Multiplicative stochastic systems with multiple external disturbances (Q1642041): Difference between revisions
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Property / cites work: Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance / rank | |||
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Property / cites work: Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems / rank | |||
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Property / cites work: Stochastic $H^\infty$ / rank | |||
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Property / cites work: Q4039873 / rank | |||
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Property / cites work: A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems / rank | |||
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Property / cites work: Multiplicative stochastic systems: optimization and analysis / rank | |||
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Revision as of 23:01, 15 July 2024
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English | Multiplicative stochastic systems with multiple external disturbances |
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Multiplicative stochastic systems with multiple external disturbances (English)
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20 June 2018
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\(H_2/H_\infty\)-control theory
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stochastic Ito equation
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external disturbances
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multiplicative system
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optimization problem
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Ito's formula
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equation of Riccati type
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