标题:Stochastic LQ Problem with Delayed Control
作者:Yuan-Hua Ni;Cedric Ka-Fai Yiu;Huanshui Zhang;Ji-Feng Zhang;
作者机构:[Yuan-Hua Ni]College of Computer and Control Engineering,Nankai University;[Cedric Ka-Fai Yiu]Department of Applied Mathematics,The Hong Kong Polytech 更多
会议名称:第36届中国控制会议
来源:第36届中国控制会议论文集(B)
出版年:2017
关键词:Indefinite stochastic linear-quadratic optimal control;input delay;forward-backward stochastic difference equation;convexity
摘要:A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper,which does not require any definiteness constraint on the cost weighting matrices. Necessary and sufficient conditions are derived for the case with a fixed time-state initial pair....
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=KZLL201707002051&DbName=CPFD2017
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