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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:132/0  |  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:124/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
A novel hierarchy of two-family-parameter equations: Local, nonlocal, and mixed-local-nonlocal vector nonlinear Schrodinger equations 期刊论文
APPLIED MATHEMATICS LETTERS, 2018, 卷号: 79, 页码: 123-130
作者:  Yan, Zhenya
收藏  |  浏览/下载:145/0  |  提交时间:2018/07/30
Two families of parameters  Local, nonlocal, and mixed-local-nonlocal VNLS equations  Lax pair  Conservation laws  PT symmetry  Symmetry reductions  
Stochastic Consentability of Linear Systems With Time Delays and Multiplicative Noises 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 4, 页码: 1059-1074
作者:  Zong, Xiaofeng;  Li, Tao;  Yin, George;  Wang, Le Yi;  Zhang, Ji-Feng
收藏  |  浏览/下载:150/0  |  提交时间:2018/07/30
Consentability  consensus  multiagent system  multiplicative noise  time delay