Linear-quadratic optimal control for unknown mean-field stochastic discrete-time system via adaptive dynamic programming approach

Neurocomputing ◽

10.1016/j.neucom.2017.12.007 ◽

2018 ◽

Vol 282 ◽

pp. 16-24 ◽

Author(s):

Ruirui Liu ◽

Yan Li ◽

Xikui Liu

Keyword(s):

Optimal Control ◽

Adaptive Dynamic Programming ◽

Programming Approach ◽

Discrete Time System ◽

Linear Quadratic ◽

Time System ◽

Linear Quadratic Optimal Control ◽

Dynamic Programming Approach ◽

Quadratic Optimal Control

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Infinite-time stochastic linear quadratic optimal control for unknown discrete-time systems using adaptive dynamic programming approach

Neurocomputing ◽

10.1016/j.neucom.2015.06.053 ◽

2016 ◽

Vol 171 ◽

pp. 379-386 ◽

Author(s):

Tao Wang ◽

Huaguang Zhang ◽

Yanhong Luo

Keyword(s):

Optimal Control ◽

Adaptive Dynamic Programming ◽

Programming Approach ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Dynamic Programming Approach ◽

Discrete Time Systems ◽

Quadratic Optimal Control ◽

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Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method

Acta Automatica Sinica ◽

10.1360/aas-007-0635 ◽

2007 ◽

Vol 33 (6) ◽

pp. 635-639 ◽

Author(s):

Peng GUI ◽

Cheng-Hui ZHANG

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Discrete Time System ◽

Linear Quadratic ◽

Time System ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays

10.1016/j.automatica.2009.06.018 ◽

2009 ◽

Vol 45 (10) ◽

pp. 2458-2461 ◽

Author(s):

Peng Cui ◽

Chenghui Zhang ◽

Huanshui Zhang ◽

Hongguo Zhao

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Discrete Time System ◽

Linear Quadratic ◽

Time System ◽

Linear Quadratic Optimal Control ◽

Multiple Input ◽

Quadratic Optimal Control ◽

Input Delays ◽

Multiple Input Delays

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A dynamic programming approach to solving constrained linear–quadratic optimal control problems

10.1016/j.automatica.2020.109132 ◽

2020 ◽

Vol 120 ◽

pp. 109132

Author(s):

Ruth Mitze ◽

Martin Mönnigmann

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problems ◽

Programming Approach ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Dynamic Programming Approach ◽

Quadratic Optimal Control

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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

SIAM Journal on Control and Optimization ◽

10.1137/120892477 ◽

2013 ◽

Vol 51 (4) ◽

pp. 2809-2838 ◽

Author(s):

Jiongmin Yong

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability

Probability Uncertainty and Quantitative Risk ◽

10.1186/s41546-016-0002-3 ◽

2016 ◽

Vol 1 (1) ◽

Author(s):

Xun Li ◽

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Optimal Control ◽

Closed Loop ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Time-inconsistent mean-field stochastic linear-quadratic optimal control

2016 35th Chinese Control Conference (CCC) ◽

10.1109/chicc.2016.7553752 ◽

2016 ◽

Author(s):

Yuan-Hua Ni

Keyword(s):

Optimal Control ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Time Inconsistent

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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

10.1007/978-3-030-48306-7 ◽

2020 ◽

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Optimal Control ◽

Control Theory ◽

Differential Games ◽

Optimal Control Theory ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

IEEE Transactions on Automatic Control ◽

10.1109/tac.2015.2509958 ◽

2016 ◽

Vol 61 (11) ◽

pp. 3269-3284 ◽

Author(s):

Yuan-Hua Ni ◽

Xun Li ◽

Ji-Feng Zhang

Keyword(s):

Optimal Control ◽

Infinite Horizon ◽

Finite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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