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山东大学 [48]
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Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
作者:
Wang, Bing-Chang
;
Huang, Jianhui
;
Zhang, Ji-Feng
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  |  
浏览/下载:46/0
  |  
提交时间:2021/06/01
Mathematical model
Games
Robustness
Uncertainty
Optimal control
Stochastic processes
Differential equations
Forward-backward stochastic differential equation (FBSDE)
linear quadratic optimal control
mean field control
model uncertainty
social functional variation
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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  |  
浏览/下载:18/0
  |  
提交时间:2020/05/24
Portfolios
Optimal control
Nickel
Covariance matrices
Optimization
Indexes
Multiperiod mean-variance portfolio selection
stochastic linear-quadratic (LQ) control
time inconsistency
Triggered networked control system with random delay
会议论文
Chengdu, China, March 15, 2019 - March 17, 2019
作者:
Zhu, Chaoqun
;
Chai, Fuqiang
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  |  
浏览/下载:0/0
  |  
提交时间:2020/11/15
Control theory
Controllers
Dynamic programming
Linear systems
Markov processes
Numerical methods
State feedback
Stochastic systems
Communication mechanisms
Event-driven
Markov jump linear systems
Markovian jump linear systems
Networked systems
Optimal state feedback
Quadratic performance indices
Random delay
Necessary conditions in stochastic linear quadratic problems and their applications
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 卷号: Vol.469 No.1, 页码: 280-297
作者:
Wang, Tianxiao
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浏览/下载:5/0
  |  
提交时间:2019/02/28
Stochastic
linear
quadratic
problems
Closed-loop
optimal
strategies
Open-loop
optimal
controls
Variational
approach
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 97-110
作者:
Lin, Yaning
;
Jiang, Xiushan
;
Zhang, Weihai
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  |  
浏览/下载:17/0
  |  
提交时间:2019/12/11
Mean-field forward-backward stochastic differential equation (MF-FBSDE)
mean-field stochastic linear-quadratic (LQ) optimal control
mean-field
stochastic systems
Riccati equations
Stackelberg strategy
Optimal control of backward doubly stochastic system
期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 12, 页码: 1844-1854
作者:
Wang, Wencan
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浏览/下载:15/0
  |  
提交时间:2019/12/11
stochastic processes
linear quadratic control
maximum principle
optimal control
stochastic systems
variational techniques
differential equations
sufficient condition
forward doubly stochastic
differential equation
forward-backward doubly stochastic differential
equation
optimal harvesting problem
linear-quadratic optimal control
problem
backward doubly stochastic system
control domain
classical
spike variation
duality technique
necessary condition
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:27/0
  |  
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:28/0
  |  
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
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
Linear-quadratic optimal control for unknown mean-field stochastic discrete-time system via adaptive dynamic programming approach
期刊论文
NEUROCOMPUTING, 2018, 卷号: 282, 页码: 16-24
作者:
Liu, Ruirui
;
Li, Yan
;
Liu, Xikui
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/11
Linear-quadratic optimal control
Mean-field stochastic system
Adaptive
dynamic programming
Back propagation neural network
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