Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays
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Publication:2138904
DOI10.1007/s11768-021-00053-zzbMath1490.93131OpenAlexW3195689441MaRDI QIDQ2138904
Qiyan Zhang, Haixia Wang, Chunyang Sheng, Xiao Lu, Xiao Liang, Zhi-Guo Zhang
Publication date: 17 May 2022
Published in: Control Theory and Technology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11768-021-00053-z
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic difference equations (39A50)
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