A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information

DOI10.1016/j.sysconle.2021.105046zbMath1480.93454OpenAlexW3209650872WikidataQ115340929 ScholiaQ115340929MaRDI QIDQ2059484

Shuaiqi Zhang, Jie Xiong, Jing-Tao Shi

Publication date: 14 December 2021

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2021.105046

zbMATH Keywords

stochastic maximum principlepartial informationlinear-quadratic controlstochastic differential equation with delay

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic functional-differential equations (34K50)

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Linear-quadratic delayed mean-field social optimization ⋮ Tracking control of nonlinear systems actuated by saturated oscillatory force generator ⋮ Linear-quadratic optimal control problems of state delay systems under full and partial information

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