4 papers
Stochastic Optimal Linear Quadratic Regulation Control of Discrete-time Systems with Delay and Quadratic Constraints
Dawei Liu, Juanjuan Xu, huanshui Zhang
This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with…
Linear Quadratic Mean Field Stackelberg Games: Open-loop and Feedback Solutions
Bing-Chang Wang, Juanjuan Xu, Huanshui Zhang +1
This paper investigates open-loop and feedback solutions of linear quadratic mean field (MF) games with a leader and a large number of followers. The leader first gives its strateg…
Spectrum Assignment of Stochastic Systems with Multiplicative Noise
Xiaomin Xue, Juanjuan Xu, Huanshui Zhang
This paper studies the spectrum assignment of a class of stochastic systems with multiplicative noise. A novel -spectrum assignment is proposed for discrete-time and continuous…
LQ Optimal Control of First-Order Hyperbolic PDE Systems with Final State Constraints
Xiaomin Xue, Juanjuan Xu, Huanshui Zhang +1
This paper studies the linear-quadratic (LQ) optimal control problem of a class of systems governed by the first-order hyperbolic partial differential equations (PDEs) with final s…