Stochastic linear quadratic regulation for discrete-time linear systems with input delay

DOI10.1016/j.automatica.2009.04.024zbMath1175.93246OpenAlexW2054440803MaRDI QIDQ1036676

Xinmin Song, Xie, Lihua, Huan-Shui Zhang

Publication date: 13 November 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.04.024

zbMATH Keywords

discrete-time systemslinear quadratic regulationRiccati difference equationsstochastic parameter uncertainties

Mathematics Subject Classification ID

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

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