<i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control for stochastic systems with delay (Q2799295)

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<i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control for stochastic systems with delay
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    <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control for stochastic systems with delay (English)
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    8 April 2016
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    stochastic differential equations with delay
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    \(H_{2}/H_\infty\) control
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    forward-backward stochastic differential equations
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    Riccati equations
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