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Recursive Secure Filtering for State-Saturated Systems with False Data Injection Attacks Conference paper
Fan Wang, Hao Li, Carlos Silvestre. Recursive Secure Filtering for State-Saturated Systems with False Data Injection Attacks[C]:IEEE, 2021, 8622-8627.
Authors:  Fan Wang;  Hao Li;  Carlos Silvestre
Favorite | TC[Scopus]:0 | Submit date：2021/12/08
Recursive Secure Filtering  Stochastic Systems  State Saturation  False Data Injection Attack  
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance Journal article
Xiong, Jie, Zhang, Shuaiqi, Zhuang, Yi. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance[J]. Mathematical Control and Related Fields, 2019, 9(2), 257-276.
Authors:  Xiong, Jie;  Zhang, Shuaiqi;  Zhuang, Yi
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:1.0/1.1 | Submit date：2022/05/17
Equilibrium Point  Forward-backward Stochastic Differential Equation  Maximum Principle  Stochastic Differential Game  Stochastic Filtering  
Linear-quadratic stochastic Stackelberg differential game with asymmetric information Journal article
Shi, Jingtao, Wang, Guangchen, Xiong, Jie. Linear-quadratic stochastic Stackelberg differential game with asymmetric information[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2017, 60(9).
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie
Favorite | TC[WOS]:33 TC[Scopus]:41  IF:7.3/5.8 | Submit date：2018/10/30
Stochastic Stackelberg Differential Game  Linear-quadratic Control  Asymmetric Information  Conditional Mean-field Forward-backward Stochastic Differential Equation  Optimal Filtering  
A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information Conference paper
Shi, Jingtao, Wang, Guangchen, Xiong, Jie, Liu, T, Zhao, Q. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information[C], 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE, 2017, 1799-1804.
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie;  Liu, T;  Zhao, Q
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date：2018/10/30
Stackelberg Differential Game  Stochastic Linear-quadratic Optimal Control  Overlapping Information  Maximum Principle  Stochastic Filtering  
The Filtering Problem in Duals of Nuclear Frechet Spaces Journal article
Deng DING. The Filtering Problem in Duals of Nuclear Frechet Spaces[J]. International Mathematical Forum, 2007, 2(16), 753-764.
Authors:  Deng DING
Favorite | TC[Scopus]:0 | Submit date：2019/07/09
Filtering Problem  Innovation Process  Nuclear Space  Diffusions  Stochastic Evolution Equation  Filtering Equation