By Topic

Linear quadratic optimal control for continuous-time stochastic systems with single input-delay

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Hongxia Wang ; Shenzhen Graduate School of HIT, Shenzhen University Town, Xili, 518055, China ; Huanshui Zhang ; Xuan Wang

The paper considers the linear quadratic(LQ) control problem for the Itô-type stochastic system with input delays. Due to simultaneous appearances of diffusion terms (dependent on the system state and control input) as well as delays in the dynamic system, the problem is very involved and outstanding at present. Our main idea is to pursue the explicit optimal cost of the problem and to exploit the interplay between the original problem and its equivalent abstract description. Therefore, we not only provide a causal and adapted controller based on generalized Riccati equations with the same dimension as the system (without delays) but also present the sufficient and necessary condition under which the optimal control problem for the abstract stochastic system is solvable.

Published in:

2012 24th Chinese Control and Decision Conference (CCDC)

Date of Conference:

23-25 May 2012