时滞随机控制系统解的估计

Estimation of Solutions for Stochastic Control Systems with Time Delays

摘要: 对于时滞随机系统解的估计问题是研究时滞系统控制问题的重要基础，本文利用Cauchy-Schwarz不等式、Gronwall不等式对一般情况下时滞控制系统状态方程的解进行估计，用两种方法证明了我们的结论，为进一步研究时滞系统控制问题提供理论基础。

Abstract: Estimation of solutions for stochastic time delay systems is an important basis for the problem of optimal control systems with time delay. In this paper, we estimate the solution of the state equation of time delay control systems for the general case by using Cauchy-Schwarz and Gronwall inequalities. We use two methods to prove our conclusions, and lay a theoretical foundation for further study of time-delay control problems. And we hope to lay a theoretical foundation for further research on time-delay control.