142 citations · 182 across the 24 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…