The optimal local and remote control problem for a multiplicative noise stochastic system consisting of a remote controller and a local controller is investigated.It is assumed that the state information is prone to packet loss and delay when passing through the uplink channel,while the downlink channel is perfect.Firstly,the necessary and sufficient solvability conditions are developed by using the convex variational skill,which shows that the solvability of the optimal local and remote control problem is equivalent to the solvability of the forward and backward stochastic difference equations.Moreover,a novel hierarchical control algorithm is proposed,and the optimal feedback control strategy is obtained by using the complete square method.Finally,a numerical example is shown to illustrate the effectiveness of the obtained results.
optimal local and remote controlmultiplicative noise stochastic systempacket loss and delay