Globally Optimal State-Feedback LQG Control for Large-Scale Systems With Communication Delays and Correlated Subsystem Process Noises

DOI10.1109/TAC.2019.2892490zbMath1482.93714OpenAlexW2910861211MaRDI QIDQ5211170

Yan Wang, Daniel W. C. Ho, Junlin Xiong

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2019.2892490

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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