Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (Q2304032)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps |
scientific article |
Statements
Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (English)
0 references
6 March 2020
0 references
stochastic differential equations
0 references
finite horizon
0 references
\(H_2 / H_\infty\) control
0 references
coupled generalized difference Riccati equations
0 references
infinite Markovian jumps
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
