Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise

DOI10.1109/TAC.2015.2411911zbMath1360.93583OpenAlexW1643218028MaRDI QIDQ2982541

Fu, Minyue, Lin Li, Juanjuan Xu, Huan-Shui Zhang

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2411911

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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