Risk‐sensitive large‐population linear‐quadratic‐Gaussian Games with major and minor agents

Article Properties
  • Language
    English
  • DOI (url)
    10.1002/asjc.3106
  • Publication Date
    2023/05/18
  • Journal
    Asian Journal of Control
  • Indian UGC (journal)
  • Refrences
    29
  • Citations
    1
  • Ruimin Xu School of Mathematics and Statistics Qilu University of Technology (Shandong Academy of Sciences) Jinan China ORCID (unauthenticated)
  • Tingting Wu School of Mathematics and Statistics Shandong Normal University Jinan China
Abstract
Journal Categories
Technology
Electrical engineering
Electronics
Nuclear engineering
Electronics
Technology
Engineering (General)
Civil engineering (General)
Technology
Mechanical engineering and machinery
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Refrences
Title Journal Journal Categories Citations Publication Date
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model SIAM Journal on Financial Mathematics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 29 2011
Risk-Sensitive Dynamic Asset Management Applied Mathematics & Optimization
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 156 1999
10.4310/CIS.2006.v6.n3.a1
10.1109/TAC.2005.851441
Explicit Solution to a Certain Non-ELQG Risk-sensitive Stochastic Control Problem Applied Mathematics & Optimization
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 13 2010
Citations
Title Journal Journal Categories Citations Publication Date
A maximum principle for progressive optimal control of mean‐field forward–backward stochastic system involving random jumps and impulse controls

 Asian Journal of Control
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Technology: Mechanical engineering and machinery
  • Technology: Engineering (General). Civil engineering (General)
 1 2023
Citations Analysis
Category Category Repetition
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Technology: Engineering (General). Civil engineering (General)1
The category Technology: Mechanical engineering and machinery 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A maximum principle for progressive optimal control of mean‐field forward–backward stochastic system involving random jumps and impulse controls and was published in 2023. The most recent citation comes from a 2023 study titled A maximum principle for progressive optimal control of mean‐field forward–backward stochastic system involving random jumps and impulse controls. This article reached its peak citation in 2023, with 1 citations. It has been cited in 1 different journals. Among related journals, the Asian Journal of Control cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year