Stochastic control for discrete-time systems with input delay

@article{Zhang2014StochasticCF,
  title={Stochastic control for discrete-time systems with input delay},
  author={Huanshui Zhang and Lin Li and Juanjuan Xu},
  journal={2014 American Control Conference},
  year={2014},
  pages={5540-5545}
}
In this paper, both the finite-horizon and infinite-horizon stochastic control problems for multiplicative-noise discrete-time systems with input delay are investigated. The novelty contributions of the paper are twofold. First, a sufficient and necessary unique existing condition for the optimal control is obtained. The optimal controller is the feedback… CONTINUE READING