| 1 |
Constrained Stochastic LQ Optimal Control Problem with Random Coefficients on Infinite Time Horizon
Pu JY, Zhang Q
Applied Mathematics and Optimization, 83(2), 1005, 2021 |
| 2 |
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
Ni YH, Li X, Zhang JF, Krstic M
IEEE Transactions on Automatic Control, 65(4), 1716, 2020 |
| 3 |
A Proof on Equivalence of Stagewise Newton and Dreyfus's Successive Approximation Procedures
Mizutani E
IEEE Transactions on Automatic Control, 65(6), 2716, 2020 |
| 4 |
Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems
Zhang HS, Qi QY, Fu MY
IEEE Transactions on Automatic Control, 64(3), 1125, 2019 |
| 5 |
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
Lin YN, Jiang XS, Zhang WH
IEEE Transactions on Automatic Control, 64(1), 97, 2019 |
| 6 |
Adaptive Actuator Failure Compensation for Possibly Nonminimum-Phase Systems Using Control Separation Based LQ Design
Wen LY, Tao G, Yang H, Jiang B
IEEE Transactions on Automatic Control, 64(1), 143, 2019 |
| 7 |
Discontinuous Nash Equilibria in a Two-Stage Linear-Quadratic Dyna mic Game With Linear Constraints
Singh R, Wiszniewska-Matyszkiel A
IEEE Transactions on Automatic Control, 64(7), 3074, 2019 |
| 8 |
Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
Lin YN, Jiang XS, Zhang WH
Automatica, 94, 341, 2018 |
| 9 |
Batch-to-Batch Finite-Horizon LQ Control for Unknown Discrete-Time Linear Systems Via Stochastic Extremum Seeking
Liu SJ, Krstic M, Basar T
IEEE Transactions on Automatic Control, 62(8), 4116, 2017 |
| 10 |
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market
Lv SY, Wu Z, Yu ZY
Automatica, 69, 176, 2016 |
