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Controllability of stochastic systems with random delay
Authors:A N V Rao  C T Tsokos
Abstract:The object of the present paper is to study the stability behavior of a nonlinear stochastic differential system with random delay of the form ?(t; ω), ω; u(t)) + ?? (t, ω) ?(z(ty(t; ω); ω) where ω ω, the supporting set of a probability measure space (ω, A, P), x(t, ω) in an n-dimensional random function; u(t) is an m-dimensional control vector, A(t, ω) in an n X p matrix function and ø in a p-dimensional random function defined on Rp X ω and y(t, ω) is a random delay with z(t, ω) being a p-dimensional observation vector defined a specific way. Conditions are given that guarantee the existence of an admissible control u, under the influence of which the sample paths of the stochastic system can be guided arbitrarily close to the origin with an assigned probability.
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