Properties of storage functions and applications to nonlinear stochastic \(H_\infty\) control (Q2392643)

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Properties of storage functions and applications to nonlinear stochastic \(H_\infty\) control
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    Properties of storage functions and applications to nonlinear stochastic \(H_\infty\) control (English)
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    2 August 2013
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    Hamilton-Jacobi inequality
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    \(H_\infty\) control
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    partial differential equation
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    storage function
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    viscosity solution
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    infinite horizon nonlinear stochastic \(H_\infty\) controls
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    nonlinear stochastic systems
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