The construction of non-anticipatory control for linear systems with stochastic parameters

The conditions of non-anticipatory controllability for linear systems with the stationary stochastic parameters $\dot x=A(f^t\omega)x+B(f^t\omega)u$, $(t,\omega,x,u)\in\mathbb R\times\Omega\times\mathbb R^n\times\mathbb R^m$ are obtained. The control named non-anticipatory if the information about system in the moment $t=\tau$ is known only for $t\le\tau$.