Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case

DOI10.1016/j.automatica.2006.05.025zbMath1114.93093OpenAlexW1679267374MaRDI QIDQ880381

Weihai Zhang, Bor-Sen Chen, Huan-Shui Zhang

Publication date: 15 May 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.05.025

zbMATH Keywords

Hamilton-Jacobi equationnonlinear stochastic systemsgeneralized differential Riccati equation\(H_{2}/H_{\infty }\) control

Mathematics Subject Classification ID

(H^infty)-control (93B36) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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