Stochastic LQ control with extra measurability restriction
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Publication:6595008
DOI10.1007/S11424-024-2501-0zbMATH Open1544.93854MaRDI QIDQ6595008FDOQ6595008
Authors: Hongxia Wang, Yuxi Hu, Zixing Li, Lianfeng Song 
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
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Linear-quadratic optimal control problems (49N10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)
Cites Work
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- Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Some thoughts on rational expectations models, and alternate formulations
- Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays
- Linear quadratic regulation for discrete-time systems with input delay and colored multiplicative noise
- Optimal Decentralized Control With Asymmetric One-Step Delayed Information Sharing
- Optimal output tracking control and stabilization of networked control systems with packet losses
- Decentralized LQG Control With $d$-Step Delayed Information Sharing Pattern
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