2 papers
math.OC2025
Stabilizing Rate of Stochastic Control Systems
Hui Jia, Yuan-Hua Ni, Guangchen Wang
This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically o…
math.OC2023
Decentralized Stochastic Linear-Quadratic Optimal Control with Risk Constraint and Partial Observation
Jia Hui, Yuan-Hua Ni
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constr…