A Vector Processor for Mean Field Bayesian Channel Estimation

Author(s):  
Deepak Dasalukunte ◽  
Richard Dorrance ◽  
Le Liang ◽  
Lu Lu
2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang

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.


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

2011 ◽  
Vol E94-B (2) ◽  
pp. 533-545 ◽  
Author(s):  
Kazushi MURAOKA ◽  
Kazuhiko FUKAWA ◽  
Hiroshi SUZUKI ◽  
Satoshi SUYAMA

2010 ◽  
Vol E93-B (11) ◽  
pp. 3189-3192 ◽  
Author(s):  
Lifeng HE ◽  
Fang YANG ◽  
Kewu PENG ◽  
Jian SONG

Sign in / Sign up

Export Citation Format

Share Document