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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:2/0  |  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:9/0  |  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  
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
Favorite  |  View/Download:10/0  |  Submit date:2021/01/14
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:34/0  |  Submit date:2021/01/14
Stochastic system  Sparse identification  Feedback control  Strong consistency  
NeuralEE: A GPU-Accelerated Elastic Embedding Dimensionality Reduction Method for Visualizing Large-Scale scRNA-Seq Data 期刊论文
FRONTIERS IN GENETICS, 2020, 卷号: 11, 页码: 8
Authors:  Xiong, Jiankang;  Gong, Fuzhou;  Wan, Lin;  Ma, Liang
Favorite  |  View/Download:13/0  |  Submit date:2021/01/14
single-cell RNA sequencing  elastic embedding  neural networks  large-scale  stochastic optimization  parametric models  generalizable models  
Make l(1) regularization effective in training sparse CNN 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2020, 卷号: 77, 期号: 1, 页码: 163-182
Authors:  He, Juncai;  Jia, Xiaodong;  Xu, Jinchao;  Zhang, Lian;  Zhao, Liang
Favorite  |  View/Download:20/0  |  Submit date:2020/09/23
Sparse optimization  l(1) regularization  Dual averaging  CNN  
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
Authors:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
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Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods  
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:22/0  |  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  
Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
Authors:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
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Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation  
Distributed Stochastic Approximation Algorithm With Expanding Truncations 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 2, 页码: 664-679
Authors:  Lei, Jinlong;  Chen, Han-Fu
Favorite  |  View/Download:21/0  |  Submit date:2020/05/24
Distributed optimization  distributed stochastic approximation  expanding truncation  multiagent network