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
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;
Conference_Titel :
Control Conference (CCC), 2012 31st Chinese
Conference_Location :
Hefei
Print_ISBN :
978-1-4673-2581-3