Recursive stochastic \(H_{2}/H_{\infty}\) control problem for delay systems involving continuous and impulse controls (Q2970913)

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scientific article; zbMATH DE number 6698910
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    Recursive stochastic \(H_{2}/H_{\infty}\) control problem for delay systems involving continuous and impulse controls
    scientific article; zbMATH DE number 6698910

      Statements

      Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls (English)
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      31 March 2017
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      stochastic \(H_{2}/H_{\infty}\) control
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      anticipated backward stochastic differential equation
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      forward backward stochastic differential equation
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      impulse control
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