135 citations · 241 across the 29 of their papers we have counts for
6 papers · 1 filter
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
Na Li, Xun Li, Jing Peng +1
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynam…
Optimal control and stablilization for linear continuous-time mean-field systems with delay
Xiao Ma, Qingyuan Qi, Xun Li +1
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabiliz…
Optimal Control for Discrete-time NCSs with Input Delay and Markovian Packet Losses: Hold-Input Case
Hongdan Li, Xun Li, Huanshui Zhang
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in…
A stochastic maximum principle for partially observed stochastic control systems with delay
Shuaiqi Zhang, Xun Li, Jie Xiong
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle f…
Mean-Field Linear-Quadratic Stochastic Differential Games in an Infinite Horizon
Xun Li, Jingtao Shi, Jiongmin Yong
This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibri…
Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems
Na Li, Xun Li, Zhiyong Yu
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the…