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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
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Submit date: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
Authors:
Si, Binbin
;
Ni, Yuan-Hua
;
Zhang, Ji-Feng
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Submit date:2020/09/23
Forward-backward stochastic difference equation
open-loop equilibrium control
regime switching
stochastic linear-quadratic problem
time inconsistency
Special Topic: Games in Control Systems Preface to special topic on games in control systems
期刊论文
NATIONAL SCIENCE REVIEW, 2020, 卷号: 7, 期号: 7, 页码: 1115-1115
Authors:
Zhang, Ji-Feng
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Submit date:2021/01/14
Challenges and opportunities facing game theory and control: an interview with Tamer Basar
期刊论文
NATIONAL SCIENCE REVIEW, 2020, 卷号: 7, 期号: 7, 页码: 1142-1146
Authors:
Zhang, Ji-Feng
;
Basar, Tamer
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Submit date:2021/01/14
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
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View/Download:12/0
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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
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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
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Submit date:2019/03/05
Multi-agent system
Time-delay
Measurement noise
Mean square consensus
Almost sure consensus
trackingcontrolandparameteridentificationwithquantizedarmaxsystems
期刊论文
sciencechinainformationscience, 2019, 卷号: 62, 期号: 9
Authors:
Jing Lida
;
Zhang Jifeng
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Submit date:2019/12/13
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
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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
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Submit date:2020/01/10