Solution to stochastic LQ control problem for Itô systems with state delay or input delay
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Publication:1749420
DOI10.1016/j.sysconle.2018.01.012zbMath1386.93310OpenAlexW2789241926MaRDI QIDQ1749420
Juanjuan Xu, Xiao Liang, Huan-Shui Zhang
Publication date: 16 May 2018
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.01.012
Related Items (4)
An improved iterative algorithm for solving optimal tracking control problems of stochastic systems ⋮ Linear-quadratic optimal control problems of state delay systems under full and partial information ⋮ Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control ⋮ LQ control of forward and backward stochastic difference system
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