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Convergence of a Distributed Least Squares 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 10, 页码: 4952-4959
作者:  Xie, Siyu;  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载:146/0  |  提交时间:2022/04/02
Convergence  Estimation  Symmetric matrices  Stochastic processes  Task analysis  Complexity theory  Adaptive control  Convergence  cooperative excitation  diffusion strategies  distributed estimation  least squares (LS)  martingale theory  regret  
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
收藏  |  浏览/下载:209/0  |  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
收藏  |  浏览/下载:193/0  |  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  
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:142/0  |  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:135/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 11, 页码: 3269-3284
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
收藏  |  浏览/下载:158/0  |  提交时间:2018/07/30
Indefinite linear-quadratic optimal control  mean-field theory  stochastic system  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
Adaptive Tracking Control of A Class of First-Order Systems With Binary-Valued Observations and Time-Varying Thresholds 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2011, 卷号: 56, 期号: 12, 页码: 2991-2996
作者:  Guo, Jin;  Zhang, Ji-Feng;  Zhao, Yanlong
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
Adaptive control  binary-valued observation  optimal tracking  parameter identification  stochastic system  
Asymptotically optimal decentralized control for large population stochastic multiagent systems 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2008, 卷号: 53, 期号: 7, 页码: 1643-1660
作者:  Li, Tao;  Zhang, Ji-Feng
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
asymptotic Nash equilibrium  decentralized control  multiagent systems  stochastic cost function  stochastic differential game  
Optimality analysis of adaptive sampled control of hybrid systems with quadratic index 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 卷号: 50, 期号: 7, 页码: 1044-1051
作者:  Tan, SP;  Zhang, JF;  Yao, LL
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
adaptive control  linear quadratic (LQ) index  Markov jump parameter  sampled-data based control  stochastic system