Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199): Difference between revisions
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scientific article
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English | Dissipative stochastic differential systems with risk-sensitive storage function and control design problems |
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Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (English)
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4 September 2014
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dissipative stochastic differential systems
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differential Itô-type equation
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differential (stochastic and deterministic) games
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deterministic \(\mathcal{H}_{\infty}\)-control
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