The delayed doubly stochastic linear quadratic optimal control problem
type: Item
instance of: scholarly article
title: The delayed doubly stochastic linear quadratic optimal control problem
zbMATH Open document ID: 1459.93189
DOI: 10.1155/2020/2759580
author: Yan Chen
author: Jie Xu
published in: Mathematical Problems in Engineering
publication date: 2020-07-03T00:00:00Z
review text: Summary: In this paper, the delayed doubly stochastic linear quadratic optimal control problem is discussed. It deduces the expression of the optimal control for the general delayed doubly stochastic control system which contained time delay both in the state variable and in the control variable at the same time and proves its uniqueness by using the classical parallelogram rule. The paper is concerned with the generalized matrix value Riccati equation for a special delayed doubly stochastic linear quadratic control system and aims to give the expression of optimal control and value function by the solution of the Riccati equation.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 7217396
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2020/2759580
OpenAlex ID: W3033710899
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description: scientific article; zbMATH DE number 7217396