The optimization of a guaranteed result with a delay in the control

The problem of feedback control with a quality index in the form of the Euclidean norm of a set of deviations of the trajectory of motion of the system from the origin of coordinates at specified instants of time is considered for a linear dynamical system that is subjected to the effects of noise and contains a delay in the control element. A procedure for calculating the value of the optimal guaranteed result based on the recursive construction of upper convex hulls of auxiliary functions is given. A method for shaping the controlling actions that guarantee the achievement of this result is described.