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math.OC2023
Criteria for stabilizing a multi-delay stochastic system with multiplicative control-dependent noises
Cheng Tan, Zhengqiang Zhang, Haoting Sui +1
In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises.…
math.OC2018
Learning Based Control Policy and Regret Analysis for Online Quadratic Optimization with Asymmetric Information Structure
Cheng Tan, Wing Shing Wong
In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an onli…