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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
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载：106/0  |  提交时间：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
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载：129/0  |  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：120/0  |  提交时间：2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载：116/0  |  提交时间：2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Testing Association between Mixed Type Outcomes and Covariates Jointly by the Use of a Latent Variable 期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 期号: 8006, 页码: 10
作者:  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang;  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang
浏览  |  Adobe PDF(2766Kb)  |  收藏  |  浏览/下载：475/131  |  提交时间：2018/07/30
Optimal actuator location of minimum norm controls for heat equation with general controlled domain 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2016, 卷号: 261, 期号: 6, 页码: 3588-3614
作者:  Guo, Bao-Zhu;  Xu, Yashan;  Yang, Dong-Hui
收藏  |  浏览/下载：96/0  |  提交时间：2018/07/30
Heat equation  Optimal control  Optimal location  Game theory  Nash equilibrium  
Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
收藏  |  浏览/下载：104/0  |  提交时间：2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations  
Boundary controllability for the quasi-linear wave equations coupled in parallel 期刊论文
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2011, 卷号: 74, 期号: 12, 页码: 4203-4222
作者:  Deng, Li;  Rao, Bopeng;  Yao, Peng-Fei
收藏  |  浏览/下载：72/0  |  提交时间：2018/07/30
Coupled quasi-linear wave equations  Exact controllability  Riemannian metric  
Multi-equilibrium property of metabolic networks: SSI module 期刊论文
BMC SYSTEMS BIOLOGY, 2011, 卷号: 5, 页码: 11
作者:  Lei, Hong-Bo;  Zhang, Ji-Feng;  Chen, Luonan
收藏  |  浏览/下载：92/0  |  提交时间：2018/07/30
Boundary controllability for the semilinear Schrodinger equations on Riemannian manifolds 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2010, 卷号: 372, 期号: 1, 页码: 19-44
作者:  Deng, Li;  Yao, Peng-Fei
收藏  |  浏览/下载：113/0  |  提交时间：2018/07/30
Semilinear Schrodinger equation  Exact controllability  Riemannian metric