کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
696411 890336 2013 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
LQ control for Itô-type stochastic systems with input delays
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
LQ control for Itô-type stochastic systems with input delays
چکیده انگلیسی

This 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 state and the control) as well as delays in the dynamic system, the problem is very involved and remains to be solved. We not only provide the solvable condition of the problem but also the explicit expression of the causal and adapted controller for a kind of LQ problems. All of these are based on a stochastic Riccati equation. The key technique is to pursue the explicit cost value of the LQ problem by FBSDE and derive the analytical controller via the interplay between the original problem and its equivalent abstract description.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 49, Issue 12, December 2013, Pages 3538–3549
نویسندگان
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