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Linear quadratic mean field social control with common noise: A directly decoupling method? 期刊论文
AUTOMATICA, 2022, 卷号: 146, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:64/0  |  提交时间:2023/02/07
Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:126/0  |  提交时间:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case 期刊论文
AUTOMATICA, 2015, 卷号: 57, 页码: 65-77
作者:  Ni, Yuan-Hua;  Elliott, Robert;  Li, Xun
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Stochastic linear quadratic optimal control  Mean-field theory  Generalized algebraic Riccati equation  
Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays 期刊论文
AUTOMATICA, 2008, 卷号: 44, 期号: 12, 页码: 3120-3125
作者:  Zhao, Ping
收藏  |  浏览/下载:79/0  |  提交时间:2018/07/30
Stochastic nonlinear system  Markovian jump parameter  Time-delay  Practical stability  Practical controllability  Optimal control