基金Project supported by the National Natural Science Foundation of China （Grant No 10475054）, the Major Science and Technology Foundation of Ministry of Education of China （Grant No 205026）, the Natural Science Foundation of Shanxi Province, China（Grant No 20021007） and Shanxi Provincial Foundation for Returned Scholars of China（Grant No 20031046）.
文摘A detailed study of the mechanisms of the emissions of pions and protons in the forward and backward hemispheres in 4.5 A GeV/c oxygen-emulsion interactions has been carried out. The correlations between the multiplicities of secondary charged particles in the backward and forward hemispheres are investigated.
文摘This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.
基金Qingxin Meng was supported by the Key Projects of Natural Science Foundation of Zhejiang Province(Grant No.LZ22A010005)the National Natural Science Foundation of China(Grant Nos.12271158 and 11871121).
文摘This paper investigates the optimal control problem for a class of fully coupled forward-backward stochastic partial differential equations(FBSPDEs).Based on the existence of a unique solution to such equations,we formulated the associated optimal control problem within a convex control domain.By employing the convex variational method,we derive the associated stochastic maximum'principle(SMP)for the optimal control problem intrinsic to this system.Finally,to demonstrate the applicability of our theoretical results,we apply SMP to a class of linear quadratic problems and obtain explicit expressions for the unique optimal control.
文摘This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and uniqueness of solutions are proved via a purely probabilistic approach, while a priori estimate is given. Here, we allow the forward equation to be degenerate.
