Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901)
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scientific article; zbMATH DE number 6224824
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| English | Stochastic \(H_2/H_\infty\) control with random coefficients |
scientific article; zbMATH DE number 6224824 |
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Stochastic \(H_2/H_\infty\) control with random coefficients (English)
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11 November 2013
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stochastic \(H_\infty\) control
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stochastic \(H_2/H_\infty\) control
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linear quadratic (LQ) optimal control
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indefinite backward stochastic Riccati equation
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0.8532363176345825
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0.845268189907074
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0.8424018025398254
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0.8396447896957397
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0.8388518691062927
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