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科研机构
山东大学 [12]
数学与系统科学研究院 [7]
自动化研究所 [1]
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期刊论文 [17]
会议论文 [3]
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2024 [1]
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2017 [6]
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Decentralized Optimal Control and Stabilization of Interconnected Systems With Asymmetric Information
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2024, 卷号: 11, 期号: 3, 页码: 698-707
作者:
Na Wang
;
Xiao Liang
;
Hongdan Li
;
Xiao Lu
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浏览/下载：1/0
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提交时间：2024/02/19
Asymmetric information
decentralized control
forward-backward stochastic difference equations
interconnected system
stalibization
Linearization of nonlinear Fokker-Planck equations and applications
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
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浏览/下载：6/0
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提交时间：2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
Time-Inconsistent Stochastic LQ Problem with Regime Switching
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:
Si, Binbin
;
Ni, Yuan-Hua
;
Zhang, Ji-Feng
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浏览/下载：13/0
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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
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
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浏览/下载：24/0
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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
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
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浏览/下载：26/0
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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
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
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浏览/下载：16/0
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提交时间：2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
New Second-Order Schemes for Forward Backward Stochastic Differential Equations
期刊论文
EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2018, 卷号: 8, 期号: 3, 页码: 399-421
作者:
Sun, Yabing
;
Zhao, Weidong
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浏览/下载：2/0
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提交时间：2019/12/11
Forward backward stochastic differential equations
Feynman-Kac formula
difference approximation
second-order scheme
General linear forward and backward Stochastic difference equations with applications
期刊论文
AUTOMATICA, 2018, 卷号: 96, 页码: 40-50
作者:
Xu, Juanjuan
;
Zhang, Huanshui
;
Xie, Lihua
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浏览/下载：14/0
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提交时间：2019/12/11
Forward and backward stochastic difference equations
Stochastic optimal
control
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
作者:
Ni, Yuan-Hua
;
Yiu, Ka-Fai Cedric
;
Zhang, Huanshui
;
Zhang, Ji-Feng
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浏览/下载：35/0
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提交时间：2018/07/25
stochastic linear-quadratic optimal control
transmission delay
forward-backward stochastic difference equation
convexity
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:
Zhuang, Yi
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浏览/下载：10/0
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提交时间：2019/12/16
stochastic differential game
maximum principle
stochastic differential
delayed equation
linear-quadratic problem
partial information
g-expectation
convex risk measure
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