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Publikováno v:
2017 Chinese Automation Congress (CAC).
This paper considers the stabilization problem of nonlinear stochastic Hamiltonian systems with input time-varying delay. The systems under consideration are also subject to some small parameter perturbations in which are unavoidably involved. The di
Autor:
Zi-Ming Wang, Airong Wei
Publikováno v:
2017 Chinese Automation Congress (CAC).
In this paper, a hybrid block Bregman projection iterative process is designed to seek a common fixed point about N Bregman quasi-strict pseudo-contractive operators. Furthermore, strong convergence results are given in some Banach space.
Publikováno v:
2017 Chinese Automation Congress (CAC).
This paper is concerned with the problem of finite-time H 2 /H ∞ control for linear stochastic systems. First, a new definition of finite-time H 2 /H ∞ control is given. Second, some sufficient conditions for the existence of finite-time H 2 /H
Autor:
Yuan-Hua Ni
Publikováno v:
2017 Chinese Automation Congress (CAC).
In this paper, the time-consistent solution of a time-inconsistent stochastic LQ problem is investigated. Necessary and sufficient condition is obtained to the existence of the open-loop time-consistent equilibrium control, which contain the solvabil
Autor:
Pengyan Huang, Guangchen Wang
Publikováno v:
2017 Chinese Automation Congress (CAC).
This paper is concerned with a kind of non-zero sum differential game of mean-field backward stochastic differential equation (MF-BSDE). A necessary condition for Nash equilibrium point is derived first, then the result is applied to study a linear-q
Autor:
Ting Hou, Yueying Liu
Publikováno v:
2017 Chinese Automation Congress (CAC).
In this paper, LQ optimal control problems are discussed for a broad class of linear stochastic differential equations (SDEs) with infinite Markovian jumps. Firstly, stochastic LQ control problem for finite horizon case is analyzed. Secondly, under s