中国科学院机构知识库网格
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 [7]
采集方式
OAI收割 [7]
内容类型
期刊论文 [7]
发表日期
2021 [1]
2019 [1]
2018 [2]
2016 [1]
2015 [2]
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Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
期刊论文
OAI收割
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
作者:
Wang, Bing-Chang
;
Huang, Jianhui
;
Zhang, Ji-Feng
|
收藏
|
浏览/下载：37/0
|
提交时间：2021/06/01
Mathematical model
Games
Robustness
Uncertainty
Optimal control
Stochastic processes
Differential equations
Forward-backward stochastic differential equation (FBSDE)
linear quadratic optimal control
mean field control
model uncertainty
social functional variation
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
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
期刊论文
OAI收割
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 11, 页码: 3269-3284
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
|
收藏
|
浏览/下载：26/0
|
提交时间：2018/07/30
Indefinite linear-quadratic optimal control
mean-field theory
stochastic system
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
期刊论文
OAI收割
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Li, Xun
|
收藏
|
浏览/下载：34/0
|
提交时间：2018/07/30
Indefinite stochastic linear-quadratic optimal control
mean-field theory
multi-period mean-variance portfolio selection
Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case
期刊论文
OAI收割
AUTOMATICA, 2015, 卷号: 57, 页码: 65-77
作者:
Ni, Yuan-Hua
;
Elliott, Robert
;
Li, Xun
|
收藏
|
浏览/下载：17/0
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提交时间：2018/07/30
Stochastic linear quadratic optimal control
Mean-field theory
Generalized algebraic Riccati equation
