This paper interrelates the performance criteria involving path independent curvilinear integrals, the multitime maximum principle, the multitime Hamilton-Jacobi-Bellman PDEs and the multitime dynamic programming, to study the linear-quadratic regulator problems and to characterize the optimal control by means of multitime variant of the Riccati PDE that may be viewed as a feedback law. Section...

<p style='text-indent:20px;'>In this paper, an optimal control model ruled by a class of linear discrete-time stochastic descriptor systems is considered under quadratic index performance. Employing dynamic programming method, recurrence equation to simplify the problem presented provided that are both regular and impulse-free. When objective function quadratic, according equation, linear...

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 ...