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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:112/0  |  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  
Consensus control of second-order delayed multiagent systems with intrinsic dynamics and measurement noises 期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2018, 卷号: 28, 期号: 16, 页码: 5050-5070
作者:  Zong, Xiaofeng;  Li, Tao;  Zhang, Ji-Feng
收藏  |  浏览/下载:180/0  |  提交时间:2018/11/16
consensus  delay  intrinsic dynamics  noise  multiagent systems  
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:133/0  |  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:125/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
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:151/0  |  提交时间:2018/07/30
Consentability  consensus  multiagent system  multiplicative noise  time delay  
DELAYED OPTIMAL CONTROL OF STOCHASTIC LQ PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3370-3407
作者:  Ni, Yuan-Hua;  Yiu, Ka-Fai Cedric;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/25
stochastic linear-quadratic optimal control  transmission delay  forward-backward stochastic difference equation  convexity  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 11, 页码: 3269-3284
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
Indefinite linear-quadratic optimal control  mean-field theory  stochastic system  
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters 期刊论文
SYSTEMS & CONTROL LETTERS, 2016, 卷号: 93, 页码: 69-76
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
Mean-field  Markov jump  Stochastic control  
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:130/0  |  提交时间:2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2015, 卷号: 53, 期号: 6, 页码: 3339-3363
作者:  Huang, Minyi;  Li, Tao;  Zhang, Ji-Feng
收藏  |  浏览/下载:125/0  |  提交时间:2018/07/30
backward product  consensus  ergodicity  Markovian switch  mean square convergence  stochastic approximation