\(H_2/H_\infty\) control problems of backward stochastic systems (Q890637): Difference between revisions

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Latest revision as of 02:01, 11 July 2024

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\(H_2/H_\infty\) control problems of backward stochastic systems
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    \(H_2/H_\infty\) control problems of backward stochastic systems (English)
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    10 November 2015
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    backward stochastic differential equations (BSDEs)
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    completion of squares
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    forward backward stochastic differential equations (FBSDEs)
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    \(H_2/H_\infty\) control
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    Riccati equations
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