supported by National Basic Research Program of China (973 Program) (Grant No. 2014CB845301);National Natural Science Foundation of China (Grant No. 61227902)
This paper focuses on the decision-implementation complexity (DIC) of cooperative games. The complexity of a control law is a fundamental issue in practice because it is closely related to control cost. First, we fo...
supported by the National Basic Research Program of China (973 Program, 2007CB814904);the National Natural Science Foundations of China (10921101);Shandong Province (2008BS01024, ZR2010AQ004);the Science Funds for Distinguished Young Scholars of Shandong Province (JQ200801);Shandong University (2009JQ004),the Independent Innovation Foundations of Shandong University (IIFSDU,2009TS036, 2010TS060)
A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where ...
supported by National Basic Research Program of China (973 Program) (No. 2010CB731800);Key Project of National Science Foundation of China (No. 60934003);National Nature Science Foundation of China (No. 61074065);Key Project for Natural Science Research of Hebei Education Department, PRC(No. ZD200908);Key Project for Shanghai Committee of Science and Technology (No. 08511501600)
In this paper, the problems of target tracking and obstacle avoidance for multi-agent networks with input constraints are investigated. When there is a moving obstacle, the control objectives are to make the agents tr...
The NSF(10671112)of China;National Basic Research Program(973 Program)(2007CB814904)of China;the NSF(Z2006A01)of Shandong Province and the Chinese New Century Young Teachers Program
In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedba...