Multiplicative stochastic systems: optimization and analysis (Q2358837)
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scientific article; zbMATH DE number 6732022
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| English | Multiplicative stochastic systems: optimization and analysis |
scientific article; zbMATH DE number 6732022 |
Statements
Multiplicative stochastic systems: optimization and analysis (English)
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16 June 2017
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\(H_2/H_\infty\)-optimal control
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linear stochastic Itô equation
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matrix Riccati differential equations
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0.8960141539573669
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0.8668394088745117
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0.8279889822006226
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0.8208803534507751
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0.8066834211349487
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