Stochastic controllability of linear systems with delay in control

  title={Stochastic controllability of linear systems with delay in control},
  author={Jerzy Klamka and Adam Czornik},
  journal={2016 17th International Carpathian Control Conference (ICCC)},
In the paper finite-dimensional stationary dynamical control systems described by linear stochastic ordinary differential state equations with single point delay in the control are considered. Using notations, theorems and methods taken directly from deterministic controllability problems, necessary and sufficient conditions for different kinds of stochastic relative controllability are formulated and proved. It will be proved that under suitable assumptions relative controllability of a… CONTINUE READING
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