- Advanced Control Systems Optimization
- Stochastic processes and financial applications
- Mathematical and Theoretical Epidemiology and Ecology Models
- Game Theory and Applications
- Fault Detection and Control Systems
- Adaptive Dynamic Programming Control
- Economic theories and models
- Distributed Sensor Networks and Detection Algorithms
- Insurance, Mortality, Demography, Risk Management
- Advanced Queuing Theory Analysis
- Random Matrices and Applications
Shandong University
2020-2024
Linyi University
2024
In this paper, we consider the discrete-time stochastic LQ optimal control with both initial and terminal constraints. The main contribution includes two aspects: one is to provide a necessary sufficient condition for exact reachability of systems; other characterize solvability constrained problem based on systems obtain explicitly controller. key technique innovatively transform system governed by forward difference equation into backward equation. This way, are able solve equations...
Abstract In this paper, we study the team optimal decentralized estimation with partial history sharing information structure. There exist agents that have their own observations and share to each other. The main contributions include two aspects: One is give iterative equations of common estimation, which conditional expectation state respect for all innovation local agent; other provide structure is, linear combination information. novelty lies in can be obtained at one time by defining an...
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system terminal state constraint. The main contribution to propose a Q-learning algorithm for controller when matrices and input are both unknown. Different from existing algorithms in literature which mainly unconstrained problem, novelty proposed available deal case constraints. A numerical example illustrated verify effectiveness algorithm.