Stabilization of Discrete-time Systems with Multiplicative Noise and Multiple Delays in the Control Variable

DOI10.1137/15M1014656zbMath1334.39004OpenAlexW2322882775MaRDI QIDQ2799359

Lin Li, Huan-Shui Zhang

Publication date: 11 April 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1014656

zbMATH Keywords

optimizationstabilizationdelay systemstochastic systemmultiplicative noise

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Linear difference equations (39A06)

Related Items (10)

Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays ⋮ Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays ⋮ Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise ⋮ Stabilization of Discrete-Time Systems with Random Delays and Packet Drops: A Predictor-Like Controller ⋮ Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications ⋮ Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay ⋮ A necessary and sufficient RHC stabilizability condition for stochastic control with delayed input ⋮ Channel modeling and LQG control in the presence of random delays and packet drops ⋮ Optimal control and stabilization for Itô systems with input delay ⋮ Stabilizability of minimum-phase systems with colored multiplicative uncertainty

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