Multiplicative stochastic systems with multiple external disturbances (Q1642041): Difference between revisions
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Latest revision as of 16:57, 14 September 2024
scientific article
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English | Multiplicative stochastic systems with multiple external disturbances |
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Statements
Multiplicative stochastic systems with multiple external disturbances (English)
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20 June 2018
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\(H_2/H_\infty\)-control theory
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stochastic Ito equation
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external disturbances
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multiplicative system
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optimization problem
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Ito's formula
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equation of Riccati type
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