Linear quadratic optimal control for time-delay stochastic system with partial information

DOI10.1080/00207721.2023.2224801zbMath1520.93619OpenAlexW4381334251MaRDI QIDQ6115937

Xun Li, Juanjuan Xu, Liang Xu, Huan-Shui Zhang, Wenjing Wang

Publication date: 10 August 2023

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2023.2224801

zbMATH Keywords

time delaystochastic systemspartial informationlinear quadratic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Delay control/observation systems (93C43)

Cites Work

• Unnamed Item
• Stabilization of networked control systems with both network-induced delay and packet dropout
• Leader-follower stochastic differential game with asymmetric information and applications
• Control for networked control systems with remote and local controllers over unreliable communication channel
• Remote stabilization over fading channels
• Some Solvable Stochastic Control Problems With Delay
• Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
• Control for Itô Stochastic Systems With Input Delay
• A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
• Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
• A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
• The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
• Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
• Stochastic maximum principle for optimal control problem of forward and backward system
• The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
• Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls
• Mean‐Variance Portfolio Selection under Partial Information
• On a Matrix Riccati Equation of Stochastic Control
• Prediction schemes for disturbance attenuation of discrete‐time linear systems with input‐delay

This page was built for publication: Linear quadratic optimal control for time-delay stochastic system with partial information