Delayed Optimal Control of Stochastic LQ Problem
From MaRDI portal
Publication:4588843
DOI10.1137/16M1100897zbMath1373.93383arXiv1703.01927OpenAlexW2594210777MaRDI QIDQ4588843
Ji-Feng Zhang, Ka-Fai Cedric Yiu, Yuan-Hua Ni, Huan-Shui Zhang
Publication date: 2 November 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.01927
convexitystochastic linear-quadratic optimal controltransmission delayforward-backward stochastic difference equation
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic learning and adaptive control (93E35) Stochastic systems in control theory (general) (93E03)
Related Items
A robust time‐inconsistent linear‐quadratic problem ⋮ Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications ⋮ Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games ⋮ Stabilization control for Itô stochastic system with indefinite state and control weight costs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed supervisory control of discrete-event systems with communication delay
- Exact controllability of linear stochastic differential equations and related problems
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
- Maximum principle for the stochastic optimal control problem with delay and application
- Congestion control as a stochastic control problem with action delays
- Discrete-time indefinite LQ control with state and control dependent noises
- Controller synthesis for linear systems with retarded state and control variables and quadratic cost
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
- Quantized stabilization for stochastic discrete-time systems with multiplicative noises
- Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
- A Modified Bayesian Filter for Randomly Delayed Measurements
- Attitude Synchronization for Flexible Spacecraft With Communication Delays
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
- Constrained Consensus in Unbalanced Networks With Communication Delays
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
- A Chain Observer for Nonlinear Systems with Multiple Time-Varying Measurement Delays
- A General Stochastic Maximum Principle for Optimal Control Problems
- Distributed Consensus for Multiagent Systems with Communication Delays and Limited Data Rate
- Reaching a Consensus in a Dynamically Changing Environment: Convergence Rates, Measurement Delays, and Asynchronous Events
- The Linear-Quadratic Optimal Control Problem with Delays in State and Control Variables: A State Space Approach
- A process-model control for linear systems with delay
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- ${\cal H}_\infty$ Control and Estimation Problems with Delayed Measurements: State-Space Solutions
- Indefinite Stochastic Riccati Equations
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming
- Consensus of Multi-Agent Systems With Diverse Input and Communication Delays
- Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities
- H/sup /spl infin// control and estimation with preview-part I: matrix ARE solutions in continuous time
- Formulas on Preview and Delayed $H^{\infty}$ Control
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
- On the Separation Theorem of Stochastic Control
