\(H_{\infty}\) control for nonlinear stochastic systems with time-delay and multiplicative noise (Q1665554)

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scientific article; zbMATH DE number 6926224
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    \(H_{\infty}\) control for nonlinear stochastic systems with time-delay and multiplicative noise
    scientific article; zbMATH DE number 6926224

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      \(H_{\infty}\) control for nonlinear stochastic systems with time-delay and multiplicative noise (English)
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      27 August 2018
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      Summary: This paper studies the infinite horizon \(H_{\infty}\) control problem for a general class of nonlinear stochastic systems with time-delay and multiplicative noise. The exponential/asymptotic mean square \(H_{\infty}\) control design of delayed nonlinear stochastic systems is presented by solving Hamilton-Jacobi inequalities. Two numerical examples are provided to show the effectiveness of the proposed design method.
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