DocumentCode
581801
Title
Recursive LQ problem for delay systems involving continuous and impulse controls
Author
Chen, Li ; Wu, Zhen
Author_Institution
Dept. of Math., China Univ. of Min. & Technol., Beijing, China
fYear
2012
fDate
25-27 July 2012
Firstpage
1655
Lastpage
1658
Abstract
This paper is concerned about the recursive linear-quadratic(LQ) optimal control problem for delay systems involving both continuous and impulse controls. The explicit form of the unique optimal control is given under some appropriate conditions via a kind of forward-backward differential equations and its existence and uniqueness are also be proved.
Keywords
continuous systems; delay systems; differential equations; linear quadratic control; LQ optimal control; continuous control; delay system; forward-backward differential equation; impulse control; recursive LQ problem; recursive linear-quadratic control; Delay; Delay systems; Differential equations; Equations; Optimal control; anticipated backward stochastic differential equation; control systems with delay; forward-backward stochastic differential equation; linear-quadratic stochastic optimal control;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2012 31st Chinese
Conference_Location
Hefei
ISSN
1934-1768
Print_ISBN
978-1-4673-2581-3
Type
conf
Filename
6390190
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