LQ control for Itô-type stochastic systems with input delays
From MaRDI portal
Publication:2350832
DOI10.1016/j.automatica.2013.09.018zbMath1315.93088OpenAlexW2087322320MaRDI QIDQ2350832
Hong-Xia Wang, Huan-Shui Zhang
Publication date: 25 June 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2013.09.018
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items
Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays ⋮ Optimal control for stochastic delay evolution equations ⋮ Multiobjective $\mathcal{H}_2$/$\mathcal{H}_\infty$ Control Design Subject to Multiplicative Input Dependent Noises ⋮ Solution to stochastic LQ control problem for Itô systems with state delay or input delay ⋮ Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions ⋮ Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme ⋮ Optimal control and stabilization for Itô systems with input delay ⋮ Optimal control for discrete-time singular stochastic systems with input delay ⋮ Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control ⋮ Stochastic recursive optimal control problem with time delay and applications