Multiplicative stochastic systems with multiple external disturbances

DOI10.1134/S0005117918020091zbMath1391.93300OpenAlexW2791130323WikidataQ130189903 ScholiaQ130189903MaRDI QIDQ1642041

M. E. Shaikin

Publication date: 20 June 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918020091

zbMATH Keywords

optimization problemexternal disturbancesmultiplicative systemIto's formulaequation of Riccati typestochastic Ito equation\(H_2/H_\infty\)-control theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Related Items (3)

Output dynamic controller analysis for stochastic systems of multiplicative type ⋮ Resolvents of the Ito differential equations multiplicative with respect to the state vector ⋮ Finite-time \(H_2/ H_\infty\) control design for stochastic Poisson systems with applications to clothing hanging device

Cites Work

• Unnamed Item
• Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance
• Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems
• Multiplicative stochastic systems: optimization and analysis
• A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
• Stochastic $H^\infty$

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