7 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…
Open-Loop and Closed-Loop Strategies for Linear Quadratic Mean Field Games: The Direct Approach
Yong Liang, Bing-Chang Wang, Huanshui Zhang
This paper delves into studying the differences and connections between open-loop and closed-loop strategies for the linear quadratic (LQ) mean field games (MFGs) by the direct app…
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…
Finite-Horizon Discrete-Time Optimal Control for Nonlinear Systems under State and Control Constraints
Chuanzhi Lv, Hongdan Li, Huanshui Zhang
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal…
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…