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Linear–Quadratic Optimal Control for Discrete-Time Mean-Field Systems With Input Delay | IEEE Journals & Magazine | IEEE Xplore

Linear–Quadratic Optimal Control for Discrete-Time Mean-Field Systems With Input Delay


Abstract:

The linear–quadratic (LQ) optimal control and stabilization problems for mean-field systems with input delay (MFSID) are investigated in this article. The necessary and s...Show More

Abstract:

The linear–quadratic (LQ) optimal control and stabilization problems for mean-field systems with input delay (MFSID) are investigated in this article. The necessary and sufficient solvability conditions for LQ control of MFSID are first given in terms of a convexity condition and the solvability of equilibrium conditions. Consequently, by solving the associated mean-field forward and backward stochastic difference equations, the optimal control is derived in terms of the solution of a modified Riccati equation. Furthermore, for the infinite-horizon case, the stabilization problem for MFSID is studied, and the necessary and sufficient stabilizability conditions are obtained. We show that MFSID can be mean square stabilizable if and only if a modified algebraic Riccati equation admits a unique positive-definite solution.
Published in: IEEE Transactions on Automatic Control ( Volume: 67, Issue: 8, August 2022)
Page(s): 3806 - 3821
Date of Publication: 24 August 2021

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