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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  
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：126/0  |  提交时间：2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 10, 页码: 5227-5233
作者:  Zeng, Xianlin;  Yi, Peng;  Hong, Yiguang
收藏  |  浏览/下载：129/0  |  提交时间：2018/07/30
Constrained distributed optimization  continuous-time algorithms  multi-agent systems  nonsmooth analysis  projected dynamical systems  
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：146/0  |  提交时间：2018/07/30
Indefinite linear-quadratic optimal control  mean-field theory  stochastic system  
Receding Horizon Based Feedback Optimization for Mix-Valued Logical Networks 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 12, 页码: 3362-3366
作者:  Cheng, Daizhan;  Zhao, Yin;  Xu, Tingting
收藏  |  浏览/下载：127/0  |  提交时间：2018/07/30
Discount factor  mix-valued logical network  optimization  receding horizon control  
Convergence of an Upwind Finite-Difference Scheme for Hamilton-Jacobi-Bellman Equation in Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 11, 页码: 3012-3017
作者:  Sun, Bing;  Guo, Bao-Zhu
收藏  |  浏览/下载：111/0  |  提交时间：2018/07/30
Convergence  finite-difference  Hamilton-Jacobi-Bellman equation  numerical approximation  optimal 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：136/0  |  提交时间：2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 卷号: 49, 期号: 3, 页码: 447-457
作者:  Zhu, SS;  Li, D;  Wang, SY
收藏  |  浏览/下载：137/0  |  提交时间：2018/07/30
dynamic portfolio selection  dynamic programming  mean-variance formulation  stochastic control