28 citations · 67 across the 39 of their papers we have counts for
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math.OC2017★ 1 cited
On Irregular Linear Quadratic Control: Stochastic Case
Huanshui Zhang, Juanjuan Xu
As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization condit…
math.OC2017★ 28 cited
Optimal Control with Irregular Performance
Huanshui Zhang, Juanjuan Xu
In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We deri…
math.OC2017
Delayed Optimal Control of Stochastic LQ Problem
Yuan-Hua Ni, Cedric Ka-Fai Yiu, Huanshui Zhang +1
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the co…