标题:Solution to LQ Control for It(o)over-cap-type Stochastic System with Time Delay
作者:Xu Juanjuan; Zhang Huanshui
通讯作者:Xu, JJ
作者机构:[Xu Juanjuan; Zhang Huanshui] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China.
会议名称:32nd Chinese Control Conference (CCC)
会议日期:JUL 26-28, 2013
来源:2013 32ND CHINESE CONTROL CONFERENCE (CCC)
出版年:2013
页码:2275-2280
关键词:Time Delay; It (o)over-cap System; Stochastic LQ Control
摘要:In this paper, we consider the linear quadratic (LQ) optimal control problem for It (o) over cap -type stochastic system with time delay. The maximum principle is obtained by applying the variational method to the cost functional when the admissible control set is convex. Based on the derived maximum principle, we give the explicit adapting and optimal controller. The main procedure is to establish the non-homogeneous relationship between the state and the adjoint state.
收录类别:CPCI-S
资源类型:会议论文
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