Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic \(H_2/H_\infty\) control with random coefficients |
scientific article |
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Stochastic \(H_2/H_\infty\) control with random coefficients (English)
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11 November 2013
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stochastic \(H_\infty\) control
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stochastic \(H_2/H_\infty\) control
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linear quadratic (LQ) optimal control
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indefinite backward stochastic Riccati equation
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