Stability of systems with nonlinear feedback through randomly time-varying delays

In a large class of multiloop control systems, many feedback loops are "closed" through a time-shared digital computer, using algorithms which require information from sources which are sampled at a rate which is not synchronized with the sampling of the individual "plants." This missynchronization, in conjunction with variations in the computer's task load caused by "interrupts," results in a randomly time-varying delay in the closing of the various feedback loops. Consequently, the dynamics of each controlled "plant" in such a system may be modeled by means of a stochastic delay-differential equation. This paper presents some new research results concerning the sample stability (as opposed to statistical, or ensemble stability) of nonlinear stochastic delay-differential equations.