Linear quadratic optimal control for time-delay stochastic system with partial information

被引：1

作者：

Wang, Wenjing ^{[1
]}

Xu, Liang ^{[2
]}

Xu, Juanjuan ^{[1
]}

Li, Xun ^{[3
]}

Zhang, Huanshui ^{[4
]}

机构：

[1] Shandong Univ, Sch Control Sci & Engn, Jinan, Peoples R China

[2] Shanghai Univ, Inst Artificial Intelligence, Shanghai, Peoples R China

[3] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China

[4] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao, Peoples R China

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2023年 / 54卷 / 10期

基金：

中国国家自然科学基金;

关键词：

Stochastic systems; linear quadratic control; partial information; time delay; NETWORKED CONTROL-SYSTEMS; MAXIMUM PRINCIPLE; STABILIZATION; REMOTE;

D O I：

10.1080/00207721.2023.2224801

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper is concerned with the linear quadratic optimal control problem for the time-delay stochastic system with partial information. The main contribution is to derive the equivalent solvability condition and give the explicitly optimal controller under partial information in terms of the Riccati equations. The key is to explicitly solve the forward and backward stochastic difference equations with partial information, which is derived from the stochastic maximum principle.

引用

下载

页码：2227 / 2238

页数：12

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