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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:8/0  |  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  
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
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:10/0  |  Submit date:2019/12/13
time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution  
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:18/0  |  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:17/0  |  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
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:9/0  |  Submit date:2019/12/31
WAVE EQUATION STABILIZATION BY DELAYS EQUAL TO EVEN MULTIPLES OF THE WAVE PROPAGATION TIME 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2011, 卷号: 49, 期号: 2, 页码: 517-554
Authors:  Wang, Jun-Min;  Guo, Bao-Zhu;  Krstic, Miroslav
Favorite  |  View/Download:2/0  |  Submit date:2018/07/30
wave equation  time delay  boundary control  distributed parameter system  
BOUNDARY CONTROLLERS AND OBSERVERS FOR THE LINEARIZED SCHRODINGER EQUATION 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2011, 卷号: 49, 期号: 4, 页码: 1479-1497
Authors:  Krstic, Miroslav;  Guo, Bao-Zhu;  Smyshlyaev, Andrey
Favorite  |  View/Download:10/0  |  Submit date:2018/07/30
distributed parameter systems  backstepping  stabilization  
Arbitrary Decay Rate for Euler-Bernoulli Beam by Backstepping Boundary Feedback 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2009, 卷号: 54, 期号: 5, 页码: 1134-1140
Authors:  Smyshlyaev, Andrey;  Guo, Bao-Zhu;  Krstic, Miroslav
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
Backstepping  boundary control  distributed parameter systems  Euler-Bernoulli beam  Riesz basis  
Control of a tip-force destabilized shear beam by observer-based boundary feedback 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2008, 卷号: 47, 期号: 2, 页码: 553-574
Authors:  Krstic, Miroslav;  Guo, Bao-Zhu;  Balogh, Andras;  Smyshlyaev, Andrey
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
distributed parameter systems  shear beam  backstepping  stabilization  boundary control  
Output-feedback stabilization of an unstable wave equation 期刊论文
AUTOMATICA, 2008, 卷号: 44, 期号: 1, 页码: 63-74
Authors:  Krstic, Miroslav;  Guo, Bao-Zhu;  Balogh, Andras;  Smyshlyaev, Andrey
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
distributed parameter systems  wave equation  backstepping  stabilization  boundary control