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

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scientific article; zbMATH DE number 6194185
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    Properties of storage functions and applications to nonlinear stochastic \(H_\infty\) control
    scientific article; zbMATH DE number 6194185

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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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