全耦合非线性FBS△Es：可解性和LQ控制见解

IF 5.9 2区计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS

Automatica Pub Date : 2025-09-26 DOI:10.1016/j.automatica.2025.112601

Zhipeng Niu , Qingxin Meng , Xun Li , Maoning Tang

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引用次数: 0

摘要

本文基于线性二次型（LQ）最优控制问题，提出了一类完全耦合非线性正反向随机差分方程（FBS△Es），并证明了其解的存在性。从各种正倒向随机微分方程的可解性研究中得到启发，将主导单调框架离散化，利用连续介质方法证明了全耦合FBS△Es的唯一可解性，并得到了其解的一对估计，最后将所得结论应用于相关的LQ问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Fully coupled nonlinear FBS△Es: Solvability and LQ control insights

In this paper, a class of fully coupled nonlinear forward–backward stochastic difference equations (FBS

△

Es) is proposed and the existence of solutions is proved based on a linear-quadratic (LQ) optimal control problem. Inspired from the solvability studies of various forward–backward stochastic differential equations (FBSDEs), the dominant-monotone framework is discretized and a continuum approach is used to prove the unique solvability of the fully coupled FBS

△

Es and to obtain a pair of estimates on the solutions, and finally, the conclusions are applied to the related LQ problem.

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来源期刊

Automatica 工程技术-工程：电子与电气

CiteScore

10.70

自引率

7.80%

发文量

617

审稿时长

5 months

期刊介绍： Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.