This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features:

Our system is time-varying, with both the state equation and cost functional being allowed to include discrete and distributed delays, both in the state and the control. We take different approaches to discuss the unboundedness of the control operator.

The open-loop solvability of the lifted problem is characterized by the solvability of a system of forward-backward integral evolution equations and the convexity condition of the cost functional. Surprisingly, the adjoint equations involve some coupled partial differential equations, which is significantly different from that in the literature, where, the adjoint equations are all some anticipated backward ordinary differential equations.

The closed-loop solvability is characterized by the solvability of three equivalent integral operator-valued Riccati equations and two equivalent backward integral evolution equations which are much easier to handle than the differential operator-valued Riccati equations used in the literature to study similar problems.

The closed-loop representation of open-loop optimal control is presented through three equivalent integral operator-valued Riccati equations.

� propos de l?auteur:

Weijun Meng currently is engaging in her postdoctoral research at Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P. R. China. She had a PhD degree from Shandong University, P. R. China. Her main research interests include stochastic optimal control, delayed stochastic systems and Stackelberg stochastic differential games.

Jingtao Shi currently is a professor at Shandong University, P. R. China. He had a PhD degree from Shandong University, P. R. China. His main research interests include stochastic optimal control, differential games, leader-follower games, delayed stochastic systems, forward-backward stochastic systems and mathematical finance.

Jiongmin Yong currently is a professor at University of Central Florida, USA. He had a PhD degree from Purdue University, USA. His main research interests include optimal control, stochastic differential/integral equations, and mathematical finance.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

Description de la librairie

Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team

Visitez la page d�accueil du vendeur

Informations commerciales relatives au vendeur

Ryefield Investments Limited
175 Pield Heath Road, Uxbridge, UB8 3NL, United Kingdom

Conditions de vente :

All Returns and Refund are as per Abebooks policies.

Conditions de livraison :

Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!

Modes de paiement
accept�s par le vendeur

Ajouter aux demandes de livres

Articles li�s � Time-Delayed Linear Quadratic Optimal Control Problems...

Time-Delayed Linear Quadratic Optimal Control Problems (SpringerBriefs on PDEs and Data Science)

Meng, Weijun; Shi, Jingtao; Yong, Jiongmin

Neuf(s) - Couverture souple

Informations commerciales relatives au vendeur