Adapted and casual maximum principle and analytical solution to optimal control for stochastic multiplicative-noise systems with multiple input-delays

Huanshui Zhang, Hongxia Wang, Lin Li. Adapted and casual maximum principle and analytical solution to optimal control for stochastic multiplicative-noise systems with multiple input-delays. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 2122-2127, IEEE, 2012. [doi]

Abstract

Abstract is missing.