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科研机构
山东大学 [19]
数学与系统科学研究院 [9]
自动化研究所 [1]
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期刊论文 [25]
会议论文 [4]
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2024 [1]
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2019 [2]
2018 [4]
2017 [7]
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Decentralized Optimal Control and Stabilization of Interconnected Systems With Asymmetric Information
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2024, 卷号: 11, 期号: 3, 页码: 698-707
作者:
Na Wang
;
Xiao Liang
;
Hongdan Li
;
Xiao Lu
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2024/02/19
Asymmetric information
decentralized control
forward-backward stochastic difference equations
interconnected system
stalibization
Linearization of nonlinear Fokker-Planck equations and applications
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
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  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
Time-Inconsistent Stochastic LQ Problem with Regime Switching
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:
Si, Binbin
;
Ni, Yuan-Hua
;
Zhang, Ji-Feng
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  |  
浏览/下载:13/0
  |  
提交时间:2020/09/23
Forward-backward stochastic difference equation
open-loop equilibrium control
regime switching
stochastic linear-quadratic problem
time inconsistency
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1
作者:
Huang, Pengyan
;
Wang, Guangchen
;
Zhang, Huanjun
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  |  
浏览/下载:11/0
  |  
提交时间:2019/12/11
Mean-field backward stochastic differential equation
Asymmetric
information
Nash equilibrium point
Maximum principle
Filter
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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  |  
浏览/下载:24/0
  |  
提交时间:2019/12/13
time inconsistency
stochastic linear-quadratic optimal control
mean-field optimal control
forward-backward stochastic difference equation
equilibrium solution
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Krstic, Miroslav
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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  |  
浏览/下载:16/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
New Second-Order Schemes for Forward Backward Stochastic Differential Equations
期刊论文
EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2018, 卷号: 8, 期号: 3, 页码: 399-421
作者:
Sun, Yabing
;
Zhao, Weidong
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
Forward backward stochastic differential equations
Feynman-Kac formula
difference approximation
second-order scheme
General linear forward and backward Stochastic difference equations with applications
期刊论文
AUTOMATICA, 2018, 卷号: 96, 页码: 40-50
作者:
Xu, Juanjuan
;
Zhang, Huanshui
;
Xie, Lihua
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  |  
浏览/下载:14/0
  |  
提交时间:2019/12/11
Forward and backward stochastic difference equations
Stochastic optimal
control
Riccati equation
Stochastic Volterra integral equations with a parameter
期刊论文
Advances in Difference Equations, 2017, 卷号: 2017, 期号: 1
作者:
Wang,Yanqing
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  |  
浏览/下载:40/0
  |  
提交时间:2018/07/30
stochastic Volterra integral equation
backward stochastic Volterra integral equation
parameter
continuity
differentiability
60H20
65C30
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