scholarly journals Mean Field for Performance Models with Generally-Distributed Timed Transitions

2014 ◽  
pp. 90-105 ◽  
Author(s):  
Richard A. Hayden ◽  
Illés Horváth ◽  
Miklós Telek
Keyword(s):  
Mean Field ◽  
Performance Models

Mean field for performance models with deterministic delays and interrupts

2016 ◽  
Vol 105 ◽  
pp. 1-21
Author(s):  
Illés Horváth ◽  
Miklós Telek
Keyword(s):  
Mean Field ◽  
Performance Models

Early generation of performance models for object-oriented systems

2000 ◽  
Vol 147 (3) ◽  
pp. 61 ◽  
Author(s):  
V. Cortellessa ◽  
G. Iazeolla ◽  
R. Mirandola
Keyword(s):  
Object Oriented ◽  
Performance Models ◽  
Early Generation ◽  
Object Oriented Systems

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.

Mean field theory of n-layer unbinding

1993 ◽  
Vol 3 (3) ◽  
pp. 385-393 ◽  
Author(s):  
W. Helfrich
Keyword(s):  
Field Theory ◽  
Mean Field Theory ◽  
Mean Field
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