Nonlinear Stochastic $H_2/H_\infty$ Control with $(x,u,v)$-Dependent Noise: Infinite Horizon Case

DOI10.1109/TAC.2008.921024zbMath1367.93192MaRDI QIDQ4974251

Weihai Zhang, Gang Feng

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) (H^infty)-control (93B36) Financial applications of other theories (91G80) Stochastic systems in control theory (general) (93E03)

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