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http://hdl.handle.net/10397/95421
Title: | Optimal control and stabilization for linear continuous-time mean-field systems with delay | Authors: | Ma, X Qi, Q Li, X Zhang, H |
Issue Date: | Feb-2022 | Source: | IET control theory and applications, Feb. 2022, v. 16, no. 3, p. 283-300 | Abstract: | This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main contributions: (1) To the best of the authors' knowledge, the present paper is the first to establish the necessary and sufficient solvability condition for this kind of optimal control problem with input delay, and to derive the analytical form of an optimal controller through overcoming the obstacle that separation principle no longer holds for multiplicative-noise systems. (2) For the stabilization problem, under the assumption of exact observability, it is strictly proven that the system is stabilizable if and only if the algebraic Riccati equation has a unique positive definite solution. | Publisher: | Institution of Engineering and Technology | Journal: | IET control theory and applications | ISSN: | 1751-8644 | EISSN: | 1751-8652 | DOI: | 10.1049/cth2.12225 | Rights: | © 2021 The Authors. IET Control Theory & Applicationspublished by John Wiley & Sons Ltd on behalf of The Institution of Engineering and Technology This is an open access article under the terms of the Creative Commons Attribution-NonCommercial-NoDerivs License (https://creativecommons.org/licenses/by-nc-nd/4.0/), which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made. The following publication Ma, X., Qi, Q., Li, X., & Zhang, H. (2022). Optimal control and stabilization for linear continuous‐time mean‐field systems with delay. IET Control Theory & Applications, 16(3), 283-300 is available at https://doi.org/10.1049/cth2.12225. |
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