Multiplicative stochastic systems with multiple external disturbances (Q1642041)

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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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