Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay

DOI10.1142/S0219691316500454MaRDI QIDQ5506739zbMATH OpenFDO

Authors Jiang Wu, Fucheng Liao, Yuan Yan Tang

Publication date 16 December 2016

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219691316500454

zbMATH Keywords

dynamic programming principleoptimal controlpreview controlstochastic augmented error systemstochastic time-delay systems

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20)

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Cites work

• Design of an optimal preview controller for continuous-time systems
• Design of an optimal preview controller for linear time-varying discrete systems in a multirate setting
• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• scientific article; zbMATH DE number 2062310 (Why is no real title available?)
• Optimal control for Navier-Stokes Takagi-Sugeno fuzzy equations using Simulink
• Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon
• Preview control for a class of linear continuous time-varying systems
• Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
• Survey on the stability analysis of linear time-delay systems

Cited in

(5)

• Optimal preview control for a class of linear continuous stochastic control systems in the infinite horizon
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• scientific article; zbMATH DE number 4210915 (Why is no real title available?)
• Preview control for a class of linear stochastic systems with multiplicative noise
• Preview control for continuous-time singular stochastic systems

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