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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
作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
收藏  |  浏览/下载：160/0  |  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  
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：128/0  |  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：119/0  |  提交时间：2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
Average Cost Optimality in Inventory Models With Dynamic Information Delays 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2011, 卷号: 56, 期号: 12, 页码: 2863-2876
作者:  Bensoussan, Alain;  Cakanyildirim, Metin;  Sethi, Suresh P.;  Wang, Mingzheng;  Zhang, Hanqin
收藏  |  浏览/下载：130/0  |  提交时间：2018/07/30
Average cost optimality  base stock policies  dynamic information delays  partial observations  stochastic inventory  
Asymptotically optimal decentralized control for large population stochastic multiagent systems 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2008, 卷号: 53, 期号: 7, 页码: 1643-1660
作者:  Li, Tao;  Zhang, Ji-Feng
收藏  |  浏览/下载：98/0  |  提交时间：2018/07/30
asymptotic Nash equilibrium  decentralized control  multiagent systems  stochastic cost function  stochastic differential game  
Optimality analysis of adaptive sampled control of hybrid systems with quadratic index 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 卷号: 50, 期号: 7, 页码: 1044-1051
作者:  Tan, SP;  Zhang, JF;  Yao, LL
收藏  |  浏览/下载：95/0  |  提交时间：2018/07/30
adaptive control  linear quadratic (LQ) index  Markov jump parameter  sampled-data based control  stochastic system  
A note on optimality conditions for continuous-time Markov decision processes with average cost criterion 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 卷号: 46, 期号: 12, 页码: 1984-1989
作者:  Guo, XP;  Liu, K
收藏  |  浏览/下载：109/0  |  提交时间：2018/07/30
average cost criterion  continuous-time Markov decision processes (MDPs)  optimal stationary policies  optimality inequality  
Adaptive continuous-time linear quadratic Gaussian control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 卷号: 44, 期号: 9, 页码: 1653-1662
作者:  Duncan, TE;  Guo, L;  Pasik-Duncan, B
收藏  |  浏览/下载：79/0  |  提交时间：2018/07/30
adaptive control  least-squares  linear-quadratic-Gaussian  linear stochastic systems  optimality