CSpace

浏览/检索结果: 共4条,第1-4条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
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:129/0  |  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:120/0  |  提交时间:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Distributed resource allocation over random networks based on stochastic approximation 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 44-51
作者:  Yi, Peng;  Lei, Jinlong;  Hong, Yiguang
收藏  |  浏览/下载:153/0  |  提交时间:2018/07/30
Distributed optimization  Resource allocation  Stochastic approximation  Random graph  Demand response  
Optimal distributed stochastic mirror descent for strongly convex optimization 期刊论文
AUTOMATICA, 2018, 卷号: 90, 页码: 196-203
作者:  Yuan, Deming;  Hong, Yiguang;  Ho, Daniel W. C.;  Jiang, Guoping
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
Distributed stochastic optimization  Strong convexity  Non-Euclidean divergence  Mirror descent  Epoch gradient descent  Optimal convergence rate