Infinite horizon linear quadratic optimal control for stochastic difference time-delay systems

DOI10.1186/s13662-014-0342-1zbMath1345.93167OpenAlexW2110610296WikidataQ59436099 ScholiaQ59436099MaRDI QIDQ318621

Ming Chen, Gang Li

Publication date: 5 October 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-014-0342-1

zbMATH Keywords

stabilizationspectral criterionstochastic time-delay system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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