Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E03 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 93E15 / rank | |||
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Property / Mathematics Subject Classification ID: 93B36 / rank | |||
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Property / zbMATH DE Number: 6339520 / rank | |||
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dissipative stochastic differential systems | |||
Property / zbMATH Keywords: dissipative stochastic differential systems / rank | |||
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differential Itô-type equation | |||
Property / zbMATH Keywords: differential Itô-type equation / rank | |||
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differential (stochastic and deterministic) games | |||
Property / zbMATH Keywords: differential (stochastic and deterministic) games / rank | |||
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deterministic \(\mathcal{H}_{\infty}\)-control | |||
Property / zbMATH Keywords: deterministic \(\mathcal{H}_{\infty}\)-control / rank | |||
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Revision as of 17:04, 29 June 2023
scientific article
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English | Dissipative stochastic differential systems with risk-sensitive storage function and control design problems |
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Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (English)
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4 September 2014
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dissipative stochastic differential systems
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differential Itô-type equation
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differential (stochastic and deterministic) games
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deterministic \(\mathcal{H}_{\infty}\)-control
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