6 citations · 16 across the 17 of their papers we have counts for
4 papers · 2 filters
Stabilization Control for ItO Stochastic System with Indefinite State and Control Weight Costs
Hongdan Li, Qingyuan Qi, Huanshui Zhang
In standard linear quadratic (LQ) control, the first step in investigating infinite-horizon optimal control is to derive the stabilization condition with the optimal LQ controller.…
Optimal Control Problem for Discrete-Time Systems with Colored Multiplicative Noise
Hongdan Li, Juanjuan Xu, Huanshui Zhang
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of…
Deterministic Optimal Control of Ito Stochastic Systems with Random Coefficients
Hongdan Li, Juanjuan Xu, Huanshui Zhang
This paper is concerned with the deterministic optimal control of Ito stochastic systems with random coefficients. The necessary and sufficient conditions for the unique solvabilit…
Optimal Stabilization Control for Discrete-time Markov Jump Linear System with Control Input Delay
Chunyan Han, Hongdan Li, Huanshui Zhang
This paper will investigate the infinite horizon optimal control and stabilization problems for the Markov jump linear system (MJLS) subject to control input delay. Different from…