This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation derived for the control, which feedback entire past history and expected value future state trajectory in short period time. To obtain feedback, new class Riccati equations delayed-advanced forward-backward are introduced. Furthermore, unique ...

In this work, we propose a tube-based model predictive control (MPC) scheme for state- and input-constrained linear systems subject to dynamic uncertainties characterized by integral quadratic constraints (IQCs). particular, extend the framework of $\rho$</tex-mat...

We present a spatial domain decomposition (DD) method for the solution of discretized parabolic linear–quadratic optimal control problems. Our DD preconditioners are extensions of Neumann-Neumann DD methods, which have been successfully applied to the solution of single elliptic partial differential equations and of linear–quadratic optimal control problems governed by elliptic equations. We us...