DocumentCode
728615
Title
Stochastic control for Itô system with state transmission delay
Author
Huanshui Zhang ; Juanjuan Xu
Author_Institution
Sch. of Control Sci. & Eng., Shandong Univ., Jinan, China
fYear
2015
fDate
1-3 July 2015
Firstpage
5282
Lastpage
5287
Abstract
This paper is concerned with the fundamental problem of stochastic control for Itô system with state transmission delay. The optimal controller is firstly given based on the Maximum Principle and the relationship between the state and costate. A sufficient and necessary stabilizing condition is presented for the stochastic system with delayed state. The analytical controller is given in terms of the conditional expectation of the state and the solution to a coupled nonlinear equation developed in this paper.
Keywords
delay systems; maximum principle; stability; stochastic systems; Itô system; analytical controller; coupled nonlinear equation; maximum principle; optimal controller; state transmission delay; stochastic control system; sufficient stabilizing condition; Cost function; Delay effects; Delays; Mathematical model; Optimal control; Standards; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference (ACC), 2015
Conference_Location
Chicago, IL
Print_ISBN
978-1-4799-8685-9
Type
conf
DOI
10.1109/ACC.2015.7172164
Filename
7172164
Link To Document