Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays
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Publication:5280129
DOI10.1002/oca.2257zbMath1366.93704OpenAlexW2341095627MaRDI QIDQ5280129
Lin Li, Fu, Minyue, Huan-Shui Zhang
Publication date: 20 July 2017
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2257
Feedback control (93B52) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
Related Items (4)
Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays ⋮ Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays ⋮ Infinite‐horizon optimal control for networked control systems with Markovian packet losses ⋮ Optimal control and stabilization for Itô systems with input delay
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