This paper is concerned with the long-standing problems of linear quadratic regulation
(LQR) control and stabilization for a class of discrete-time stochastic systems involving …

This paper examines the long-standing problem of linear quadratic regulation and
stabilization for Itô stochastic systems with input delay. This problem remains a primary …

In this article, we investigate the optimal linear quadratic control problem for stochastic
systems with multiple controllers, where each controller has its own information structure …

In this paper, we study fundamental limitations of disturbance attenuation of feedback
systems, under the assumption that the controller has a finite horizon preview of the …

This technical note deals with the problem of finite horizon H∞ fault detection for linear
discrete time-varying systems. Using an observer-based fault detection filter (FDF) with …

This technical note revisits the open-loop Stackelberg strategy for a two-player game. By
introducing a new costate, which captures the future information of the control input, we …

This paper is concerned with both difference and differential leader-follower games with time
delay. The problem remains challenging although the leader-follower game for delay-free …

The problem of static output feedback preview tracking control is proposed for a class of
polytopic uncertain discrete‐time systems by combining parameter‐dependent Lyapunov …

The H2-optimal controller for systems with preview, in which the knowledge of external input
is available in advance for the controller, is derived. The single input case is first considered …

Preview control and fixed-lag smoothing allow a noncausal component in the
controller/estimator. Time domain variational analysis is used in a reduction to an open loop …