This paper studies the problems of quadratic stabilization and H∞ control for a class of multi-time-delay uncertain discrete systems. Suppose that the time-varying uncertain parameters are norm-bounded, but not required to satisfy strict matched conditions, state and input for the system are both with multi-time-delay. New sufficient conditions of quadratic stabilization and H∞ control are give...

<p style='text-indent:20px;'>This paper is concerned with a linear quadratic optimal control for class of singular Volterra integral equations. Our framework covers the problems fractional differential Under some necessary convexity conditions, an exists, and can be characterized via Fréchet derivative functional in Hilbert space or maximum principle type conditions. However, these (equiv...

This paper is concerned with a stochastic linear-quadratic optimal control problem in finite time horizon, where the coefficients of system are allowed to be random, and weighting matrices cost functional random indefinite. It shown, Hilbert space approach, that for existence an open-loop control, convexity (with respect control) necessary; uniform convexity, which slightly stronger, turns out ...

Optimal feedback-control laws generally cannot be obtained in closed form for stochastic control problems. The characterizations which have been obtained for several simplified problems have provided valuable insight into the properties of optimal feedback-control laws as well as providing guidance for the construction of suboptimal control laws. In this paper an analytical and computer simulat...

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic control of stochastic evolution equation with random coefficients. A solution this given in [22] under some assumptions which can be verified interesting concrete models, such as controlled wave equations, Schrödinger etc. More precisely, authors establish equivalence between existen...

We show that the Lagrangian dual of a constrained linear estimation problem is a particular nonlinear optimal control problem. The result has an elegant symmetry, which is revealed when the constrained estimation problem is expressed as an equivalent nonlinear optimisation problem. The results extend and enhance known connections between the linear quadratic regulator and linear quadratic state...

The discretization of control functions by piecewise constant and piecewise linear functions is considered for linear-quadratic elliptic optimal control problems. Error estimates are derived for the optimal controls. Special emphasis is laid on the case of boundary control and convex polygonal domains.

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE), which is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Either the optimal control problem or the SRE is solvable only if the g...