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
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scientific article
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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 |
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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)
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31 March 2017
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stochastic \(H_{2}/H_{\infty}\) control
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anticipated backward stochastic differential equation
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forward backward stochastic differential equation
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impulse control
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