Control of linear stochastic time delayed systems

DOI10.1016/0022-247X(78)90117-8zbMath0404.93050OpenAlexW2001972337MaRDI QIDQ1256990

Arunabha Bagchi

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(78)90117-8

zbMATH Keywords

Separation TheoremLinear Stochastic Time Delayed SystemsLinear-Quadratic Control Problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• A martingale approach to state estimation in delay-differential systems
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