4 citations · 7 across the 5 of their papers we have counts for
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math.OC2014
A Mean-Variance Control Framework for Platoon Control Problems: Weak Convergence Results and Applications on Reduction of Complexity
Zhixin Yang, G. Yin, Le Yi Wang +1
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the ran…
math.OC2014★ 4 cited
Near-Optimal Mean-Variance Controls under Two-time-scale Formulations and Applications
Zhixin Yang, G. Yin, Le Yi Wang +1
Although the mean-variance control was initially formulated for financial portfolio management problems in which one wants to maximize expected return and control the risk, our mot…