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Linear quadratic mean field social control with common noise: A directly decoupling method? 期刊论文
AUTOMATICA, 2022, 卷号: 146, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:64/0  |  提交时间:2023/02/07
Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
Differentially private distributed algorithms for stochastic aggregative games 期刊论文
AUTOMATICA, 2022, 卷号: 142, 页码: 13
作者:  Wang, Jimin;  Zhang, Ji-Feng;  He, Xingkang
收藏  |  浏览/下载:29/0  |  提交时间:2023/02/07
Differential privacy  Stochastic aggregative games  Distributed algorithms  Stochastic approximation  

Optimal pricing and inventory control strategy for a continuous-review system with product return

期刊论文

OPERATIONS RESEARCH LETTERS, 2022, 卷号: 50, 期号: 3, 页码: 295-302
作者:  Cao, Ping;  Yao, Dacheng
收藏  |  浏览/下载:109/0  |  提交时间:2022/06/21
Inventory  Pricing  Product return  Point process demand  (s, S, p) policy  
A Model of Optimal Interval for Anti-Mosquito Campaign Based on Stochastic Process 期刊论文
MATHEMATICS, 2022, 卷号: 10, 期号: 3, 页码: 12
作者:  Lei, Bingyin;  Gao, Kaiye;  Yang, Li;  Fang, Shu
收藏  |  浏览/下载:108/0  |  提交时间:2022/04/02
healthcare  mosquito control  diseases  dengue  cost minimization  interval  
Almost sure convergence of randomised-difference descent algorithm for stochastic convex optimisation 期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2021, 页码: 12
作者:  Geng, Xiaoxue;  Huang, Gao;  Zhao, Wenxiao
收藏  |  浏览/下载:116/0  |  提交时间:2021/10/26
A novel multi-agent model for chemical self-assembly 期刊论文
AUTOMATICA, 2021, 卷号: 129, 页码: 7
作者:  Ning, Zheng;  Chen, Ge
收藏  |  浏览/下载:133/0  |  提交时间:2021/10/26
Self-assembly  Multi-agent systems  Optimal control  Noise  
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:161/0  |  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  
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
作者:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
收藏  |  浏览/下载:121/0  |  提交时间:2022/04/02
Kalman-Bucy filtering  minimum mean square estimator  drift uncertainty  convex operator  minimax theorem  backward stochastic differential equation  
An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27
作者:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao
收藏  |  浏览/下载:127/0  |  提交时间:2021/01/14
Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization  
Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15
作者:  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载:142/0  |  提交时间:2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm