Backward stochastic \(H_{2}/H_{\infty}\) control with random jumps (Q2930823)
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scientific article; zbMATH DE number 6371422
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| English | Backward stochastic \(H_{2}/H_{\infty}\) control with random jumps |
scientific article; zbMATH DE number 6371422 |
Statements
Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (English)
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19 November 2014
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backward stochastic \(H_2/H_\infty\) control
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backward stochastic differential equation (BSDE)
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forward backward stochastic differential equation (FBSDE)
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Riccati equation
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0.8874147534370422
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0.8681780695915222
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0.8418881893157959
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0.8381592035293579
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0.8330661058425903
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