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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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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Finite-Horizon Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.12.127 ◽

2015 ◽

Vol 48 (28) ◽

pp. 211-216 ◽

Author(s):

Yuan-Hua Ni ◽

Xun Li ◽

Ji-Feng Zhang

Keyword(s):

Optimal Control ◽

Finite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Discrete‐time mean‐field stochastic linear‐quadratic optimal control problem with finite horizon

Asian Journal of Control ◽

10.1002/asjc.2306 ◽

2020 ◽

Author(s):

Teng Song ◽

Bin Liu

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Finite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon

Mathematical Control & Related Fields ◽

10.3934/mcrf.2015.5.97 ◽

2015 ◽

Vol 5 (1) ◽

pp. 97-139 ◽

Author(s):

Jianhui Huang ◽

◽

Xun Li ◽

Jiongmin Yong ◽

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Differential Equations ◽

Infinite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

Optimization ◽

10.1080/02331934.2015.1014481 ◽

2015 ◽

Vol 65 (3) ◽

pp. 609-633 ◽

Author(s):

S. Pickenhain ◽

A. Burtchen ◽

K. Kolo ◽

V. Lykina

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Pseudospectral Method ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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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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Finite-Horizon Linear-Quadratic Optimal Control with General Boundary Conditions

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5102-9_202-2 ◽

2019 ◽

pp. 1-7

Author(s):

Augusto Ferrante ◽

Lorenzo Ntogramatzidis

Keyword(s):

Optimal Control ◽

Boundary Conditions ◽

Finite Horizon ◽

General Boundary ◽

General Boundary Conditions ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

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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Generalized Finite-Horizon Linear-Quadratic Optimal Control

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5102-9_202-1 ◽

2013 ◽

pp. 1-8

Author(s):

Augusto Ferrante

Keyword(s):

Optimal Control ◽

Finite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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A linear quadratic optimal control for a class of discrete systems: the infinite horizon case

Optimization ◽

10.1080/02331930903377061 ◽

2011 ◽

Vol 60 (4) ◽

pp. 477-493

Author(s):

M. Rachik ◽

A. Abdelhak ◽

H. Jourhmane

Keyword(s):

Optimal Control ◽

Infinite Horizon ◽

Discrete Systems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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