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Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [5]
采集方式
OAI收割 [5]
内容类型
期刊论文 [5]
发表日期
2020 [1]
2019 [1]
2018 [2]
2017 [1]
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Time-Inconsistent Stochastic LQ Problem with Regime Switching
期刊论文
OAI收割
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:
Si, Binbin
;
Ni, Yuan-Hua
;
Zhang, Ji-Feng
  |  
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2020/09/23
Forward-backward stochastic difference equation
open-loop equilibrium control
regime switching
stochastic linear-quadratic problem
time inconsistency
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM
期刊论文
OAI收割
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
  |  
收藏
  |  
浏览/下载:33/0
  |  
提交时间: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
OAI收割
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:37/0
  |  
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
OAI收割
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:27/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
DELAYED OPTIMAL CONTROL OF STOCHASTIC LQ PROBLEM
期刊论文
OAI收割
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 5, 页码: 3370-3407
作者:
Ni, Yuan-Hua
;
Yiu, Ka-Fai Cedric
  |  
收藏
  |  
浏览/下载:125/0
  |  
提交时间:2018/07/25
stochastic linear-quadratic optimal control
transmission delay
forward-backward stochastic difference equation
convexity