We study a finite horizon optimal control problem for a class of linear systems with a randomly varying time-delay. The delay value is treated as an unknown variable but with known statistical properties, modelled by a Markov process with a finite number of states. The probabilistic delay averaging approach is employed to determine the optimal control in the form which is independent of the delay value
Published in:
American Control Conference, 2001. Proceedings of the 2001
(Volume:1
)
Date of Conference: 2001