Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199)

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scientific article; zbMATH DE number 6339520
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    Dissipative stochastic differential systems with risk-sensitive storage function and control design problems
    scientific article; zbMATH DE number 6339520

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      Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (English)
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      4 September 2014
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      dissipative stochastic differential systems
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      differential Itô-type equation
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      differential (stochastic and deterministic) games
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      deterministic \(\mathcal{H}_{\infty}\)-control
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