Stochastic $H_2/H_{\infty}$ control for mean-field stochastic differential systems with $(x, u, v)$-dependent noise (Q6167084): Difference between revisions

Latest revision as of 19:04, 30 December 2024

scientific article; zbMATH DE number 7708650

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English	Stochastic $H_2/H_{\infty}$ control for mean-field stochastic differential systems with $(x, u, v)$-dependent noise	scientific article; zbMATH DE number 7708650

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scholarly article

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title

Stochastic $H_2/H_{\infty}$ control for mean-field stochastic differential systems with $(x, u, v)$-dependent noise (English)

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Journal of Optimization Theory and Applications

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publication date

7 July 2023

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zbMATH Keywords

$H_2/H_{\infty}$ control

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stochastic bounded real lemma

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mean-field

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indefinite Riccati differential equations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10957-023-02220-5

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cites work

A maximum principle for SDEs of mean-field type

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Mean Field Games and Mean Field Type Control Theory

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A general stochastic maximum principle for SDEs of mean-field type

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Mean-field backward stochastic differential equations and related partial differential equations

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H2/H∞ formulation of LQR controls based on LMI for continuous-time uncertain systems

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H/sub ∞/ design with pole placement constraints: an LMI approach

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Stochastic&gt;tex&lt;$H_2/H_infty $&gt;/tex&lt;Control WithState-Dependent Noise

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Discrete time mean-field stochastic linear-quadratic optimal control problems

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Stochastic $H_{2}/H_\infty$ control of nonlinear systems with time-delay and state-dependent noise

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Stochastic $H_2/H_\infty$ control for discrete-time mean-field systems with Poisson jump

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Stochastic $H^\infty$

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A stochastic maximum principle for a stochastic differential game of a mean-field type

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A mixed linear quadratic optimal control problem with a controlled time horizon

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Infinite horizon $H_2/H_\infty$ optimal control for discrete-time Markov jump systems with $(x,u,v)$-dependent noise

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Mixed H/sub 2//H/sub infinity / control: a convex optimization approach

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Mean field games

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A Nash game approach to mixed H/sub 2//H/sub ∞/ control

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Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability

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Stackelberg game approach to mixed $H_2/H_\infty$ problem for continuous-time system

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Robust $H_2/H_\infty$ fuzzy filtering for nonlinear stochastic systems with infinite Markov jump

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Infinite horizon $H_{2}/H_{\infty }$ control for discrete-time time-varying Markov jump systems with multiplicative noise

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Finite horizon mean-field stochastic $H_2/H_\infty$ control for continuous-time systems with $(x,v)$-dependent noise

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Output FeedbackH∞Control for Discrete-time Mean-field Stochastic Systems

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H∞Control for Continuous-Time Mean-Field Stochastic Systems

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Linear Quadratic Risk-Sensitive and Robust Mean Field Games

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Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case

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Mixed $H_{2}/H_{\infty}$ control of Markovian jump time-delay systems with uncertain transition probabilities

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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

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Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions

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Multiobjective output-feedback control via LMI optimization

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Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities

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Stochastic $H_2/H_\infty$ control with random coefficients

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Stochastic $H_{2}/H_{\infty }$ control for discrete-time systems with state and disturbance dependent noise

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Infinite horizon stochastic $H_2/H_\infty $control for discrete-time systems with state and disturbance dependent noise

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Discrete-time mean-field stochastic $H_2/H_\infty$ control

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Stochastic $H_{2}/H_{\infty }$ control with $(x,u,v)$-dependent noise: finite horizon case

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Identifiers

zbMATH Open document ID

1518.49022

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Mathematics Subject Classification ID

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10.1007/S10957-023-02220-5

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Sitelinks

Mathematics(1 entry)

mardi Publication:6167084

@@ Property / DOI @@
-.1007/s10957-023-02220-5
@@ Property / DOI: 10.1007/s10957-023-02220-5 / rank @@
-Normal rank
@@ Property / cites work @@
+A maximum principle for SDEs of mean-field type
@@ Property / cites work: A maximum principle for SDEs of mean-field type / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+A general stochastic maximum principle for SDEs of mean-field type
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+<i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> formulation of LQR controls based on LMI for continuous-time uncertain systems
+Normal rank
@@ Property / cites work @@
+H/sub ∞/ design with pole placement constraints: an LMI approach
+Normal rank
@@ Property / cites work @@
+Stochastic&amp;gt;tex&amp;lt;$H_2/H_infty $&amp;gt;/tex&amp;lt;Control WithState-Dependent Noise
+Normal rank
@@ Property / cites work @@
+Discrete time mean-field stochastic linear-quadratic optimal control problems
+Normal rank
@@ Property / cites work @@
+Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise
+Normal rank
@@ Property / cites work @@
+Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump
+Normal rank
@@ Property / cites work @@
+Stochastic $H^\infty$
@@ Property / cites work: Stochastic $H^\infty$ / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic maximum principle for a stochastic differential game of a mean-field type
+Normal rank
@@ Property / cites work @@
+A mixed linear quadratic optimal control problem with a controlled time horizon
+Normal rank
@@ Property / cites work @@
+Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
+Normal rank
@@ Property / cites work @@
+Mixed H/sub 2//H/sub infinity / control: a convex optimization approach
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+A Nash game approach to mixed H/sub 2//H/sub ∞/ control
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
+Normal rank
@@ Property / cites work @@
+Stackelberg game approach to mixed \(H_2/H_\infty\) problem for continuous-time system
+Normal rank
@@ Property / cites work @@
+Robust \(H_2/H_\infty\) fuzzy filtering for nonlinear stochastic systems with infinite Markov jump
+Normal rank
@@ Property / cites work @@
+Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise
+Normal rank
@@ Property / cites work @@
+Output Feedback<i>H</i><sub><i>∞</i></sub>Control for Discrete-time Mean-field Stochastic Systems
+Normal rank
@@ Property / cites work @@
+<i>H</i><sub><i>∞</i></sub>Control for Continuous-Time Mean-Field Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Risk-Sensitive and Robust Mean Field Games
+Normal rank
@@ Property / cites work @@
+Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
+Normal rank
@@ Property / cites work @@
+Mixed \(H_{2}/H_{\infty}\) control of Markovian jump time-delay systems with uncertain transition probabilities
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
+Normal rank
@@ Property / cites work @@
+Multiobjective output-feedback control via LMI optimization
+Normal rank
@@ Property / cites work @@
+Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities
+Normal rank
@@ Property / cites work @@
+Stochastic \(H_2/H_\infty\) control with random coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
+Normal rank
@@ Property / cites work @@
+Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
+Normal rank
@@ Property / cites work @@
+Discrete-time mean-field stochastic \(H_2/H_\infty\) control
+Normal rank
@@ Property / cites work @@
+Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
+Normal rank
@@ Property / DOI @@
+.1007/S10957-023-02220-5
@@ Property / DOI: 10.1007/S10957-023-02220-5 / rank @@
+Normal rank

Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise (Q6167084): Difference between revisions

Latest revision as of 19:04, 30 December 2024

Statements

Identifiers

Sitelinks

Mathematics(1 entry)