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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  
Differentially private distributed algorithms for stochastic aggregative games 期刊论文
AUTOMATICA, 2022, 卷号: 142, 页码: 13
作者:  Wang, Jimin;  Zhang, Ji-Feng;  He, Xingkang
收藏  |  浏览/下载：29/0  |  提交时间：2023/02/07
Differential privacy  Stochastic aggregative games  Distributed algorithms  Stochastic approximation  
Differentially private resilient distributed cooperative online estimation over digraphs 期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2022, 页码: 19
作者:  Wang, Jimin;  Zhang, Ji-Feng;  Liu, Xiao-Kang
收藏  |  浏览/下载：56/0  |  提交时间：2023/02/07
differential privacy  distributed online estimation  resilient estimation  stochastic approximation  
A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds 期刊论文
AUTOMATICA, 2022, 卷号: 135, 页码: 14
作者:  Wang, Ying;  Zhao, Yanlong;  Zhang, Ji-Feng;  Guo, Jin
收藏  |  浏览/下载：57/0  |  提交时间：2023/02/07
System identification  Binary-valued observations  Stochastic framework  Deterministic framework  
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：177/0  |  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  
Differentially private consensus algorithm for continuous-time heterogeneous multi-agent systems 期刊论文
AUTOMATICA, 2020, 卷号: 122, 页码: 10
作者:  Liu, Xiao-Kang;  Zhang, Ji-Feng;  Wang, Jimin
收藏  |  浏览/下载：131/0  |  提交时间：2021/04/26
Multi-agent systems  Networked control systems  Differential privacy  
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：159/0  |  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：107/0  |  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