Performance improvement of active suspension constrained system via neural network identification
A robust adaptive control method for a certain type of quarter active suspension system
(ASS) is proposed in this work. The constraint issue of ASS is put into consideration …
(ASS) is proposed in this work. The constraint issue of ASS is put into consideration …
An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation
G Wang, H Xiao, G Xing - Automatica, 2017 - Elsevier
This article is concerned with an optimal control problem derived by mean-field forward–
backward stochastic differential equation with noisy observation, where the drift coefficients …
backward stochastic differential equation with noisy observation, where the drift coefficients …
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability
X Feng, Y Hu, J Huang - The Annals of Applied Probability, 2023 - projecteuclid.org
This paper aims to systematically solve stochastic team optimization of a large-scale system,
in a linear-quadratic-Gaussian framework. Concretely, the underlying large-scale system …
in a linear-quadratic-Gaussian framework. Concretely, the underlying large-scale system …
Linear–quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
N Li, G Wang, Z Wu - Automatica, 2020 - Elsevier
This article studies a linear–quadratic (LQ) optimal control problem for time-delay stochastic
system with recursive utility under full and partial information. The system is described by an …
system with recursive utility under full and partial information. The system is described by an …
Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Differential Equations Driven by Subdiffusion
S Zhang, ZQ Chen - SIAM Journal on Control and Optimization, 2024 - SIAM
We study optimal stochastic control problems for fully coupled forward-backward stochastic
differential equations driven by anomalous subdiffusion, which have nontrivial mixed …
differential equations driven by anomalous subdiffusion, which have nontrivial mixed …
Linear quadratic optimal control for time-delay stochastic system with partial information
This paper is concerned with the linear quadratic optimal control problem for the time-delay
stochastic system with partial information. The main contribution is to derive the equivalent …
stochastic system with partial information. The main contribution is to derive the equivalent …
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps
In this paper, we establish necessary conditions of optimality for partially observed optimal
control problems of Mckean–Vlasov type. The system is described by a controlled stochastic …
control problems of Mckean–Vlasov type. The system is described by a controlled stochastic …
Linear quadratic control of backward stochastic differential equation with partial information
G Wang, W Wang, Z Yan - Applied Mathematics and Computation, 2021 - Elsevier
In this paper, we study an optimal control problem of linear backward stochastic differential
equation (BSDE) with quadratic cost functional under partial information. This problem is …
equation (BSDE) with quadratic cost functional under partial information. This problem is …
Linear-quadratic stochastic Stackelberg differential game with asymmetric information
This paper is concerned with a linear-quadratic stochastic Stackelberg differential game,
where players have asymmetric roles, with one leader and one follower in the context of two …
where players have asymmetric roles, with one leader and one follower in the context of two …
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
A Bensoussan, X Feng, J Huang - Mathematical control and …, 2021 - ira.lib.polyu.edu.hk
This paper considers a class of linear-quadratic-Gaussian (LQG) mean-field games (MFGs)
with partial observation structure for individual agents. Unlike other literature, there are some …
with partial observation structure for individual agents. Unlike other literature, there are some …