Nonlinear Stochastic Control Problem
In the previous chapters we dealt with linear deterministic and stochastic time delay systems, and we solved many problems like stability, stabilizability (using different types of controllers), 7-tßcontrol, filtering, and robustness of the techniques therein. The tools presented in these chapters will be efficient for dynamical time delay linear systems, but will fail for nonlinear ones. Therefore an alternative for solving stability and stabilizability problems for the class of nonlinear time delay dynamical systems is needed.
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