Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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Property / Mathematics Subject Classification ID: 34F05 / rank | |||
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / zbMATH DE Number: 6224824 / rank | |||
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stochastic \(H_\infty\) control | |||
Property / zbMATH Keywords: stochastic \(H_\infty\) control / rank | |||
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stochastic \(H_2/H_\infty\) control | |||
Property / zbMATH Keywords: stochastic \(H_2/H_\infty\) control / rank | |||
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linear quadratic (LQ) optimal control | |||
Property / zbMATH Keywords: linear quadratic (LQ) optimal control / rank | |||
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indefinite backward stochastic Riccati equation | |||
Property / zbMATH Keywords: indefinite backward stochastic Riccati equation / rank | |||
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Revision as of 12:29, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Stochastic \(H_2/H_\infty\) control with random coefficients |
scientific article |
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Stochastic \(H_2/H_\infty\) control with random coefficients (English)
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11 November 2013
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stochastic \(H_\infty\) control
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stochastic \(H_2/H_\infty\) control
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linear quadratic (LQ) optimal control
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indefinite backward stochastic Riccati equation
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