OPTIMAL CONTROL OF SYSTEMS WITH RANDOM DELAY.

An optimal control problem for systems with random time-delay is discussed. As a model of the random delay process, a distributed parameter system with random coefficients is introduced, which is a state description of the delay process and is preferable to input-output description in optimal control problems. Relation between the state model and the input-output model is discussed in detail. Based on the state description of the system, the optimal control is obtained in an explicit form for a linear system with a quadratic cost functional.