Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic \(H_2/H_\infty\) control with random coefficients |
scientific article |
Statements
Stochastic \(H_2/H_\infty\) control with random coefficients (English)
0 references
11 November 2013
0 references
stochastic \(H_\infty\) control
0 references
stochastic \(H_2/H_\infty\) control
0 references
linear quadratic (LQ) optimal control
0 references
indefinite backward stochastic Riccati equation
0 references
