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学者姓名:张文钊
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In this paper, we study discrete-time nonstationary stochastic games with average reward criteria. The state space is denumerable and the action space of players are Borel spaces, while the transition probability and reward functions can be changed with time. Meanwhile, the reward functions are allowed to be non-uniformly bounded. Under the suitable optimality conditions, we establish the average optimality equation and prove the existence of Nash equilibria. Finally, we use a queueing system to illustrate our results.
Keyword :
average reward criteria average reward criteria fixed-point fixed-point Nash equilibria Nash equilibria Nonstationary stochastic games Nonstationary stochastic games
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GB/T 7714 | Liu, Congying , Zhang, Yining , Zhang, Wenzhao . DISCRETE-TIME NONSTATIONARY AVERAGE STOCHASTIC GAMES [J]. | JOURNAL OF DYNAMICS AND GAMES , 2024 , 11 (3) : 265-279 . |
MLA | Liu, Congying 等. "DISCRETE-TIME NONSTATIONARY AVERAGE STOCHASTIC GAMES" . | JOURNAL OF DYNAMICS AND GAMES 11 . 3 (2024) : 265-279 . |
APA | Liu, Congying , Zhang, Yining , Zhang, Wenzhao . DISCRETE-TIME NONSTATIONARY AVERAGE STOCHASTIC GAMES . | JOURNAL OF DYNAMICS AND GAMES , 2024 , 11 (3) , 265-279 . |
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The finite time bumpless transfer control issue is handled via the co-design of controllers and a switching mechanism for switched positive systems, where each subsystem has not to require the finite time bounded property. The key objective of this article is that the control bumpless arising from switching, by restricting the magnitude of the controller, is decreased. Sufficient conditions are also established on the basis of the construction of the state-dependent switching mechanism and the feedback controllers for subsystems, which ensures the bumpless transfer performance, the positivity as well as the finite-time boundedness of the addressed system. Additionally, a simulation example is supplied to demonstrate the efficacy of the presented finite time methodology. © 2023 Technical Committee on Control Theory, Chinese Association of Automation.
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GB/T 7714 | Lin, P. , Zhang, W. , Wang, P. et al. Finite-Time Bumpless Transfer Control of Switched Positive Systems [未知]. |
MLA | Lin, P. et al. "Finite-Time Bumpless Transfer Control of Switched Positive Systems" [未知]. |
APA | Lin, P. , Zhang, W. , Wang, P. , Sun, Y. . Finite-Time Bumpless Transfer Control of Switched Positive Systems [未知]. |
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This paper attempts to study nonzero-sum continuous-time constrained average stochastic games with independent state processes. In these game models, each player independently controls a continuous-time Markov chain, but players are coupled by the immediate cost functions. The transition rates and immediate cost functions are allowed to be unbounded. Each player wants to minimize certain expected average cost, but constraints are imposed on other expected average costs. By introducing the average occupation measures, we establish the one-to-one relationship of constrained Nash equilibria and the fixed points of certain multifunction defined on the product space of average occupation measures. Then, by using the fixed point theorem, we show the existence of constrained Nash equilibria. Finally, we show that each stationary Nash equilibrium corresponds to a global minimizer of a certain mathematical program.
Keyword :
average occupation measure average occupation measure Constrained Nash equilibrium Constrained Nash equilibrium expected average criterion expected average criterion
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GB/T 7714 | Zhang, Wenzhao , Zou, Xiaolong . Constrained average stochastic games with continuous-time independent state processes [J]. | OPTIMIZATION , 2021 . |
MLA | Zhang, Wenzhao et al. "Constrained average stochastic games with continuous-time independent state processes" . | OPTIMIZATION (2021) . |
APA | Zhang, Wenzhao , Zou, Xiaolong . Constrained average stochastic games with continuous-time independent state processes . | OPTIMIZATION , 2021 . |
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In this paper, we consider the discrete-time constrained average stochastic games with independent state processes. The state space of each player is denumerable and one-stage cost functions can be unbounded. In these game models, each player chooses an action each time which influences the transition probability of a Markov chain controlled only by this player. Moreover, each player needs to pay some costs which depend on the actions of all the players. First, we give an existence condition of stationary constrained Nash equilibria based on the technique of average occupation measures and the best response linear program. Then, combining the best response linear program and duality program, we present a non-convex mathematic program and prove that each stationary Nash equilibrium is a global minimizer of this mathematic program. Finally, a controlled wireless network is presented to illustrate our main results.
Keyword :
average occupation measures average occupation measures constrained Nash equilibria constrained Nash equilibria expected average criteria expected average criteria
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GB/T 7714 | Zhang, Wenzhao . Discrete-Time Constrained Average Stochastic Games with Independent State Processes [J]. | MATHEMATICS , 2019 , 7 (11) . |
MLA | Zhang, Wenzhao . "Discrete-Time Constrained Average Stochastic Games with Independent State Processes" . | MATHEMATICS 7 . 11 (2019) . |
APA | Zhang, Wenzhao . Discrete-Time Constrained Average Stochastic Games with Independent State Processes . | MATHEMATICS , 2019 , 7 (11) . |
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In this paper, we consider the continuous-time nonzero-sum constrained stochastic games with the discounted cost criteria. The state space is denumerable and the action space of each player is a general Polish space, while the transition rates and cost functions are allowed to be unbounded from below and from above. The strategies for each player may be history-dependent and randomized. Models with these features seemingly have not been handled in the previous literature. By constructing a sequence of continuous-time finite-state game models to approximate the original denumerable-state game model, we prove the existence of constrained Nash equilibria for the constrained games with denumerable states.
Keyword :
Constrained Nash equilibria Constrained Nash equilibria Discounted cost criteria Discounted cost criteria Nonzero-sum game Nonzero-sum game Occupation measure Occupation measure
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GB/T 7714 | Zhang, Wenzhao . Continuous-Time Constrained Stochastic Games under the Discounted Cost Criteria [J]. | APPLIED MATHEMATICS AND OPTIMIZATION , 2018 , 77 (2) : 275-296 . |
MLA | Zhang, Wenzhao . "Continuous-Time Constrained Stochastic Games under the Discounted Cost Criteria" . | APPLIED MATHEMATICS AND OPTIMIZATION 77 . 2 (2018) : 275-296 . |
APA | Zhang, Wenzhao . Continuous-Time Constrained Stochastic Games under the Discounted Cost Criteria . | APPLIED MATHEMATICS AND OPTIMIZATION , 2018 , 77 (2) , 275-296 . |
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In this paper, we consider the continuous-time nonzero-sum stochastic games under the constrained average criteria. The state space is denumerable and the action space of each player is a general Polish space. The transition rates, reward and cost functions are allowed to be unbounded. The main hypotheses in this paper include the standard drift conditions, continuity-compactness condition and some ergodicity assumptions. By applying the vanishing discount method, we obtain the existence of stationary constrained average Nash equilibria. (C) 2017 Elsevier B.V. All rights reserved.
Keyword :
Average criteria Average criteria Constrained Nash equilibria Constrained Nash equilibria Nonzero-sum game Nonzero-sum game Vanishing discount method Vanishing discount method
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GB/T 7714 | Zhang, Wenzhao , Wang, Binfu , Chen, Dewang . Continuous-time constrained stochastic games with average criteria [J]. | OPERATIONS RESEARCH LETTERS , 2018 , 46 (1) : 109-115 . |
MLA | Zhang, Wenzhao et al. "Continuous-time constrained stochastic games with average criteria" . | OPERATIONS RESEARCH LETTERS 46 . 1 (2018) : 109-115 . |
APA | Zhang, Wenzhao , Wang, Binfu , Chen, Dewang . Continuous-time constrained stochastic games with average criteria . | OPERATIONS RESEARCH LETTERS , 2018 , 46 (1) , 109-115 . |
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随着交通出行需求的增加,和交通技术的提升,全球各地都开展了智能交通的建设。本文通过现有的资料和文献,对国内外的智能交通系统进行研究。通过分析其智能交通的发展历史和现状,深入了解其公共交通系统和私人交通系统的信息处理流程与技术,并结合我国的国情和交通网的发展现状对我国城市的智能交通信息化建设提出合理的建议和发展方向。
Keyword :
信息服务 信息服务 公共交通系统 公共交通系统 智能交通 智能交通 私人交通系统 私人交通系统
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GB/T 7714 | 郑成斌 , 张文钊 . ITS信息化服务研究综述 [C] . 2015 : 1-6 . |
MLA | 郑成斌 et al. "ITS信息化服务研究综述" . (2015) : 1-6 . |
APA | 郑成斌 , 张文钊 . ITS信息化服务研究综述 . (2015) : 1-6 . |
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In this paper we consider the convergence of a sequence {M-n} of the models of discounted continuoustime constrained Markov decision processes (MDP) to the "limit" one, denoted by M-infinity. For the models with denumerable states and unbounded transition rates, under reasonably mild conditions we prove that the (constrained) optimal policies and the optimal values of {M-n} converge to those of M-infinity, respectively, using a technique of occupation measures. As an application of the convergence result developed here, we show that an optimal policy and the optimal value for countable-state continuous-time MDP can be approximated by those of finite-state continuous-time MDP. Finally, we further illustrate such finite-state approximation by solving numerically a controlled birth-and-death system and also give the corresponding error bound of the approximation. (C) 2014 Elsevier B.V. All rights reserved.
Keyword :
Constrained continuous-time Markov decision processes Constrained continuous-time Markov decision processes Convergence Convergence Finite approximation Finite approximation Unbounded transition rate Unbounded transition rate
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GB/T 7714 | Guo, Xianping , Zhang, Wenzhao . Convergence. of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints [J]. | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH , 2014 , 238 (2) : 486-496 . |
MLA | Guo, Xianping et al. "Convergence. of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints" . | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 238 . 2 (2014) : 486-496 . |
APA | Guo, Xianping , Zhang, Wenzhao . Convergence. of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints . | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH , 2014 , 238 (2) , 486-496 . |
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