Multiplicative stochastic systems with multiple external disturbances (Q1642041)

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scientific article; zbMATH DE number 6891820
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    Multiplicative stochastic systems with multiple external disturbances
    scientific article; zbMATH DE number 6891820

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      Multiplicative stochastic systems with multiple external disturbances (English)
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      20 June 2018
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      \(H_2/H_\infty\)-control theory
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      stochastic Ito equation
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      external disturbances
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      multiplicative system
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      optimization problem
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      Ito's formula
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      equation of Riccati type
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