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Optimal investment with taxes: an optimal control problem with endogeneous delay

✍ Scribed by Elyès Jouini; Pierre-F. Koehl; Nizar Touzi


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
176 KB
Volume
37
Category
Article
ISSN
0362-546X

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OPTIMAL CONTROL METHOD WITH TIME DELAY I
✍ G. CAI; J. HUANG 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 246 KB

Optimal control method for active vibration control of linear time-delay systems is investigated in this paper. In terms of two cases that time delay is integer and non-integer times of sampling period, motion equation with time delay is transformed as standard discrete forms which contain no time d