Stochastic Linear Quadratic Control Problem on Time Scales
This paper addresses a version of the stochastic linear quadratic control problem on time scales SΔLQ, which includes the discrete time and continuous time as special cases. Riccati equations on time scales are given, and the optimal control can be expressed as a linear state feedback. Furthermore,...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2021/5743014 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832562939790360576 |
|---|---|
| author | Yingjun Zhu Guangyan Jia |
| author_facet | Yingjun Zhu Guangyan Jia |
| author_sort | Yingjun Zhu |
| collection | DOAJ |
| description | This paper addresses a version of the stochastic linear quadratic control problem on time scales SΔLQ, which includes the discrete time and continuous time as special cases. Riccati equations on time scales are given, and the optimal control can be expressed as a linear state feedback. Furthermore, we present the uniqueness and existence of the solution to the Riccati equation on time scales. Furthermore, we give an example to illustrate the theoretical results. |
| format | Article |
| id | doaj-art-4040971dc92346229414291414a825cc |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-4040971dc92346229414291414a825cc2025-02-03T01:21:26ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2021-01-01202110.1155/2021/57430145743014Stochastic Linear Quadratic Control Problem on Time ScalesYingjun Zhu0Guangyan Jia1Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, ChinaZhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, ChinaThis paper addresses a version of the stochastic linear quadratic control problem on time scales SΔLQ, which includes the discrete time and continuous time as special cases. Riccati equations on time scales are given, and the optimal control can be expressed as a linear state feedback. Furthermore, we present the uniqueness and existence of the solution to the Riccati equation on time scales. Furthermore, we give an example to illustrate the theoretical results.http://dx.doi.org/10.1155/2021/5743014 |
| spellingShingle | Yingjun Zhu Guangyan Jia Stochastic Linear Quadratic Control Problem on Time Scales Discrete Dynamics in Nature and Society |
| title | Stochastic Linear Quadratic Control Problem on Time Scales |
| title_full | Stochastic Linear Quadratic Control Problem on Time Scales |
| title_fullStr | Stochastic Linear Quadratic Control Problem on Time Scales |
| title_full_unstemmed | Stochastic Linear Quadratic Control Problem on Time Scales |
| title_short | Stochastic Linear Quadratic Control Problem on Time Scales |
| title_sort | stochastic linear quadratic control problem on time scales |
| url | http://dx.doi.org/10.1155/2021/5743014 |
| work_keys_str_mv | AT yingjunzhu stochasticlinearquadraticcontrolproblemontimescales AT guangyanjia stochasticlinearquadraticcontrolproblemontimescales |