Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (Q2304032)
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scientific article; zbMATH DE number 7177627
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| English | Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps |
scientific article; zbMATH DE number 7177627 |
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Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (English)
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6 March 2020
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stochastic differential equations
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finite horizon
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\(H_2 / H_\infty\) control
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coupled generalized difference Riccati equations
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infinite Markovian jumps
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0.9556311
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0.9381207
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0.9318204
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0.9305877
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0.92383736
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0.92216384
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0.9209355
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0.92021954
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0.9196142
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