Control of linear stochastic time delayed systems

Arunabha Bagchi

doi:10.1016/0022-247X(78)90117-8

Control of linear stochastic time delayed systems

Arunabha Bagchi

Research output: Contribution to journal › Article › Academic

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Abstract

The linear-quadratic control problem of stochastic time-delayed systems has been solved using function space method. The solution demonstrates directly that the “separation theorem” holds for such systems.

Original language	English
Pages (from-to)	244-252
Journal	Journal of mathematical analysis and applications
Volume	63
Issue number	1
DOIs	https://doi.org/10.1016/0022-247X(78)90117-8
Publication status	Published - 1978

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title = "Control of linear stochastic time delayed systems",

abstract = "The linear-quadratic control problem of stochastic time-delayed systems has been solved using function space method. The solution demonstrates directly that the “separation theorem” holds for such systems.",

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