• DocumentCode
    1709099
  • Title

    Solution to LQ control for Itô-type stochastic system with time delay

  • Author

    Xu Juanjuan ; Zhang Huanshui

  • Author_Institution
    Sch. of Control Sci. & Eng., Shandong Univ., Jinan, China
  • fYear
    2013
  • Firstpage
    2275
  • Lastpage
    2280
  • Abstract
    In this paper, we consider the linear quadratic (LQ) optimal control problem for Itô-type stochastic system with time delay. The maximum principle is obtained by applying the variational method to the cost functional when the admissible control set is convex. Based on the derived maximum principle, we give the explicit adapting and optimal controller. The main procedure is to establish the non-homogeneous relationship between the state and the adjoint state.
  • Keywords
    adaptive control; convex programming; delays; linear quadratic control; maximum principle; stochastic systems; variational techniques; Itô-type stochastic system; LQ control; convex admissible control set; cost functional; explicit adapting controller; linear quadratic optimal control problem; maximum principle; nonhomogeneous relationship; time delay; variational method; Cost function; Delay effects; Delays; Differential equations; Indium tin oxide; Optimal control; Stochastic systems; Itô System; Stochastic LQ Control; Time Delay;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2013 32nd Chinese
  • Conference_Location
    Xi´an
  • Type

    conf

  • Filename
    6639806
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1709099