Control for Multiplicative Noise Systems With Intermittent Noise and Input Delay

In this paper, we consider the control problem for multiplicative noise system with intermittent noise and input delay. For the finite-horizon case, in virtue of the dynamic programming approach, the optimal output feedback controller is proposed for the first time. For the infinite-horizon case, it is shown that the multiplicative noise system can be stabilized if and only if the given modified Riccati equation has the unique solution.