Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint (Q4608749): Difference between revisions

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Latest revision as of 09:22, 30 July 2024

scientific article; zbMATH DE number 6853885
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Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint
scientific article; zbMATH DE number 6853885

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    Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint (English)
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    28 March 2018
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    robust differential game
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    stochastic large-scale systems
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    cross-coupled stochastic Riccati differential equations (CSRDEs)
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    \(H_\infty\)-constraint
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