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Published in 2022 at "IEEE Transactions on Control of Network Systems"
DOI: 10.1109/tcns.2022.3181552
Abstract: This article considers the decentralized linear–quadratic (LQ) optimal control problem for the multiplicative-noise stochastic systems in discrete time with asymmetric information. There exist two controllers in the system, and each controller has its own information…
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Keywords:
problem multiplicative;
open loop;
control problem;
multiplicative noise ... See more keywords