Linear-quadratic optimal control for discrete-time stochastic descriptor systems

DOI10.3934/jimo.2021034zbMath1499.49092OpenAlexW3127851991MaRDI QIDQ2673379

Yadong Shu, Bo Li

Publication date: 9 June 2022

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2021034

zbMATH Keywords

linear-quadratic optimal controldynamic programming methodrecurrence equationstochastic descriptor systemssub-state feedback control

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Dynamic programming (90C39) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (2)

Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems ⋮ Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value

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