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20182023
most citedDeterministic Optimal Control of Ito Stochastic Systems with Random Coefficients

1 citations · 1 across the 4 of their papers we have counts for

collaborators

11 papers

math.OC2023

Reinforcement Learning for Stochastic LQ Control of Discrete-Time Systems with Multiplicative Noises

Hongdan Li, Lucky Qiaofeng Li, Xun Li +1

This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose…

math.OC2022

An Approach to Mismatched Disturbance Rejection Control for Uncontrollable Systems

Shichao Lv, Hongdan Li, Kai Peng +1

This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introduci…

math.OC2020

Optimal Control for Discrete-time NCSs with Input Delay and Markovian Packet Losses: Hold-Input Case

Hongdan Li, Xun Li, Huanshui Zhang

This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in…

math.OC2019

Stabilization Control for ItO Stochastic System with Indefinite State and Control Weight Costs

Hongdan Li, Qingyuan Qi, Huanshui Zhang

In standard linear quadratic (LQ) control, the first step in investigating infinite-horizon optimal control is to derive the stabilization condition with the optimal LQ controller.…

math.OC2019

Optimal Control Problem for Discrete-Time Systems with Colored Multiplicative Noise

Hongdan Li, Juanjuan Xu, Huanshui Zhang

The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of…

math.OC20191 cited

Deterministic Optimal Control of Ito Stochastic Systems with Random Coefficients

Hongdan Li, Juanjuan Xu, Huanshui Zhang

This paper is concerned with the deterministic optimal control of Ito stochastic systems with random coefficients. The necessary and sufficient conditions for the unique solvabilit…