The Optimal Control Problem And Application Of Stochastic Discrete Time-delay System With Multiplicative Noise

This paper studies the optimal control problem of stochastic system with input delay and noise and its application in communication network.Adaptive dynamic programming iterative algorithm is used to give the optimal control of the system.In a stochastic control system,the time delay is unavoidable when the signal is transmitted.In wireless network control system,when sensors,actuators and controllers transmit information in the network,there will also be delays and packet losses.In this paper,a stochastic system with input delay and multiplicative noise is simulated,and the optimal solution of the system is given by using the dynamic programming method.On this basis,the wireless network control system with network induced delay and packet loss is discussed,and its optimal control problem is solved.In this paper,optimal controller based on the iterative adaptive dynamic programing algorithm is given which make the cost function to be minimum.The optimal control problem for wireless network systems with network induced delay and packet loss is solved.The general form of optimal control is given.And a simulation example of the problem is given,by that,the feasibility and applicability of adaptive dynamic programming in this kind of problem are shown.