Dissipative stochastic differential systems with risk-sensitive storage function and control design problems

DOI10.1134/S1064230709050050MaRDI QIDQ404199zbMATH OpenOpenAlexFDO

Authors A. Yu. Mazurov, P. V. Pakshin

Publication date 4 September 2014

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230709050050

zbMATH Keywords

deterministic \(\mathcal{H}_{\infty}\)-controldifferential (stochastic and deterministic) gamesdifferential Itô-type equationdissipative stochastic differential systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cites work

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• scientific article; zbMATH DE number 2048369 (Why is no real title available?)
• scientific article; zbMATH DE number 2201176 (Why is no real title available?)
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Cited in

(6)

• scientific article; zbMATH DE number 2048369 (Why is no real title available?)
• Dissipative control system for the stochastic \(H^{\infty}\) problems
• Discounted cost linear quadratic Gaussian control for descriptor systems
• Dissipative stochastic dynamical systems
• Dissipativity and risk-sensitivity in control problems
• Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems

Describes a project that uses

Uses Software

• YALMIP
• SeDuMi

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