2 citations · 4 across the 5 of their papers we have counts for
5 papers
Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation
Yun Li, Fuke Wu, Longjie Xie
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast…
On Strong Feller Property, Exponential Ergodicity and Large Deviations Principle for Stochastic Damping Hamiltonian Systems with State-Dependent Switching
Fubao Xi, Chao Zhu, Fuke Wu
This work focuses on a class of stochastic damping Hamiltonian systems with state-dependent switching, where the switching process has a countably infinite state space. After estab…
Solving A Class of Mean-Field LQG Problems
Yun Li, Qingshuo Song, Fuke Wu +1
In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control p…
Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations
Xiaofeng Zong, Fuke Wu, Guiping Xu
This paper examines convergence and stability of the two classes of theta-Milstein schemes for stochastic differential equations (SDEs) with non-global Lipschitz continuous coeffic…
Multi-Agent Consensus With Relative-State-Dependent Measurement Noises
Tao Li, Fuke Wu, Ji-Feng Zhang
In this note, the distributed consensus corrupted by relative-state-dependent measurement noises is considered. Each agent can measure or receive its neighbors' state information w…