Partially observed linear quadratic control problem with delay via backward separation method
Author:
Affiliation:
1. School of Mathematical Sciences; University of Electronic Science and Technology of China; Chengdu 611731 China
2. Department of Applied Mathematics; China University of Petroleum; Qingdao 266580 China
Publisher
Wiley
Subject
Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering
Reference20 articles.
1. The quadratic problem for systems with time delay;Alekal;IEEE Transactions on Automatic Control,1971
2. Control of Systems with Aftereffect
3. Chen L Wu Z The quadratic problem for stochstic linear control systems with delay Proceedings of the 30th Chinese Control Conference Yantai, China 2011 1344 1349
4. LQ control for Itô-type stochastic systems with input delays;Wang;Automatica,2013
5. On the separation theorem of stochastic control;Wonham;SIAM Journal on Control,1968
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Linear-quadratic optimal control problems of state delay systems under full and partial information;Systems & Control Letters;2023-06
2. A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach;Optimal Control Applications and Methods;2022-12-08
3. Linear-Quadratic Optimal Control Problems of State Delay Systems Under Full and Partial Information;SSRN Electronic Journal;2022
4. A linear–quadratic optimal control problem of stochastic differential equations with delay and partial information;Systems & Control Letters;2021-11
5. Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations;Applied Mathematics & Optimization;2021-04-26
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3