Optimal control and stabilization for Itô systems with input delay

• Main Authors: Wang, Hongxia, Zhang, Huanshui, Xie, Lihua
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering; Optimal Control; Stochastic Systems
• Online Access: https://hdl.handle.net/10356/162436
• Institution: Nanyang Technological University

The paper considers the linear quadratic regulation (LQR) and stabilization problems for Ito stochastic systems with two input channels of which one has input delay. The underlying problem actually falls into the field of asymmetric information control because of the nonidentical measurability induc...