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Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 42
Authors:  Gao, Juan;  Liu, Xin-Wei;  Dai, Yu-Hong;  Huang, Yakui;  Gu, Junhua
Favorite  |  View/Download：25/0  |  Submit date：2023/02/07
Distributed non-convex optimization  Machine learning  Momentum methods  Optimization algorithms  Convergence rate  
Distributed system identification for linear stochastic systems with binary sensors 期刊论文
AUTOMATICA, 2022, 卷号: 141, 页码: 13
Authors:  Fu, Kewei;  Chen, Han-Fu;  Zhao, Wenxiao
Favorite  |  View/Download：7/0  |  Submit date：2023/02/07
Distributed system identification  Binary-valued sensor  Stochastic approximation  Consensus  Convergence  Strong consistency  
DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 卷号: 60, 期号: 3, 页码: 1519-1545
Authors:  Gan, D. I. E.;  Liu, Zhixin
Favorite  |  View/Download：9/0  |  Submit date：2023/02/07
distributed order estimation  cooperative excitation condition  distributed least squares  convergence  
STOCHASTIC TRUST-REGION METHODS WITH TRUST-REGION RADIUS DEPENDING ON PROBABILISTIC MODELS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 41
Authors:  Wang, Xiaoyu;  Yuan, Ya-xiang
Favorite  |  View/Download：59/0  |  Submit date：2022/04/02
Trust-region methods  Stochastic optimization  Probabilistic models  Trust region radius  Global convergence  
STOCHASTIC-LAZIER-GREEDY ALGORITHM FOR MONOTONE NON-SUBMODULAR MAXIMIZATION 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021, 卷号: 17, 期号: 5, 页码: 2607-2614
Authors:  Han, Lu;  Li, Min;  Xu, Dachuan;  Zhang, Dongmei
Favorite  |  View/Download：82/0  |  Submit date：2022/04/02
cardinality constraint  non-submodular  monotone  greedy algorithm  Set function maximization  
A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 6, 页码: 2449-2464
Authors:  Zhao, Wenxiao;  Weyer, Erik;  Yin, George
Favorite  |  View/Download：74/0  |  Submit date：2021/10/26
Convex optimization  nonlinear autoregressive systems with exogenous inputs (NARX)  nonparametric  identification  stochastic approximation  strong consistency  
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
Authors:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
Favorite  |  View/Download：84/0  |  Submit date：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
Authors:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
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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
Authors:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao
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Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization  
Sparse system identification for stochastic systems with general observation sequences 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 13
Authors:  Zhao, Wenxiao;  Yin, George;  Bai, Er-Wei
Favorite  |  View/Download：110/0  |  Submit date：2021/01/14
Stochastic system  Sparse identification  Feedback control  Strong consistency