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The Delayed Doubly Stochastic Linear Quadratic Optimal Control Problem
- Source :
- Mathematical Problems in Engineering, Vol 2020 (2020)
- Publication Year :
- 2020
- Publisher :
- Hindawi, 2020.
-
Abstract
- In this paper, the delayed doubly stochastic linear quadratic optimal control problem is discussed. It deduces the expression of the optimal control for the general delayed doubly stochastic control system which contained time delay both in the state variable and in the control variable at the same time and proves its uniqueness by using the classical parallelogram rule. The paper is concerned with the generalized matrix value Riccati equation for a special delayed doubly stochastic linear quadratic control system and aims to give the expression of optimal control and value function by the solution of the Riccati equation.
- Subjects :
- Stochastic control
0209 industrial biotechnology
State variable
Article Subject
General Mathematics
General Engineering
Control variable
MathematicsofComputing_NUMERICALANALYSIS
02 engineering and technology
Optimal control
Engineering (General). Civil engineering (General)
Matrix (mathematics)
020901 industrial engineering & automation
Bellman equation
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
0202 electrical engineering, electronic engineering, information engineering
Riccati equation
QA1-939
Applied mathematics
020201 artificial intelligence & image processing
Uniqueness
TA1-2040
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 1024123X
- Database :
- OpenAIRE
- Journal :
- Mathematical Problems in Engineering
- Accession number :
- edsair.doi.dedup.....316b221ad4dcf7a21703a9d06657ca88
- Full Text :
- https://doi.org/10.1155/2020/2759580