Partially observed linear quadratic control problem with delay via backward separation method

Author:

Wu Shuang12,Shu Lan1

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

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