A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps (Q902325)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6531564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps |
scientific article; zbMATH DE number 6531564 |
Statements
A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps (English)
0 references
15 January 2016
0 references
nonzero-sum stochastic differential games
0 references
maximum principle
0 references
Poisson process
0 references
stochastic \(H_2/H_\infty\) control
0 references
forward backward stochastic differential equations
0 references
0.9127066731452942
0 references
0.8391891717910767
0 references
0.8350284099578857
0 references
0.8330661058425903
0 references
