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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
Authors:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:91/0  |  Submit date:2023/02/07
Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
Authors:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:143/0  |  Submit date:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
DELAYED OPTIMAL CONTROL OF STOCHASTIC LQ PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3370-3407
Authors:  Ni, Yuan-Hua;  Yiu, Ka-Fai Cedric;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:118/0  |  Submit date:2018/07/25
stochastic linear-quadratic optimal control  transmission delay  forward-backward stochastic difference equation  convexity