Closed-loop solvability of delayed control problems: A stochastic Volterra system approach
时间  Datetime
2025-12-10 10:00 — 11:00
地点  Venue
腾讯会议APP2()
报告人  Speaker
王天啸
单位  Affiliation
四川大学
邀请人  Host
罗鹏
备注  remarks
腾讯会议号: 957 497 886 会议密码: 252677
报告摘要  Abstract

A general stochastic linear quadratic delay optimal control problem is studied. The closed-loop solvability of this delayed problem is assured by a new Riccati system, and the optimal closed-loop outcome control is derived. The solvability of the related Riccati system is also established. In this process, a novel method is introduced to transform the delayed problem into a control problem driven by a stochastic Volterra integral system without delay.  Finally, several important stochastic systems are discussed, and it is found that the model can cover a class of stochastic integro-differential systems, for which closed-loop control results had not been available before.
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