Linear quadratic regulation for discrete-time systems with state delays and multiplicative noise
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Publication:2994222
DOI10.1007/s11768-015-5036-zzbMath1349.93407OpenAlexW2340362052MaRDI QIDQ2994222
Publication date: 10 August 2016
Published in: Control Theory and Technology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11768-015-5036-z
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise, Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control
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