Control of linear stochastic time delayed systems

Arunabha Bagchi

    Research output: Contribution to journalArticleAcademic

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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 languageEnglish
    Pages (from-to)244-252
    JournalJournal of mathematical analysis and applications
    Volume63
    Issue number1
    DOIs
    Publication statusPublished - 1978

    Fingerprint

    Linear Quadratic Control
    Separation Theorem
    Linear Quadratic Problem
    Function Space
    Control Problem
    Demonstrate

    Cite this

    @article{171291a3611e48b0801b28d64ad7bfd5,
    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.",
    author = "Arunabha Bagchi",
    year = "1978",
    doi = "10.1016/0022-247X(78)90117-8",
    language = "English",
    volume = "63",
    pages = "244--252",
    journal = "Journal of mathematical analysis and applications",
    issn = "0022-247X",
    publisher = "Academic Press Inc.",
    number = "1",

    }

    Control of linear stochastic time delayed systems. / Bagchi, Arunabha.

    In: Journal of mathematical analysis and applications, Vol. 63, No. 1, 1978, p. 244-252.

    Research output: Contribution to journalArticleAcademic

    TY - JOUR

    T1 - Control of linear stochastic time delayed systems

    AU - Bagchi, Arunabha

    PY - 1978

    Y1 - 1978

    N2 - 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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    U2 - 10.1016/0022-247X(78)90117-8

    DO - 10.1016/0022-247X(78)90117-8

    M3 - Article

    VL - 63

    SP - 244

    EP - 252

    JO - Journal of mathematical analysis and applications

    JF - Journal of mathematical analysis and applications

    SN - 0022-247X

    IS - 1

    ER -