On constrained stochastic controllability of dynamical systems with multiple delays in control

Linear, continuous stochastic dynamical systems with multiple delays in control are studied in the paper. Their relative stochastic controllability with constrained control is discussed. The definitions of various type of constrained relative and absolute stochastic controllability for linear systems with delays in control are introduced. Criteria of relative and absolute stochastic controllability with constrained control are established. Constraints on control values are considered. Mutual implications between constrained relative stochastic controllability of systems with and without delays are studied as well as implications between constrained relative and absolute stochastic controllability of systems with delay in control.