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 |
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Pages (from-to) | 244-252 |
Journal | Journal of mathematical analysis and applications |
Volume | 63 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1978 |