Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Finite-Time Stability and Stabilization of Itô Stochastic Systems With Markovian Switching: Mode-Dependent Parameter Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: State and output feedback finite-time guaranteed cost control of linear Itô stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-Time Stability and Stabilization of Linear Itô Stochastic Systems with State and Control-Dependent Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Delayed Black and Scholes Formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic impulse control with delayed reaction / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Nash game approach to mixed H/sub 2//H/sub ∞/ control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust mixed H 2 /H ∞ control of time-varying delay systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward-forward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal contracts in continuous-time models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption choices for a `large' investor / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging options for a large investor and forward-backward SDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging contingent claims for a large investor in an incomplete market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipated backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A type of general forward-backward stochastic differential equations and applications / rank
 
Normal rank

Latest revision as of 14:16, 13 July 2024

scientific article
Language Label Description Also known as
English
Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls
scientific article

    Statements

    Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls (English)
    0 references
    0 references
    0 references
    31 March 2017
    0 references
    stochastic \(H_{2}/H_{\infty}\) control
    0 references
    anticipated backward stochastic differential equation
    0 references
    forward backward stochastic differential equation
    0 references
    impulse control
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references