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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorNi, YHen_US
dc.creatorYiu, CKFen_US
dc.creatorZhang, Hen_US
dc.creatorZhang, JFen_US
dc.identifier.isbn978-9-8815-6393-4 (Electronic ISBN)en_US
dc.description36th Chinese Control Conference, July 26-28, 2017, Dalian, Chinaen_US
dc.publisherInstitute of Electrical and Electronics Engineersen_US
dc.rights© 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.en_US
dc.rightsThe following publication Y. -H. Ni, C. K. -F. Yiu, H. Zhang and J. -F. Zhang, "Stochastic LQ problem with delayed control," 2017 36th Chinese Control Conference (CCC), Dalian, China, 2017, pp. 1902-1906 is available at
dc.subjectIndefinite stochastic linear-quadratic optimal controlen_US
dc.subjectInput delayen_US
dc.subjectForward-backward stochastic difference equation,convexityen_US
dc.titleStochastic LQ problem with delayed controlen_US
dc.typeConference Paperen_US
dcterms.abstractA discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. Necessary and sufficient conditions are derived for the case with a fixed time-state initial pair. A set of coupled discrete-time Riccati-like equations can be derived to characterize the existence and the form of the delayed optimal control. Furthermore, the convexity of the cost functional is fully characterized via certain properties of the solution of the Riccati-like equations.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationIn Proceedings of the 36th Chinese Control Conference, 26-28, July 2017, Dalian, China, p. 1902-1906. London, UK: IEEE, 2017en_US
dc.relation.ispartofbookProceedings of the 36th Chinese Control Conference, July 26-28, 2017, Dalian, Chinaen_US
dc.relation.conferenceChinese Control Conference [CCC]en_US
dc.description.validate202305 bcchen_US
dc.description.oaAccepted Manuscripten_US
dc.description.fundingTextNational Natural Science Foundation (NNSF)en_US
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