Parametric linear quadratic control and random delays

Abstract
The authors derive the design equations for parametric linear quadratic control of continuous-time systems with random delays. This problem motivates a more general setup that is utilised for the development of efficient numerical algorithms. Systems with random delays are important in control problems over communication networks. The generalised setup allows robustness issues against modelling errors and statistically varying disturbances to be addressed. The results are illustrated with examples.