Optimal control for discrete-time singular stochastic systems with input delay
From MaRDI portal
Publication:2835508
DOI10.1002/oca.2237zbMath1351.93174OpenAlexW2254258066MaRDI QIDQ2835508
Jinling Liang, Fan Wang, Feng Wang
Publication date: 5 December 2016
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2237
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items
Expected value based optimal control for discrete-time stochastic noncausal systems, Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model, Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management, Optimal control of LQR for discrete time-varying systems with input delays
Cites Work
- Unnamed Item
- Unnamed Item
- Quantized \(H _{\infty }\) filtering for singular time-varying delay systems with unreliable communication channel
- Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise
- Stability analysis and optimal control of stochastic singular systems
- Control and estimation of systems with input/output delays.
- Maximum principle for the stochastic optimal control problem with delay and application
- Stochastic linear quadratic regulation for discrete-time linear systems with input delay
- The linear-quadratic optimal regulator for descriptor systems: Discrete- time case
- Envelope-constrained \(\mathcal{H}_\infty\) filtering with fading measurements and randomly occurring nonlinearities: the finite horizon case
- \(H_{\infty }\) filtering for singular systems with communication delays
- LQ control for Itô-type stochastic systems with input delays
- Global theory of the Riccati equation
- Mode-dependent quantisedH∞filtering for Markovian jump singular system
- Filtering and LQG problems for discrete-time stochastic singular systems
- Descriptor variable systems and optimal state regulation
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- On the general solution by a direct method of a large-scale singular system of linear equations: application to the analysis of floating structures
- Analysis and Design of Singular Markovian Jump Systems
- An improved characterization of bounded realness for singular delay systems and its applications
- Singular linear quadratic optimal control for singular stochastic discrete‐time systems
- On a Matrix Riccati Equation of Stochastic Control
