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Time-Delayed Linear Quadratic Optimal Control Problems

By Weijun Meng, Jingtao Shi, Jiongmin Yong
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$54.99
By Weijun Meng, Jingtao Shi, Jiongmin Yong
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This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features:

Our system is time-varying, with both the state equation and cost functional being allowed to include discrete and distributed delays, both in the state and the control. We take different approaches to discuss the u...

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Science & TechnologyTheories of ScienceSystem Theory