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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:68/0  |  提交时间:2023/02/07
Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
A quantized output feedback MRAC scheme for discrete-time linear systems 期刊论文
AUTOMATICA, 2022, 卷号: 145, 页码: 10
作者:  Zhang, Yanjun;  Zhang, Ji-Feng
收藏  |  浏览/下载:55/0  |  提交时间:2023/02/07
Model reference adaptive control  Discrete-time  Output tracking  Quantized output feedback  
Quantized-output feedback model reference control of discrete-time linear systems 期刊论文
AUTOMATICA, 2022, 卷号: 137, 页码: 8
作者:  Zhang, Yanjun;  Zhang, Ji-Feng;  Liu, Xiao-Kang;  Liu, Zhen
收藏  |  浏览/下载:57/0  |  提交时间:2023/02/07
Model reference control  Discrete-time  Output tracking  Quantized-output feedback  
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:175/0  |  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  
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:129/0  |  提交时间:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载:153/0  |  提交时间:2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:157/0  |  提交时间:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
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  
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:172/0  |  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:130/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency