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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:28/0  |  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  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
Authors:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:27/0  |  Submit date:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
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
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:35/0  |  Submit date:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Distributed Formation Control of Multiple Quadrotor Aircraft Based on Nonsmooth Consensus Algorithms 期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2019, 卷号: 49, 期号: 1, 页码: 342-353
Authors:  Du, Haibo;  Zhu, Wenwu;  Wen, Guanghui;  Duan, Zhisheng;  Lu, Jinhu
Favorite  |  View/Download:71/0  |  Submit date:2019/03/05
Finite-time control  formation control  linear quadratic regulator (LQR)  multiple quadrotor aircraft  nonsmooth consensus  
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
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:39/0  |  Submit date: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
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:43/0  |  Submit date: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
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:43/0  |  Submit date:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Analysis on inexact block diagonal preconditioners for elliptic PDE-constrained optimization problems 期刊论文
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017, 卷号: 74, 期号: 10, 页码: 2423-2437
Authors:  Huang, Na;  Ma, Chang-Feng
View  |  Adobe PDF(577Kb)  |  Favorite  |  View/Download:206/30  |  Submit date:2018/07/25
PDE-constrained optimization  Saddle point matrices  Preconditioner  Cholesky decomposition  Spectral bound  
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
Authors:  Ni, Yuan-Hua;  Yiu, Ka-Fai Cedric;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:31/0  |  Submit date:2018/07/25
stochastic linear-quadratic optimal control  transmission delay  forward-backward stochastic difference equation  convexity  
SOCIAL OPTIMA IN MEAN FIELD LINEAR-QUADRATIC-GAUSSIAN MODELS WITH MARKOV JUMP PARAMETERS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 1, 页码: 429-456
Authors:  Wang, Bing-Chang;  Zhang, Ji-Feng
Favorite  |  View/Download:24/0  |  Submit date:2018/07/30
mean field model  team decision problem  social optimum  LQG control  Markov jump parameter