Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
DOI10.1016/j.jfranklin.2021.08.022zbMath1472.93201OpenAlexW3197975722MaRDI QIDQ2235433
Weihai Zhang, Chenchen Peng, Limin Ma
Publication date: 21 October 2021
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2021.08.022
stochastic cooperative linear-quadratic dynamic difference gamestochastic multiobjective optimal control
Cooperative games (91A12) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multi-agent zero-sum differential graphical games for disturbance rejection in distributed control
- Pareto optimality in infinite horizon linear quadratic differential games
- The regular convex cooperative linear quadratic control problem
- Nonlinear multiobjective optimization
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems
- Multi-objective generalized \(H_2\) control
- Discrete-time indefinite LQ control with state and control dependent noises
- Finite-time guaranteed cost control for uncertain mean-field stochastic systems
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon
- Stability and robustness analysis of minmax solutions for differential graphical games
- Linear quadratic Pareto game of the stochastic systems in infinite horizon
- Finite-horizon multi-objective generalized \(H_2\) control with transients
- Adaptive optimal tracking controls of unknown multi-input systems based on nonzero-sum game theory
- Multi-agent differential graphical games: online adaptive learning solution for synchronization with optimality
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
- Constructive <inline-formula> <tex-math notation="TeX">$\epsilon$</tex-math></inline-formula>-Nash Equilibria for Nonzero-Sum Differential Games
- Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games
- Necessary and Sufficient Conditions for Pareto Optimal Solutions of Cooperative Differential Games
- A General Stochastic Maximum Principle for Optimal Control Problems
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Delayed Optimal Control of Stochastic LQ Problem
- Pareto Front Characterization for Multiobjective Optimal Control Problems Using Hamilton--Jacobi Approach
- Pareto Optimal Strategy for Stochastic Weakly Coupled Large Scale Systems With State Dependent System Noise
- On a Matrix Riccati Equation of Stochastic Control
This page was built for publication: Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
