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山东大学 [10]
数学与系统科学研究院 [9]
北京大学 [3]
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深圳先进技术研究院 [1]
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期刊论文 [21]
会议论文 [2]
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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
Hierarchical optimal control for input-affine nonlinear systems through the formulation of Stackelberg game
期刊论文
INFORMATION SCIENCES, 2020, 卷号: 517, 页码: 1-17
作者:
Mu, Chaoxu
;
Wang, Ke
;
Zhang, Qichao
;
Zhao, Dongbin
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浏览/下载：17/0
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提交时间：2020/04/07
Nonzero-sum differential game
Hierarchical optimization
Nonlinear dynamics
Stackelberg equilibrium
Neural network
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
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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浏览/下载：13/0
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提交时间：2020/05/24
Portfolios
Optimal control
Nickel
Covariance matrices
Optimization
Indexes
Multiperiod mean-variance portfolio selection
stochastic linear-quadratic (LQ) control
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
收藏
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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
收藏
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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
收藏
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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
Time-inconsistent stochastic linear quadratic control for discrete-time systems
期刊论文
中国科学. 信息科学, 2017, 卷号: 60, 期号: 12
作者:
Qi Qingyuan
;
Zhang Huanshui
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浏览/下载：10/0
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提交时间：2019/12/16
time-inconsistency
open-loop equilibrium control
maximum principle
FBSDE
nonsymmetric Riccati equations
Time-inconsistent stochastic linear quadratic control for discrete-time systems
期刊论文
Science China(Information Sciences), 2017, 期号: 12, 页码: 44-56
作者:
Qingyuan QI
;
Huanshui ZHANG
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浏览/下载：6/0
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提交时间：2019/12/12
time-inconsistency
open-loop equilibrium control
maximum principle
FBSDE
nonsymmetric Riccati equations
Optimal actuator location of minimum norm controls for heat equation with general controlled domain
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2016, 卷号: 261, 期号: 6, 页码: 3588-3614
作者:
Guo, Bao-Zhu
;
Xu, Yashan
;
Yang, Dong-Hui
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浏览/下载：16/0
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提交时间：2018/07/30
Heat equation
Optimal control
Optimal location
Game theory
Nash equilibrium
Leader-follower stochastic differential game with asymmetric information and applications
期刊论文
AUTOMATICA, 2016, 卷号: 63, 页码: 60-73
作者:
Shi, Jingtao
;
Wang, Guangchen
;
Xiong, Jie
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浏览/下载：2/0
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提交时间：2019/12/16
Leader-follower stochastic differential game
Asymmetric information
Filtering
Conditional mean-field forward-backward stochastic
differential equation
Partial information linear-quadratic control
Open-loop Stackelberg equilibrium
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