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
Link To Document :
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