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math.OC2026
Near-Optimal Mixed Strategy for Zero-Sum Linear-Quadratic Differential Games
Tao Xu, Wang Xi, Jianping He
Deriving analytic solutions for optimal mixed strategies in zero-sum linear-quadratic differential games (ZSLQDGs) remains an open problem. In this paper, we analytically synthesiz…
math.OC2024
Distributionally Robust Probabilistic Prediction for Stochastic Dynamical Systems
Tao Xu, Jianping He
Probabilistic prediction of stochastic dynamical systems (SDSs) aims to accurately predict the conditional probability distributions of future states. However, accurate probabilist…