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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
收藏  |  浏览/下载:124/0  |  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: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  
DELAYED OPTIMAL CONTROL OF STOCHASTIC LQ PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3370-3407
作者:  Ni, Yuan-Hua;  Yiu, Ka-Fai Cedric;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/25
stochastic linear-quadratic optimal control  transmission delay  forward-backward stochastic difference equation  convexity  
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  
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters 期刊论文
SYSTEMS & CONTROL LETTERS, 2016, 卷号: 93, 页码: 69-76
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Mean-field  Markov jump  Stochastic control  
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  
Sampled-data based average consensus with measurement noises: convergence analysis and uncertainty principle 期刊论文
SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES, 2009, 卷号: 52, 期号: 11, 页码: 2089-2103
作者:  Li Tao;  Zhang JiFeng
收藏  |  浏览/下载:125/0  |  提交时间:2018/07/30
multi-agent systems  average consensus  stochastic systems  sampled-data based control  distributed stochastic approximation  uncertainty principle  
DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2009, 卷号: 15, 期号: 4, 页码: 969-993
作者:  Tan, Shuping;  Zhang, Ji-Feng
收藏  |  浏览/下载:145/0  |  提交时间:2018/07/30
Sampling control system  Markov jump parameter  adaptive control  double-step approach  stochastic noise  least matching error estimation