Multiplicative stochastic systems: optimization and analysis

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

Related Items (2)

Output dynamic controller analysis for stochastic systems of multiplicative type ⋮ Multiplicative stochastic systems with multiple external disturbances

Cites Work

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Relationship Between Nash Equilibrium Strategies and <inline-formula> <tex-math notation="TeX">$H_{2}/H_{\infty}$</tex-math></inline-formula> Control of Stochastic Markov Jump Systems With Multiplicative Noise
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Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise

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