Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays
DOI10.1002/OCA.2257zbMATH Open1366.93704OpenAlexW2341095627MaRDI QIDQ5280129FDOQ5280129
Authors: L. Li, Minyue Fu, Huanshui Zhang
Publication date: 20 July 2017
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2257
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Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Feedback control (93B52) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cites Work
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Cited In (9)
- Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays
- Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty
- Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays
- Stochastic LQ control with extra measurability restriction
- Infinite‐horizon optimal control for networked control systems with Markovian packet losses
- Linear quadratic regulation for linear time-varying systems with multiple input delays
- Optimal control and stabilization for Itô systems with input delay
- Stochastic linear quadratic regulation for discrete-time linear systems with input delay
- Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays
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