\(H_2/H_\infty\) control problems of backward stochastic systems (Q890637): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(H_2/H_\infty\) control problems of backward stochastic systems |
scientific article |
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\(H_2/H_\infty\) control problems of backward stochastic systems (English)
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10 November 2015
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backward stochastic differential equations (BSDEs)
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completion of squares
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forward backward stochastic differential equations (FBSDEs)
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\(H_2/H_\infty\) control
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Riccati equations
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