Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (Q2292036): Difference between revisions

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Latest revision as of 22:49, 13 August 2024

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Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
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    Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (English)
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    31 January 2020
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    The authors propose a stochastic, nonlinear time varying premium-reserve pricing model containing a negative feedback mechanism. The LMI conditions for the robust stabilization and a feasible \(H_\infty\)-control input have been derived when nonlinearities are Lipschitz as well as one-side Lipschitz.
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    premium-reserve process
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    nonlinear uncertainties
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    \(H_\infty \)-control
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    systems stability
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    (one-side) Lipschitz conditions
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