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Max-Min Fair Sensor Scheduling: Game-Theoretic Perspective and Algorithmic Solution 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 5, 页码: 2379-2385
Authors:  Wu, Shuang;  Ren, Xiaoqiang;  Hong, Yiguang;  Shi, Ling
Favorite  |  View/Download:48/0  |  Submit date:2021/10/26
Games  Resource management  Nash equilibrium  Optimal scheduling  Scheduling  Estimation error  Game theory  Kalman filtering  max–  min fairness  scheduling  state estimation  
Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 2, 页码: 745-752
Authors:  Li, Weijian;  Zeng, Xianlin;  Hong, Yiguang;  Ji, Haibo
Favorite  |  View/Download:57/0  |  Submit date:2021/04/26
Distributed matrix computation  distributed optimization  linear equality constraints  nuclear norm minimization  
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
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:65/0  |  Submit date:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) 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
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:68/0  |  Submit date: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
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:63/0  |  Submit date:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 10, 页码: 5227-5233
Authors:  Zeng, Xianlin;  Yi, Peng;  Hong, Yiguang
Favorite  |  View/Download:50/0  |  Submit date:2018/07/30
Constrained distributed optimization  continuous-time algorithms  multi-agent systems  nonsmooth analysis  projected dynamical systems  
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
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
Favorite  |  View/Download:66/0  |  Submit date:2018/07/30
Indefinite linear-quadratic optimal control  mean-field theory  stochastic system  
Receding Horizon Based Feedback Optimization for Mix-Valued Logical Networks 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 12, 页码: 3362-3366
Authors:  Cheng, Daizhan;  Zhao, Yin;  Xu, Tingting
Favorite  |  View/Download:46/0  |  Submit date:2018/07/30
Discount factor  mix-valued logical network  optimization  receding horizon control  
Convergence of an Upwind Finite-Difference Scheme for Hamilton-Jacobi-Bellman Equation in Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 11, 页码: 3012-3017
Authors:  Sun, Bing;  Guo, Bao-Zhu
Favorite  |  View/Download:50/0  |  Submit date:2018/07/30
Convergence  finite-difference  Hamilton-Jacobi-Bellman equation  numerical approximation  optimal 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
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun
Favorite  |  View/Download:51/0  |  Submit date:2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection