Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 60H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+R60
@@ Property / Mathematics Subject Classification ID: 35R60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 34F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6224824
@@ Property / zbMATH DE Number: 6224824 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic \(H_\infty\) control
@@ Property / zbMATH Keywords: stochastic \(H_\infty\) control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic \(H_2/H_\infty\) control
@@ Property / zbMATH Keywords: stochastic \(H_2/H_\infty\) control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear quadratic (LQ) optimal control
@@ Property / zbMATH Keywords: linear quadratic (LQ) optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+indefinite backward stochastic Riccati equation
+Normal rank

Revision as of 12:29, 29 June 2023