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• W4366607763 abstract "In this paper, linear-quadratic optimal control problems of state delay systems under full and partial information are investigated. Under the full information case, both discrete and distributed delays are taken into account in our model. We obtain the optimal control by Hamiltonian system which consists of distributed delayed SDE and distributed anticipated BSDE. And a feedback representation of optimal control is derived by the value function method. We also consider the partial observed problem with state delay, and obtain the optimal control by backward separation method and optimal filtering with delay. Closed-form optimal solution under partial information is obtained in a particular case." @default.
• W4366607763 created "2023-04-23" @default.
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• W4366607763 date "2023-06-01" @default.
• W4366607763 modified "2023-10-11" @default.
• W4366607763 title "Linear-quadratic optimal control problems of state delay systems under full and partial information" @default.
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• W4366607763 doi "https://doi.org/10.1016/j.sysconle.2023.105528" @default.
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