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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.OC2023
Private Inputs for Leader-Follower Game with Feedback Stackelberg Strategy
Yue Sun, Hongdan Li, Huanshui Zhang
In this paper, the two-player leader-follower game with private inputs for feedback Stackelberg strategy is considered. In particular, the follower shares its measurement informati…
math.OC2023
An Approach to Mismatched Disturbance Rejection Control for Continuous-Time Uncontrollable Systems
Shichao Lv, Hongdan Li, Kai Peng +2
This paper focuses on optimal mismatched disturbance rejection control for linear continuoustime uncontrollable systems. Different from previous studies, by introducing a new quadr…