Linear-quadratic optimal control for discrete-time stochastic descriptor systems

<p style='text-indent:20px;'>In this paper, an optimal control model ruled by a class of linear discrete-time stochastic descriptor systems is considered under quadratic index performance. Employing dynamic programming method, recurrence equation to simplify the problem presented provided that are both regular and impulse-free. When objective function quadratic, according equation, linear-quadratic completely settled, is, controls values obtained through analytical expressions. At last, numerical example about for system illustrate validness results derived.</p>