Li, Xun; Li, Na; Peng, Jing; Xu, Zuo Quan Stochastic linear quadratic optimal control problem: a reinforcement learning method. (English) Zbl 07741007 IEEE Trans. Autom. Control 67, No. 9, 5009-5016 (2022). MSC: 93-XX PDFBibTeX XMLCite \textit{X. Li} et al., IEEE Trans. Autom. Control 67, No. 9, 5009--5016 (2022; Zbl 07741007) Full Text: DOI arXiv
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav Equilibrium solutions of multiperiod mean-variance portfolio selection. (English) Zbl 07256293 IEEE Trans. Autom. Control 65, No. 4, 1716-1723 (2020). MSC: 91G10 93E20 49N10 PDFBibTeX XMLCite \textit{Y.-H. Ni} et al., IEEE Trans. Autom. Control 65, No. 4, 1716--1723 (2020; Zbl 07256293) Full Text: DOI arXiv
Huang, Jianhui; Li, Xun; Wang, Tianxiao Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. (English) Zbl 1359.91008 IEEE Trans. Autom. Control 61, No. 9, 2670-2675 (2016). MSC: 91A15 91A23 PDFBibTeX XMLCite \textit{J. Huang} et al., IEEE Trans. Autom. Control 61, No. 9, 2670--2675 (2016; Zbl 1359.91008) Full Text: DOI arXiv
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. (English) Zbl 1359.93540 IEEE Trans. Autom. Control 61, No. 11, 3269-3284 (2016). MSC: 93E20 PDFBibTeX XMLCite \textit{Y.-H. Ni} et al., IEEE Trans. Autom. Control 61, No. 11, 3269--3284 (2016; Zbl 1359.93540) Full Text: DOI
Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun Indefinite mean-field stochastic linear-quadratic optimal control. (English) Zbl 1360.93782 IEEE Trans. Autom. Control 60, No. 7, 1786-1800 (2015). MSC: 93E20 49N10 PDFBibTeX XMLCite \textit{Y.-H. Ni} et al., IEEE Trans. Autom. Control 60, No. 7, 1786--1800 (2015; Zbl 1360.93782) Full Text: DOI
Cui, Xiangyu; Li, Xun; Li, Duan Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. (English) Zbl 1360.91133 IEEE Trans. Autom. Control 59, No. 7, 1833-1844 (2014). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{X. Cui} et al., IEEE Trans. Autom. Control 59, No. 7, 1833--1844 (2014; Zbl 1360.91133) Full Text: DOI arXiv
Huang, Jianhui; Li, Xun; Wang, Guangchen Maximum principles for a class of partial information risk-sensitive optimal controls. (English) Zbl 1368.93139 IEEE Trans. Autom. Control 55, No. 6, 1438-1443 (2010). MSC: 93B35 49K45 PDFBibTeX XMLCite \textit{J. Huang} et al., IEEE Trans. Autom. Control 55, No. 6, 1438--1443 (2010; Zbl 1368.93139) Full Text: DOI
Huang, Jianhui; Li, Xun System uncertainty and statistical detection for jump-diffusion models. (English) Zbl 1368.93747 IEEE Trans. Autom. Control 55, No. 3, 697-702 (2010). MSC: 93E12 62C10 PDFBibTeX XMLCite \textit{J. Huang} and \textit{X. Li}, IEEE Trans. Autom. Control 55, No. 3, 697--702 (2010; Zbl 1368.93747) Full Text: DOI