Control of linear stochastic time delayed systems

DOI10.1016/0022-247X(78)90117-8MaRDI QIDQ1256990zbMATH OpenOpenAlexFDO

Authors 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

Linear Stochastic Time Delayed SystemsLinear-Quadratic Control ProblemSeparation Theorem

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3491971 (Why is no real title available?)
• scientific article; zbMATH DE number 3549737 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A martingale approach to state estimation in delay-differential systems

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