Detao Zhang

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Article history: Received: 19.06.2014. Received in revised form: 06.11.2014. Accepted: 11.11.2014. This paper addresses the robust model predictive control (MPC) for a class of time delay descriptor systems with linear fractional uncertainty and input constrains. The systems are transferred to the piecewise continuous descriptor systems and a piecewise(More)
Here, we discuss the near-optimality for a class of stochastic impulse control problems. The state process in our problem is given by forward-backward stochastic differential equations (FBSDEs) with two control components involved: the regular and impulse control. More specially, the impulse control is defined on a sequence of prescribed stopping times. A(More)
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