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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：2/0  |  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  
Tracking control and parameter identification with quantized ARMAX systems 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2019, 卷号: 62, 期号: 9, 页码: 3
Authors:  Jing, Lida;  Zhang, Jifeng
Favorite  |  View/Download：9/0  |  Submit date：2020/01/10
Consensus conditions of continuous-time multi-agent systems with time-delays and measurement noises 期刊论文
AUTOMATICA, 2019, 卷号: 99, 页码: 412-419
Authors:  Zong, Xiaofeng;  Li, Tao;  Zhang, Ji-Feng
Favorite  |  View/Download：12/0  |  Submit date：2019/03/05
Multi-agent system  Time-delay  Measurement noise  Mean square consensus  Almost sure consensus  
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：6/0  |  Submit date：2019/12/13
time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution  
动态采样输出调节切换自适应方法 期刊论文
系统科学与数学, 2019, 卷号: 000, 期号: 002, 页码: 286
Authors:  黄亚欣;  刘允刚;  张纪峰
Favorite  |  View/Download：7/0  |  Submit date：2020/01/10
trackingcontrolandparameteridentificationwithquantizedarmaxsystems 期刊论文
sciencechinainformationscience, 2019, 卷号: 62, 期号: 9
Authors:  Jing Lida;  Zhang Jifeng
Favorite  |  View/Download：5/0  |  Submit date：2019/12/13
Consensus control of second-order delayed multiagent systems with intrinsic dynamics and measurement noises 期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2018, 卷号: 28, 期号: 16, 页码: 5050-5070
Authors:  Zong, Xiaofeng;  Li, Tao;  Zhang, Ji-Feng
Favorite  |  View/Download：16/0  |  Submit date：2018/11/16
consensus  delay  intrinsic dynamics  noise  multiagent systems  
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：14/0  |  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：13/0  |  Submit date：2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Information Security Protocol Based System Identification with Binary-Valued Observations 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 946-963
Authors:  Xu, Changbao;  Zhao, Yanlong;  Zhang, Ji-Feng
Favorite  |  View/Download：11/0  |  Submit date：2018/07/30
Cryptography  identification algorithm  information security  passive attacks  security protocol  time complexity