$H_\infty$ control for stochastic systems with Poisson jumps (Q1937771): Difference between revisions

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+Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
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+State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
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+Robust H/sub ∞/ filtering of stationary continuous-time linear systems with stochastic uncertainties
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+Robust H/sub ∞/ control of discrete-time Markovian jump linear systems with mode-dependent time-delays
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+Output feedback control of Markov jump linear systems in continuous-time
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+Multiobjective \boldmath$\Ht/\Hf$ Control Design
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+Stochastic $H^\infty$
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+State-feedback \(H^{\infty}\)-type control of linear systems with time-varying parameter uncertainty
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+Stochastic&amp;gt;tex&amp;lt;$H_2/H_infty $&amp;gt;/tex&amp;lt;Control WithState-Dependent Noise
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+Robust <i>H</i>∞ infinity control in the presence of stochastic uncertainty
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+The γ-attenuation problem for systems with state dependent noise
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+Global solutions to a game-theoretic Riccati equation of stochastic control
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+Optimal Control of Jump Processes
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+McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
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+On solutions of backward stochastic differential equations with jumps and applications
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+State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
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+Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
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+A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
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\(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771): Difference between revisions

Latest revision as of 04:28, 6 July 2024

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Mathematics(1 entry)